Narrow search
Showing 1 - 10 of 58,873
Cover Image
Causal effects of monetary shocks : semiparametric conditional independence tests with a multinominal propensity score
Angrist, Joshua D.; Kuersteiner, Guido M. - In: The review of economics and statistics 93 (2011) 3, pp. 725-747
Persistent link: https://www.econbiz.de/10009268729
Cover Image
Causal effects of monetary shocks : semiparametric conditional independence tests with a multinomial propensity score
Angrist, Joshua D. (contributor);  … - 2008
Macroeconomists have long been concerned with the causal effects of monetary policy. When the identification of causal effects is based on a selection-on-observables assumption, non-causality amounts to the conditional independence of outcomes and policy changes. This paper develops a...
Persistent link: https://www.econbiz.de/10003739948
Cover Image
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Cover Image
Causal Effects of Monetary Shocks : Semiparametric Conditional Independence Tests with a Multinomial Propensity Score
Angrist, Joshua D.; Kuersteiner, Guido M. - 2021
Macroeconomists have long been concerned with the causal effects of monetary policy. When the identification of causal effects is based on a selection-on-observables assumption, non-causality amounts to the conditional independence of outcomes and policy changes. This paper develops a...
Persistent link: https://www.econbiz.de/10013325071
Cover Image
Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet; Cakan, Esin; Gupta, Rangan - In: The North American journal of economics and finance : a … 41 (2017), pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
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
Testing for linear and non-linear causality in spot and future prices of national multi-commodity indices
Shah, Paresh - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 3, pp. 174-185
Persistent link: https://www.econbiz.de/10011543236
Cover Image
A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.; Panchenko, Valentyn - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
Cover Image
COVID-19 pandemic and Romanian stock market volatility : a GARCH approach
Gherghina, Ștefan Cristian; Armeanu, Daniel Ștefan; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-29
This paper investigates the volatility of daily returns on the Romanian stock market between January 2020 and April 2021. Volatility is analyzed by means of the representative index for Bucharest Stock Exchange (BSE), namely, the Bucharest Exchange Trading (BET) index, along with twelve...
Persistent link: https://www.econbiz.de/10012626337