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Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications

Dueker, Michael (contributor); Sola, Martin (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001983084

International asset allocation under regime switching, skew and kurtosis preferences

Guidolin, Massimo (contributor); … - 2005

"This paper proposes a new tractable approach to solving asset allocation problems in situations with a large number of risky assets which pose problems for standard numerical approaches. Investor preferences are assumed to be defined over moments of the wealth distribution such as its skewness...

Persistent link: https://www.econbiz.de/10002977388

Forecasting output with information from business cycle turning points : a qualitative variable VAR

Dueker, Michael (contributor); … - 2001 - [Elektronische Ressource].

Persistent link: https://www.econbiz.de/10001965117

The use and abuse of "real-time" data in economic forecasting

Koenig, Evan F. (contributor); Dolmas, Sheila (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001965263

Input inefficiency in commercial banks : a normalized quadratic input distance approach

Marsh, Thomas L. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001986755

Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations

Wheelock, David C. (contributor); … - 2005

"This paper examines the technical efficiency of U.S. Federal reserve check processing offices over 1980-2003. We use … new unconditional quantile estimator of efficiency that avoids some drawbacks of other recently proposed estimators. The …