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Dynamic panel modeling of climate change
Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28
, observational data computations, and Monte Carlo simulations to assess the use of various estimation methodologies, including … standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal … massive bias in system GMM estimation of the dynamic panel regression parameters, which arise from fixed effect heterogeneity …
Persistent link: https://www.econbiz.de/10012265695
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Dynamic panel modeling of climate change
Phillips, Peter C. B. - 2018
Persistent link: https://www.econbiz.de/10011948750
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Understanding the dynamics of the macroeconomic trilemma
Hosny, Amr; Kishor, N. Kundan; Bahmani-Oskooee, Mohsen - In: International review of applied economics 29 (2015) 1, pp. 32-64
Persistent link: https://www.econbiz.de/10010533062
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Monetary sterilization response to the movements in exchange rates and official net foreign assets : a case of China
Wu, Ying - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 821-838
Persistent link: https://www.econbiz.de/10013549109
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The interest-rate setting behavior of central banks
Gerlach, Petra - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001663350
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Modelling the effects of climate change on economic growth : a Bayesian Structural Global Vector Autoregressive approach
Ahmadi, Maryam; Casoli, Chiara; Manera, Matteo; … - 2022
The identification of the effects of climate shocks on economic growth is central to design effective policies aiming at managing the future global climate change challenge. In this study, we investigate the effects of temperature and precipitation shocks on economic growth across different...
Persistent link: https://www.econbiz.de/10014264956
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Policy choices and resilience to international monetary shocks
Han, Xuehui; Wei, Shang-jin - In: Global economic review 43 (2014) 4, pp. 319-337
Persistent link: https://www.econbiz.de/10010511625
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Taylor rule deviations and out-of-sample exchange rate predictability
Ince, Onur; Molodtsova, Tanya; Papell, David H. - 2015
Persistent link: https://www.econbiz.de/10010528961
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Taylor Rule Deviations and Out-of-Sample Exchange Rate Predictability
Ince, Onur - 2019
The Taylor rule has become the dominant model for academic evaluation of out-of-sample exchange rate predictability. Two versions of the Taylor rule model are the Taylor rule fundamentals model, where the variables that enter the Taylor rule are used to forecast exchange rate changes, and the...
Persistent link: https://www.econbiz.de/10012904307
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Monetary policy and the predictability of nominal exchange rates
Eichenbaum, M. S.; Johannsen, B. K.; Rebelo, S. T. - In: The review of economic studies : RES 88 (2021) 1, pp. 192-228
Persistent link: https://www.econbiz.de/10012434762