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Oracle properties and finite sample inference of the adaptive lasso for time series regression models

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Estimating optimal inflation rate in Saudi Arabia : using dynamic threshold regression model

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The Japanese Taylor rule estimated using censored quantile regressions

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Can inflation be claimed as a monetary phenomenon? : the Malaysian experience

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Estimating Taylor-Type Rules : An Unbalanced Regression?

Siklos, Pierre L.; Wohar, Mark E. - 2004

Relying on Clive Granger's many and varied contributions to econometric analysis, this paper considers some of the key econometric considerations involved in estimating Taylor type rules for US data. We focus on the roles of unit roots, cointegration, structural breaks, and non-linearities to...

Persistent link: https://www.econbiz.de/10014068494