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Undergraduate econometrics instruction : through our classes, darkly
Angrist, Joshua D.; Pischke, Jörn-Steffen - 2017
like wages or GDP growth. Applied econometrics has since evolved to prioritize the estimation of specific causal effects …
Persistent link: https://www.econbiz.de/10011607621
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Business cycle effects of credit shocks in a DSGE model with firm defaults
Pesaran, M. Hashem; Xu, TengTeng - 2013
This paper proposes a theoretical framework to analyze the relationship between credit shocks, firm defaults and volatility, and to study the impact of credit shocks on business cycle dynamics. Firms are identical ex ante but differ ex post due to different realizations of firm-specific...
Persistent link: https://www.econbiz.de/10010319682
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Business cycle effects of credit shocks in a DSGE model with firm defaults
Pesaran, M. Hashem; Xu, TengTeng - 2013
This paper proposes a theoretical framework to analyze the relationship between credit shocks, firm defaults and volatility, and to study the impact of credit shocks on business cycle dynamics. Firms are identical ex ante but differ ex post due to different realizations of firm-specific...
Persistent link: https://www.econbiz.de/10009751689
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Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults
Pesaran, M. Hashem; Xu, TengTeng - Bank of Canada - 2013
This paper proposes a theoretical framework to analyze the relationship between credit shocks, firm defaults and volatility, and to study the impact of credit shocks on business cycle dynamics. Firms are identical ex ante but differ ex post due to different realizations of firm-specific...
Persistent link: https://www.econbiz.de/10010849962
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Undergraduate Econometrics Instruction: Through Our Classes, Darkly
Angrist, Joshua; Pischke, Jörn-Steffen - 2017
like wages or GDP growth. Applied econometrics has since evolved to prioritize the estimation of specific causal effects …
Persistent link: https://www.econbiz.de/10011653263
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Handbook of applied econometrics
Pesaran, M. Hashem (contributor) - 1995
Persistent link: https://www.econbiz.de/10000532482
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Mostly harmless econometrics : an empiricist's companion
Angrist, Joshua D.; Pischke, Jörn-Steffen - 2009
Persistent link: https://www.econbiz.de/10003728713
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Problems and methods of econometrics : the Poincaré lectures of Ragnar Frisch, 1933
Frisch, Ragnar - 2009
Persistent link: https://www.econbiz.de/10003767202
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Heterogeneity and cross section dependence in panel data models : theory and applications ; introduction
Baltagi, Badi H.; Pesaran, M. Hashem - In: Journal of applied econometrics 22 (2007) 2, pp. 229-232
Persistent link: https://www.econbiz.de/10003455442
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Ragnar Frisch's conception of econometrics
Bjerkholt, Olav; Kieffer-Dupont, Ariane - In: History of political economy 42 (2010) 1, pp. 21-73
Persistent link: https://www.econbiz.de/10008663506