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Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?

Eichner, Matthew J.; Kohn, Donald L.; Palumbo, Michael G. - Federal Reserve Board (Board of Governors of the … - 2010

excessive leverage and risk-taking by large, interconnected firms, in heavy reliance on short-term sources of funding to finance …

Persistent link: https://www.econbiz.de/10008498959

Supply-side and demand-side explanations of declining apprentice training rates : a critical overview

Toner, Phillip - University of Western Sydney; College of Law and Business; … - 2003

Over the last decade numerous academic, industry and government studies have suggested that Australia has experienced a sustained decline in apprentice training rates and that this is contributing to shortages in core vocational occupations. This article redresses significant deficiencies in...

Persistent link: https://www.econbiz.de/10009481981

Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses

Ericsson, Neil R. - Federal Reserve Board (Board of Governors of the … - 1987

the finite sample properties of maximum likelihood and instrumental variables statistics for testing both nested and non … those statistics are obtained for dynamic one-and two-equation models. The results illustrate the value of asymptotic theory … additional information gained from the instrumental variables statistics. …

Persistent link: https://www.econbiz.de/10005368195

A simple approach to robust inference in a cointegrating system

Wright, Jonathan H. - Federal Reserve Board (Board of Governors of the … - 1999

Cointegration requires all the variables in the system to have exact unit roots; accordingly it is conventional for researchers to test for a unit root in each variable prior to a cointegration analysis. Unfortunately, these unit root tests are not powerful. Meanwhile, conventional cointegration...

Persistent link: https://www.econbiz.de/10005368250

Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics

Ericsson, Neil R. - Federal Reserve Board (Board of Governors of the … - 1986

, and uses Pesaran's (1974) study of statistics for testing non-nested hypotheses to illustrate the techniques described. A … of different test statistics so that comparisons of their power may be made. Extensions to other finite sample properties …

Persistent link: https://www.econbiz.de/10005368405

Distributions of error correction tests for cointegration

Ericsson, Neil R.; MacKinnon, James G. - Federal Reserve Board (Board of Governors of the … - 1999

This paper provides cumulative distribution functions, densities, and finite sample critical values for the single-equation error correction statistic for testing cointegration. Graphs and response surfaces summarize extensive Monte Carlo simulations and highlight simple dependencies of the...

Persistent link: https://www.econbiz.de/10005368469

The adequacy of the data on U.S. international financial transactions: a Federal Reserve perspective

Stekler, Lois E.; Truman, Edwin M. - Federal Reserve Board (Board of Governors of the … - 1992

This paper was prepared for the meeting of the Panel on International Capital Transactions of the National Research Council (National Academy of Sciences), April 23, 1992. There are well-documented inadequacies in the data on U.S. international capital flows, cross-border holdings of assets, and...

Persistent link: https://www.econbiz.de/10005368510

Brief remarks: a speech at the Bureau of Labor Statistics 125th Anniversary Celebration, Washington, D.C., June 26, 2009

Bernanke, Ben S. - Federal Reserve Board (Board of Governors of the … - 2009

Persistent link: https://www.econbiz.de/10010725531

Innovative statistics for a dynamic economy: a speech at the National Association for Business Economics Professional Development Seminar for Journalists, Washington, D.C., May 24,...

Kroszner, Randall S. - Federal Reserve Board (Board of Governors of the … - 2006

Persistent link: https://www.econbiz.de/10010725535

Tolerance-width groupings for editing banking deposits data: an analysis of variance of variances

Pierce, David A.; Bauer, Laura L. - Federal Reserve Board (Board of Governors of the … - 1989

Persistent link: https://www.econbiz.de/10005721002