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Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
Persistent link: https://www.econbiz.de/10003641659
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Identification of New Keynesian Phillips Curves from a global perspective
Dées, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
New Keynesian Phillips Curves (NKPC) have been extensively used in the analysis of monetary policy, but yet there are a number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first is whether such equations are identified. To check...
Persistent link: https://www.econbiz.de/10003652695
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Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
New Keynesian Phillips Curves (NKPC) have been extensively used in the analysis of monetary policy, but yet there are a number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first is whether such equations are identified. To check...
Persistent link: https://www.econbiz.de/10003778781
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Identification of New Keynesian Phillips curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - In: Journal of money, credit and banking : JMCB 41 (2009) 7, pp. 1481-1502
Persistent link: https://www.econbiz.de/10003887194
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Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
Persistent link: https://www.econbiz.de/10003604405
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Identification of New Keynesian Phillips Curves from a Global Perspective
Dees, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2021
New Keynesian Phillips Curves (NKPC) have been extensively used in the analysis of monetary policy, but yet there are a number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first is whether such equations are identified. To check...
Persistent link: https://www.econbiz.de/10013316577
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Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario; Pesaran, M. Hashem - In: Journal of applied econometrics 38 (2023) 3, pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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Identification of New Keynesian Phillips Curves from a Global Perspective
Dees, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2021
New Keynesian Phillips Curves (NKPC) have been extensively used in the analysis of monetary policy, but yet there are a number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first is whether such equations are identified. To check...
Persistent link: https://www.econbiz.de/10013325166
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R. (contributor);  … - 2007
-run restrictions than are needed because of a failure to fully utilize the cointegration information. …
Persistent link: https://www.econbiz.de/10003536155
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000
derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that … hypothesis and cointegration tests based on it perform well in small sample; this is in marked contrast to the small sample …
Persistent link: https://www.econbiz.de/10009786715