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Copulas and macroeconomics : the quantity theory of money
Weber, Ernst Juerg - 2019
Persistent link: https://www.econbiz.de/10012207591
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Discount policy and bank liquidity implications for the Modigliani-Miller and quantity theories
Grimes, Arthur L. - 1992
Persistent link: https://www.econbiz.de/10000913072
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(When) does money growth help to predict Euro-area inflation at low frequencies?
Schreiber, Sven - 2013 - this version: June 2013
revisit claims in the literature that money growth is Granger-causal for inflation at low frequencies. Applying frequency …-specific tests in a comprehensive system setup for euro-area data we consider various theoretical predictors of inflation. A general … Granger-causal for low-frequency inflation movements, and all variables affect money growth. We therefore interpret opposite …
Persistent link: https://www.econbiz.de/10009774367
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Static versus dynamic measures of aggregate concentration : the case of Fortunes's 500
Deutsch, Joseph; Silber, Jacques - 1993
Persistent link: https://www.econbiz.de/10000883902
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Forecasting, causality and cointegration analysis using vector autoregressions
Charemza, Wojciech; Deadman, Derek F. - 1991
Persistent link: https://www.econbiz.de/10000886903
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Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.; Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168401
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The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.; Giles, David E. A.; Ohtani, Kazuhiro - 1996
Persistent link: https://www.econbiz.de/10000168487
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On the existence of the maximum likelihood estimates for poisson regression
Silva, João Santos (contributor);  … - 2009
We note that the existence of the maximum likelihood estimates for Poisson regression depends on the data configuration. Because standard software does not check for this problem, the practitioner may be surprised to find that in some applications estimation of the Poisson regression is...
Persistent link: https://www.econbiz.de/10003868485
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Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator
Silva, João Santos (contributor);  … - 2009
We extend the simulation results given in Santos-Silva and Tenreyro (2006, "The Log of Gravity", The Review of Economics and Statistics, 88, pp.641-658) by considering data generated as a finite mixture of gamma variates. Data generated in this way can naturally have a large proportion of zeros...
Persistent link: https://www.econbiz.de/10003868490
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198