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Studies in Bayesian econometrics and statistics : in honor of Leonard J. Savage
Fienberg, Stephen E. (ed.); Savage, Leonard J. (honouree);  … - 1977
Persistent link: https://www.econbiz.de/10000098920
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Studies in Bayesian econometrics and statistics ; Vol. 1
Fienberg, Stephen E. (ed.); Savage, Leonard J. (honouree) - 1977
Persistent link: https://www.econbiz.de/10000098921
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Studies in Bayesian econometrics and statistics ; Vol. 2
Fienberg, Stephen E. (ed.); Savage, Leonard J. (honouree) - 1977
Persistent link: https://www.econbiz.de/10000098922
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Analysis of the Monetary Transmission Mechanism : Methodological Issues
McCallum, Bennett T. - 1999
This paper argues that, in studying the monetary policy transmission process, more emphasis should be given to the systematic portion of policy behavior and correspondingly less to random shocks basically because shocks account for a very small fraction of policy-instrument variability. Analysis...
Persistent link: https://www.econbiz.de/10012471390
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New Econometric Techniques for Macroeconomic Policy Evaluation
Taylor, John B. - 1984
This paper is an expository review of recently developed techniques that are designed to evaluate macroeconomic policy using econometric models ; The exposition focuses on dynamic stochastic models with rational expectations and with discrete time. The method of undetermined coefficients is used...
Persistent link: https://www.econbiz.de/10012477601
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Data Problems in Econometrics
Griliches, Zvi - 1984
This review of data problems in econometrics has been prepared for the Handbook of Econometrics (Vol. 3, Chap. 25 … VII) with some final remarks on the existential problem of econometrics: life with imperfect data and inadequate theories …
Persistent link: https://www.econbiz.de/10012477697
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Does Anticipated Aggregate Demand Policy Matter? Further Econometric results
Mishkin, Frederic S. - 1981
A heated debate has arisen over what Modigliani has dubbed the Macro Rational Expections (MRE) hypothesis. This hypothesis embodies two component hypotheses: 1) rational expectations and 2) short-run neutrality -- i.e., that anticipated changes in aggregate demand will have already been taken...
Persistent link: https://www.econbiz.de/10012478324
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Econometrics For Decision Making : Building Foundations Sketched By Haavelmo And Wald
Manski, Charles F. - 2019
initiated his own seminal development of statistical decision theory. Haavelmo favorably cited Wald, but econometrics …In the early 1940s, Haavelmo proposed a probabilistic structure for econometric modeling, aiming to make econometrics … subsequently did not embrace statistical decision theory. Instead, it focused on study of identification, estimation, and …
Persistent link: https://www.econbiz.de/10012480540
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An Instrumental Variable Approach to Dynamic Models
Berry, Steven T. - 2020
We present a new class of methods for identification and inference in dynamic models with serially correlated unobservables, which typically imply that state variables are econometrically endogenous. In the context of Industrial Organization, these state variables often reflect econometrically...
Persistent link: https://www.econbiz.de/10012481304
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Insider Econometrics : Empirical Studies of How Management Matters
Ichniowski, Casey - 2009
This research approach, which we term insider econometrics, addresses these questions by combining insights from …
Persistent link: https://www.econbiz.de/10012463034