Similar Search Results

Prior elicitation in multiple change-point models

Koop, Gary M. (contributor); Potter, Simon M. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002623546

Forecasting in large macroeconomic panels using Bayesian model averaging

Koop, Gary (contributor); Potter, Simon M. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001752001

Recent changes in the US business cycle

Chauvet, Marcelle (contributor); … - 2001 - [Elektronische Ressource]

The U.S. business cycle expansion that started in March 1991 is the longest on record. This paper uses statistical techniques to examine whether this expansion is a onetime unique event or whether its length is a result of a change in the stability of the U.S. economy. Bayesian methods are used...

Persistent link: https://www.econbiz.de/10001591424

Estimating probabilities of default

Schuermann, Til (contributor); Hanson, Samuel G. (contributor) - 2004 - [Elektronische Ressource]

"We conduct a systematic comparison of confidence intervals around estimated probabilities of default (PD), using several analytical approaches from large-sample theory and bootstrapped small-sample confidence intervals. We do so for two different PD estimation methods--cohort and duration...

Persistent link: https://www.econbiz.de/10002521762

How valuable is exchange rate flexibility? : Optimal monetary policy under sectoral shocks

Tille, Cédric (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656406

Tracking the new economy : using growth theory to detect changes in trend productivity

Kahn, James A. (contributor); Rich, Robert W. (contributor) - 2003 - [Elektronische Ressource]

The acceleration of productivity since 1995 has prompted a debate over whether the economy's underlying growth rate … identify variables other than productivity - namely consumption and labor compensation - to help estimate trend productivity … direction. In addition, we find that productivity data alone provide insufficient evidence of regime changes; corroborating …

Persistent link: https://www.econbiz.de/10001751984

Productivity : what is it, and why do we care about it?

Steindel, Charles (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001589561

Information technology and the US productivity revival : what do the industry data say?

Stiroh, Kevin J. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001589618

What's driving the new economy : the benefits of workplace innovation

Black, Sandra E. (contributor); Lynch, Lisa M. (contributor) - 2001 - [Elektronische Ressource]. - Revised: October 2000

Persistent link: https://www.econbiz.de/10001589696

U.S. wage and price dynamics: a limited information approach

Sbordone, Argia M. - Federal Reserve Bank of New York - 2006

This paper analyzes the dynamics of prices and wages using a limited information approach to estimation. I estimate a two-equation model for the determination of prices and wages derived from an optimization-based dynamic model in which both goods and labor markets are monopolistically...

Persistent link: https://www.econbiz.de/10005420606