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Predicting Inflation : Does The Quantity Theory Help?
Bachmeier, Lance J.; Swanson, Norman R. - 2003
are also reported on. The first shows that cointegration vector parameter estimation error is crucial when using VEC … alternative models, due to parameter estimation error, indicating that caution needs to be exercised when interpreting the results …
Persistent link: https://www.econbiz.de/10010263217
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Commodity prices : how important are real and nominal shocks?
Bloch, Harry; Fraser, Patricia; McDonald, Garry A. - In: Applied economics 44 (2012) 16/18, pp. 2347-2357
Persistent link: https://www.econbiz.de/10009572733
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An investigation into the interdependence of global water indices : a VAR analysis
Reza, Rajibur; Tularam, Gurudeo Anand; Li, Bin - In: Applied economics 49 (2017) 8, pp. 769-796
Persistent link: https://www.econbiz.de/10011810888
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The dynamic striated Metropolis-Hastings sampler for high-dimensional models
Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao - 2014
Having efficient and accurate samplers for simulating the posterior distribution is crucial for Bayesian analysis. We develop a generic posterior simulator called the "dynamic striated Metropolis-Hastings (DSMH)" sampler. Grounded in the Metropolis-Hastings algorithm, it draws its strengths from...
Persistent link: https://www.econbiz.de/10011310190
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Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?
Mertens, Elmar - 2008
No, not really. Responding to lingering concerns about the reliability of SVARs, Christiano et al (NBER Macro Annual, 2006, "CEV") propose to combine OLS estimates of a VAR with a spectral estimate of long-run variance. In principle, this could help alleviate specification problems of SVARs in...
Persistent link: https://www.econbiz.de/10011430075
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Exploring the dynamics of the shadow economy across US states
Berdiev, Aziz N.; Pasquesi-Hill, Cullen; Saunoris, James W. - In: Applied economics 47 (2015) 55/57, pp. 6136-6147
Persistent link: https://www.econbiz.de/10011381258
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Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze; Lee, Chien-chiang - In: Applied economics 52 (2020) 35, pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981
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The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables : evidence from the G-20 countries
Pradhan, Rudra Prakash; Arvin, B. Mak; Ghoshray, Atanu - In: International review of financial analysis 39 (2015), pp. 84-95
Persistent link: https://www.econbiz.de/10011573079
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Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Yunus, Nafeesa - In: Applied economics 50 (2018) 36, pp. 3899-3922
Persistent link: https://www.econbiz.de/10012060163