Search Results - subject:"Non-nested hypothesis tests"

On the Role of a Stock Market in the Bank Loan Market: a Study of France, Germany,and the Euro Area (1).

Krainer, Robert E. - Facoltà di Economia, Università degli Studi di Urbino - 2010

lending based on movements in the equity cost of capital for France, Germany, and the Euro area. Using non-nested hypothesis … tests and omitted variables tests, we find that we reject the traditional demand oriented model of bank lending and fail to …

Persistent link: https://www.econbiz.de/10008515979

On the Role of a Stock Market: A Study of France, Germany, and thez Euro Area.

Krainer, R. - Banque de France - 2008

lending based on movements in the equity cost of capital for France, Germany, and the Euro area. Using non-nested hypothesis … tests and omitted variables tests we find that we can reject the traditional demand oriented model of bank lending and fail …

Persistent link: https://www.econbiz.de/10005036180

Monetary policy and bank lending in the Euro area : is there a stock market channel or an interest rate channel?

Krainer, Robert E. - In: Journal of international money and finance 49 (2014), pp. 283-298

Persistent link: https://www.econbiz.de/10010465012

Monetary policy and bank lending in the Euro area: Is there a stock market channel or an interest rate channel?

Krainer, Robert E. - In: Journal of International Money and Finance 49 (2014) PB, pp. 283-298

for the Euro area. Using non-nested hypothesis tests, omitted variables tests, and Granger Causality tests, I reject the …

Persistent link: https://www.econbiz.de/10011077111

The Size and Power of Bootstrap Tests

Davidson, Russell; MacKinnon, James G. - 1996

Bootstrap tests are tests for which the significance level is calculated by some sort of bootstrap procedure, which may be parametric or nonparametric. We show that, in many circumstances, the size distortion of a bootstrap P value for a test will be one whole order of magnitude smaller than...

Persistent link: https://www.econbiz.de/10011940589

The Size and Power of Bootstrap Tests

Davidson, Russell; MacKinnon, James G. - Economics Department, Queen's University - 1996

Persistent link: https://www.econbiz.de/10005688203