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Long-run links among money, prices, and output : world-wide evidence

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

analyse this topic by means of a P-star model. Based on the quantity theory of money, this approach explains inflation via a …. Moreover, parameter restrictions for the long-run relationships implied by the monetary theory are tested. Country specific P … Preisniveau und dem realen Output testet. Weiterhin werden die Parameterrestriktionen, die sich durch die monet¨are Theorie …

Persistent link: https://www.econbiz.de/10011419407

Growth volatility and inequality in the U.S. : a wavelet analysis

Chang, Shinhye; Gupta, Rangan; Miller, Stephen M.; … - 2018

Persistent link: https://www.econbiz.de/10011881494

Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model

Gupta, Rangan; Jurgilas, Marius; Kabundi, Alain; … - 2009

Persistent link: https://www.econbiz.de/10003867074

Financial market liberalization, monetary policy, and housing price dynamics

Gupta, Rangan; Miller, Stephen M.; Wyk, Dylan van - 2010

Persistent link: https://www.econbiz.de/10003949828

Estimating probabilities of default with support vector machines

Härdle, Wolfgang (contributor); … - 2007

This paper proposes a rating methodology that is based on a non-linear classification method, the support vector machine, and a non-parametric technique for mapping rating scores into probabilities of default. We give an introduction to underlying statistical models and represent the results of...