Narrow search
Showing 1 - 10 of 21,775
Cover Image
Tracking a central banker's preference : a nonparametric regression approach
Park, Cheolbeom; Park, Sookyung - In: Bulletin of economic research 74 (2022) 1, pp. 291-307
Persistent link: https://www.econbiz.de/10012819455
Cover Image
Reading a central banker's preference : a non parametric regression approach
Park, Cheolbeom; Park, Sookyung - 2020
Persistent link: https://www.econbiz.de/10014335317
Cover Image
The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
Cover Image
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu; Liu, Xiyuan - 2021
Persistent link: https://www.econbiz.de/10012602647
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
Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework
Papadamou, Stephanos; Sidiropoulos, Moïse; Tzeremes, … - In: Credit and capital markets : Kredit und Kapital 50 (2017) 1, pp. 63-83
Persistent link: https://www.econbiz.de/10011944024
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
Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Audrino, Francesco; Camponovo, Lorenzo - 2013
Persistent link: https://www.econbiz.de/10010245672
Cover Image
Estimating optimal inflation rate in Saudi Arabia : using dynamic threshold regression model
Alsabban, Soleman; Alnuwaiser, Sarah N. - Mu'assasat an-Naqd al-ʿArabī as-Suʿūdī - 2021
Persistent link: https://www.econbiz.de/10012813537
Cover Image
The Japanese Taylor rule estimated using censored quantile regressions
Chen, Jau-er; Kashiwagi, Masanori - In: Empirical economics : a journal of the Institute for … 52 (2017) 1, pp. 357-371
Persistent link: https://www.econbiz.de/10011632275