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Tests of policy ineffectiveness in macroeconometrics
Pesaran, M. Hashem; Smith, Ron - 2014
Persistent link: https://www.econbiz.de/10010408472
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Tests of policy ineffectiveness in macroeconometrics
Pesaran, M. Hashem; Smith, Ron - 2014
realisations of the outcome variable of interest and counterfactuals based on no policy intervention, using only the pre …
Persistent link: https://www.econbiz.de/10010375404
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Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem; Zaffaroni, Paolo - 2005
Persistent link: https://www.econbiz.de/10003224850
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Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing
Pesaran, M. Hashem; Smith, Ron P. - Rimini Centre for Economic Analysis (RCEA) - 2012
This paper is concerned with ex ante and ex post counterfactual analyses in the case of macroeconometric applications where a single unit is observed before and after a given policy intervention. It distinguishes between cases where the policy change affects the model’s parameters and where it...
Persistent link: https://www.econbiz.de/10010552629
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Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing
Pesaran, M. Hashem; Smith, Ron P. - Institute for the Study of Labor (IZA) - 2012
This paper is concerned with ex ante and ex post counterfactual analyses in the case of macroeconometric applications where a single unit is observed before and after a given policy intervention. It distinguishes between cases where the policy change affects the model's parameters and where it...
Persistent link: https://www.econbiz.de/10010552953
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Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing
Pesaran, M. Hashem; Smith, Ron P. - CESifo - 2012
This paper is concerned with ex ante and ex post counterfactual analyses in the case of macroeconometric applications where a single unit is observed before and after a given policy intervention. It distinguishes between cases where the policy change affects the model’s parameters and where it...
Persistent link: https://www.econbiz.de/10010556848
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Tests of Policy Ineffectiveness in Macroeconometrics
Pesaran, M. Hashem; Smith, Ron P. - CESifo - 2014
realisations of the outcome variable of interest and counterfactuals based on no policy intervention, using only the pre …
Persistent link: https://www.econbiz.de/10010877883
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Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing
Pesaran, M. Hashem; Smith, Ron P - Birkbeck, Department of Economics, Mathematics & Statistics - 2014
renewed interest in the question of how to measure the effectiveness of such policy interventions. To test policy …
Persistent link: https://www.econbiz.de/10010886268
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Tests of Policy Ineffectiveness in Macroeconometrics
Pesaran, M. Hashem; Smith, Ron P - Birkbeck, Department of Economics, Mathematics & Statistics - 2014
realisations of the outcome variable of interest and counterfactuals based on no policy intervention, using only the pre …
Persistent link: https://www.econbiz.de/10010886286
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Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing
Pesaran, M. Hashem; Smith, Ron P. - 2012
This paper is concerned with ex ante and ex post counterfactual analyses in the case of macroeconometric applications where a single unit is observed before and after a given policy intervention. It distinguishes between cases where the policy change affects the model's parameters and where it...
Persistent link: https://www.econbiz.de/10010287195