Narrow search
Showing 1 - 10 of 6,866
Cover Image
Hidden Figures : Uncovering Quantities Behind Zeros with Econometrics
Basu, Anirban - National Bureau of Economic Research - 2023
Persistent link: https://www.econbiz.de/10014337864
Cover Image
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
Cover Image
Econometric Models of Limit-Order Executions
Lo, Andrew W. - 1997
This paper attempts to assess whether money can generate persistent economic" fluctuations in dynamic general equilibrium models of the business cycle. We show that a small" nominal friction in the goods market can make the response of output to monetary shocks large" and persistent if it is...
Persistent link: https://www.econbiz.de/10012472554
Cover Image
R&D Productivity : A Survey of Econometric Studies at the Firm Level
Mairesse, Jacques - 1991
This paper surveys econometric studies investigating the relationship between R&D and productivity at the firm level and assesses the results obtained so far and some of the problems encountered. The findings reviewed fall naturally into three major categories: based on the cross-sectional or...
Persistent link: https://www.econbiz.de/10012475350
Cover Image
Econometrics and the Design of Economic Reform
Bruno, Michael - 1988
The concept of Economic Reform is described as a planned shift from one, Pareto inefficient, but quasi-stable, equilibrium (or 'trap') to a new Pareto superior equilibrium which is, or is designed to become, stable too. The concept is applied to recent 'shock' stabilization programs, with...
Persistent link: https://www.econbiz.de/10012476343
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Quantifier Elimination for Deduction in Econometrics
Mulligan, Casey B. - 2018
When combined with the logical notion of partially interpreted functions, many nonparametric results in econometrics …
Persistent link: https://www.econbiz.de/10012453116
Cover Image
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