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The empirical determinants of the Euro : short and long run perspectives

Chinn, Menzie David - 2000

The behavior of the dollar/euro exchange rate is modeled using a monetary model of the exchange rate. The econometric … analysis is complicated by the short sample span of actual euro data available for analysis. Hence, data on a "synthetic" euro …, is identified for the 1991M08-1999M12 period using the Johansen procedure. The model implies that the euro was …

Persistent link: https://www.econbiz.de/10009583879

The fundamental determinants of the real exchange rate of the US dollar relative to other G-7 currencies

Stein, Jerome L. - 1995

Persistent link: https://www.econbiz.de/10000554604

What determines real exchange rates? : The long and short of it

MacDonald, Ronald - 1997

Persistent link: https://www.econbiz.de/10000961158

Current account reversals and currency crises : empirical regularities

Milesi-Ferretti, Gian Maria; Razin, Asaf - 1998

Persistent link: https://www.econbiz.de/10000992355

An adaptive, rate-optimal test of a parametric model against a nonparametric alternative

Horowitz, Joel; Spokojnyj, Vladimir G. - 1999

We develop a new test of a parametric model of a conditional mean function against a nonparametric alternative. The test adapts to the unknown smoothness of the alternative model and is uniformly consistent against alternatives whose distance from the parametric model converges to zero at the...

Persistent link: https://www.econbiz.de/10009579179

Consistency of a least squares orthonormal series estimator for a regression function

Delecroix, Michel; Protopopescu, Camelia - 2000

This paper establishes the almost. sure consistency of least. squares regression series estimators, in the L2-norm and the sup-norm, under very large assumptions on the underlying model. Three examples are considered in order to illustrate the general results: trigonometric series, Legendre...

Persistent link: https://www.econbiz.de/10009582391

Semiparametric lack-of-fit tests in an additive hazard regression model

Grund, Birgit; Polzehl, Jörg - 1999

In the semiparametric additive hazard regression model of McKeague and Sasieni (1994), the hazard contributions of some covariates are allowed to change over time, without parametric restrictions (Aalen model), while the contributions of other covariates are assumed to be constant. In this...

Persistent link: https://www.econbiz.de/10009582408

One-sided confidence about functionals over tangent cones

Rieder, Helmut - 2000

In the setup of i.i.d. observations and a real valued differentiable functional T, locally asymptotic upper bounds are derived for the power of one-sided tests (simple, versus large values of T) and for the confidence probability of lower confidence limits (for the value of T), in the case that...

Persistent link: https://www.econbiz.de/10009583895

Non-uniformity of job-matching in a transition economy : a nonparametric analysis for the Czech Republic

Profit, Stefan; Sperlich, Stefan - 1998

explorative study aims to shed some light into the black-box of the matching technology by applying nonparametric estimation …

Persistent link: https://www.econbiz.de/10009574874

Did the Fed surprise the markets in 2001? : a case study for VARs with sign restrictions

Uhlig, Harald - 2001

In 2001, the Fed has lowered interest rates in a series of cuts, starting from 6.5 % at the end of 2000 to 2.0 % by early November. This paper asks, whether the Federal Reserve Bank has been surprising the markets, taking as given the conventional view about the effect of monetary policy shocks....

Persistent link: https://www.econbiz.de/10009618362