Narrow search
Showing 1 - 10 of 72
Cover Image
Time-scale transformations of discrete time processes
Jordà, Òscar (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751321
Cover Image
Estimation and inference by the method of projection minimum distance
Jordà, Òscar (contributor) - 2007
A covariance-stationary vector of variables has a Wold representation whose coefficients can be semiparametrically estimated by local projections (Jordà, 2005). Substituting the Wold representations for variables in model expressions generates restrictions that can be used by the method of...
Persistent link: https://www.econbiz.de/10003728037
Cover Image
Estimation and inference by the method of projection minimum distance
Jordà, Òscar (contributor); Kozicki, Sharon (contributor) - 2007
A covariance-stationary vector of variables has a Wold representation whose coefficients can be semi-parametrically estimated by local projections (Jordà, 2005). Substituting the Wold representations for variables in model expressions generates restrictions that can be used by the method of...
Persistent link: https://www.econbiz.de/10003596975
Cover Image
Estimation and inference by the method of projection minimum distance : an application to the new Keynesian hybrid Phillips curve
Jordà, Òscar; Kozicki, Sharon - In: International economic review 52 (2011) 2, pp. 461-487
Persistent link: https://www.econbiz.de/10009242374
Cover Image
Semiparametric estimates of monetary policy effects : string theory revisited
Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - 2013
Persistent link: https://www.econbiz.de/10009791691
Cover Image
Semiparametric estimates for monetary policy effects : string theory revisited
Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - 2013
Persistent link: https://www.econbiz.de/10010126659
Cover Image
Semiparametric Estimates of Monetary Policy Effects : String Theory Revisited
Angrist, Joshua D. - 2013
We develop a flexible semiparametric time series estimator that is then used to assess the causal effect of monetary …
Persistent link: https://www.econbiz.de/10013076979
Cover Image
Semiparametric estimates of monetary policy effects : string theory revisited
Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 371-387
Persistent link: https://www.econbiz.de/10012249147
Cover Image
Semiparametric Estimates of Monetary Policy Effects : String Theory Revisited
Angrist, Joshua D. - 2013
We develop a flexible semiparametric time series estimator that is then used to assess the causal effect of monetary …
Persistent link: https://www.econbiz.de/10012459297
Cover Image
When credit bites back : leverage, business cycles, and crises
Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2011
Persistent link: https://www.econbiz.de/10009426755