Similar Search Results

Testing the hysteresis effect in the US state-level unemployment series

Omay, Tolga; Ozcan, Burcu; Shahbaz, Muhammed - In: Journal of applied economics 23 (2020) 1, pp. 329-348

structural break, nonlinearity, asymmetry, and cross-sectional correlation within panel-data estimation including the use of a …

Persistent link: https://www.econbiz.de/10012257115

Does the nominal exchange rate regime affect the real interest parity condition?

Dreger, Christian - 2010 - Postprint

The real interest parity (RIP) condition combines two cornerstones in international finance, uncovered interest parity (UIP) and ex ante purchasing power parity (PPP). The extent of deviation from RIP is therefore an indicator of the lack of product and financial market integration. This paper...

Persistent link: https://www.econbiz.de/10011518866

Is unemployment on steroids in advanced economies?

Di Bella, Gabriel; Grigoli, Francesco; Ramirez, Francisco - 2018

unemployment, several European economies display highly persistent unemployment dynamics. The theory of hysteresis challenges this … strong empirical evidence of unemployment hysteresis in advanced economies since the 1990s. Relying on an identification …

Persistent link: https://www.econbiz.de/10012130633

Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models

Veredas, David - 2013

We introduce an approximate dynamic factor model for modeling and forecasting large panels of realized volatilities. Since the model is estimated by means of principal components and low dimensional maximum likelihood, it does not suffer from the curse of dimensionality. We apply the model to a...

Persistent link: https://www.econbiz.de/10013092430

Fixed-b Estimation and Inference in Heterogenous Dynamic Cointegrated Panels

Sender, Samuel J. - 2017

We study semi-parametric estimation and inference in cointegrated panels with endogenous feedback, allowing for general … Phillips and Hansen (1990) that use a spectral [non-parametric] estimation of the residual asymptotic covariance matrix to …

Persistent link: https://www.econbiz.de/10012970628

Estimating the Production Function for the Brazilian Industrial Sector : A Bayesian Panel VAR Approach

Lima Filho, Roberto - 2014

The scope of this paper is to estimate the production function for the Brazilian industrial sector from a longitudinal panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics – PIA/IBGE – and the Ministry of Labour and Employment's...

Persistent link: https://www.econbiz.de/10013059629

Joint modelling and estimation of global and local cross-sectional dependence in large panels

Koopman, Siem Jan; Schaumburg, Julia; Wiersma, Quint - 2021

-sectional dependence, which may arise from local network structures. Model selection, filtering of the dynamic factors, and estimation are …

Persistent link: https://www.econbiz.de/10012421000

Diversification with Idiosyncratic Credit Spreads : A Pooled Estimation on Heterogeneous Panels

LIn, William T.; Sun, David S. - 2010

pooled estimation we conducted proves to be superior in working with individual corporate bond data panels and helps related …

Persistent link: https://www.econbiz.de/10014198732

Estimating the production function for the Brazilian industrial sector : a Bayesian panel VAR approach

Lima Filho, Roberto Ivo da Rocha - In: Cogent business & management 9 (2022) 1, pp. 1-16

The scope of this paper is to estimate the production function for the Brazilian industrial sector from a longitudinal panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics-PIA/IBGE-and the Ministry of Labour and Employment's Annual...

Persistent link: https://www.econbiz.de/10014420394

Micro responses to macro shocks

Almuzara, Martín; Sancibrián, Victor - 2024

We study estimation and inference in panel data regression models when the regressors of interest are macro shocks …

Persistent link: https://www.econbiz.de/10014501208

1
2
3
4
5
6
7
8
9
10
Next
Last