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Forecasting under structural break uncertainty

Tian, Jing; Anderson, Heather M. - 2011

This paper proposes two new weighting schemes that average forecasts using different estimation windows to account for …, Choice of Estimation Sample, Forecast Combinations, NAIRU Phillips Curve. …

Persistent link: https://www.econbiz.de/10009406379

Asymmetric adjustment of stock prices to their fundamental value and the predictability of US stock returns

Boucher, Christophe - In: Economics letters 95 (2007) 3, pp. 339-347

Persistent link: https://www.econbiz.de/10003476261

A theory-consistent system approach for estimating potential output and the NAIRU

Apel, Mikael; Jansson, Per - In: Economics letters 64 (1999) 3, pp. 271-275

Persistent link: https://www.econbiz.de/10001399307

On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands

Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498

Persistent link: https://www.econbiz.de/10001336657

On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity

Anderson, Heather M. - In: Economics letters 60 (1998) 3, pp. 291-296

Persistent link: https://www.econbiz.de/10001251676

An alternative interpretation of the recent U.S. inflation performance

Apel, Mikael; Jansson, Per - 2000

An approach to decomposing and interpreting the inflation process is proposed. It suggests that the low U.S. inflation rate in recent years reflects a structural development, but that the low levels of unemployment may be a mainly cyclical phenomenon.

Persistent link: https://www.econbiz.de/10011584497

A theory-consistent system approach for estimating potential output and the NAIRU

Apel, Mikael; Jansson, Per - 1998

A new approach is proposed for estimating potential output and the NAIRU. Identification is achieved using Okun's law and a Phillips curve. The performance of the methodology is exemplified using data from Canada, the UK, and the US.

Persistent link: https://www.econbiz.de/10011584531

Estimating the value and distributional effects of free state schooling

Andreou, Sofia N.; Koutsampelas, Christos; Pashardes, Panos - In: Economics letters 125 (2014) 2, pp. 303-305

Persistent link: https://www.econbiz.de/10010505298

Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?

Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10001427382

A consumer demand approach to estimating the education quality component of housing cost

Andreou, Sofia N.; Pashourtidou, Nicoletta - In: Applied economics letters 20 (2013) 4/6, pp. 373-376

Persistent link: https://www.econbiz.de/10009708773