Search Results - subject:"dynamic heterogeneity"

Should we trust cross-sectional multiplier estimates?

Canova, Fabio - In: Journal of applied econometrics 39 (2024) 4, pp. 589-606

Persistent link: https://www.econbiz.de/10014562835

Mending the broken link : heterogeneous bank lending rates and monetary policy pass-through

Altavilla, Carlo; Canova, Fabio; Ciccarelli, Matteo - In: Journal of monetary economics 110 (2020), pp. 81-98

Persistent link: https://www.econbiz.de/10012494129

Macroeconomic expectations and time varying heterogeneity : evidence from individual survey data

El Ouadghiri, Imane; Uctum, Remzi - In: Applied economics 52 (2020) 23, pp. 2443-2459

Persistent link: https://www.econbiz.de/10012210884

Should we trust cross sectional multiplier estimates?

Canova, Fabio - 2020

Persistent link: https://www.econbiz.de/10012306311

Do markets learn to rationally expect US interest rates? : evidence from survey data

Prat, Georges; Uctum, Remzi - 2016

Persistent link: https://www.econbiz.de/10011736889

Finance and unemployment : new panel evidence

Kim, Dong-Hyeon; Chen, Ting-Cih; Lin, Shu-Chin - In: Journal of economic policy reform 22 (2019) 4, pp. 307-324

Persistent link: https://www.econbiz.de/10012177090

Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data

Prat, Georges; Uctum, Remzi - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2014

Using Consensus Economics survey data on JPY/USD and GBP/USD exchange rate expectations for the 3- and 12-month horizons over the period November 1989 – December 2012 we first show that expectations fail to unbiasedness tests and do not exhibit a learning process towards rationality. Our...

Persistent link: https://www.econbiz.de/10010896309

Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data

Prat, Georges; Uctum, Remzi - Institut de Préparation à l'Administration et à la … - 2014

Abstract. Using Consensus Economics survey data on JPY/USD and GBP/USD exchange rate expectations for the 3- and 12-month horizons over the period November 1989 – December 2012 we first show that expectations fail to unbiasedness tests and do not exhibit a learning process towards rationality....

Persistent link: https://www.econbiz.de/10010764038

Do markets learn to rationally expect US interest rates? : an anchoring approach

Prat, Georges; Uctum, Remzi - In: Applied economics 50 (2018) 59, pp. 6458-6480

Persistent link: https://www.econbiz.de/10012063437

Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic heterogeneity

Gilhooly, Robert; Weale, Martin; Wieladek, Tomasz - 2012

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … heterogeneity which is suitable for inference in short panels, unlike alternative estimators. Monte Carlo simulations indicate that …

Persistent link: https://www.econbiz.de/10010323564