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The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe; Ligato, Simone; Mulas, Martina - In: International journal of financial engineering 4 (2017) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
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Bandwidth selection and the estimation of treatment effects with unbalanced data
Galdo, Jose (contributor); Smith, Jeffrey A. (contributor);  … - 2007
using matching methods. Because precise estimation of the expected counterfactual is particularly important in regions …
Persistent link: https://www.econbiz.de/10003561663
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Identifying key elasticities in a CGE model : a Monte Carlo approach
Belgodere, Antoine; Vellutini, Charles - In: Applied economics letters 18 (2011) 16/18, pp. 1619-1622
Persistent link: https://www.econbiz.de/10009383411
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Bandwidth selection and the estimation of treatment effects with unbalanced data
Galdo, Jose C.; Smith, Jeffrey A.; Black, Dan A. - In: Annales d'économie et de statistique 91/92 (2008), pp. 189-216
Persistent link: https://www.econbiz.de/10009124917
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Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data
Galdo, José; Smith, Jeffrey A.; Black, Dan - 2021
using matching methods. Because precise estimation of the expected counterfactual is particularly important in regions …
Persistent link: https://www.econbiz.de/10013316785
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Monitoring multicountry macroeconomic risk
Korobilis, Dimitris; Schröder, Maximilian - 2023
inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for …
Persistent link: https://www.econbiz.de/10014314068
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Monitoring multicountry macroeconomic risk
Korobilis, Dimitris; Schröder, Maximilian - 2023
Persistent link: https://www.econbiz.de/10014285859
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Monitoring multicountry macroeconomic risk
Korobilis, Dimitris; Schröder, Maximilian - 2023
Persistent link: https://www.econbiz.de/10014431618
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Sign restrictions and statistical identification under volatility breaks : simulation based evidence and an empirical application to monetary policy analysis ; conference paper
Herwartz, Helmut; Plödt, Martin - 2014
Apart from a priori assumptions on instantaneous or long run effects of structural shocks, sign restrictions have become a prominent means for structural vector autoregressive (SVAR) analysis. Moreover, second order heterogeneity of systems of times series can be fruitfully exploited for...
Persistent link: https://www.econbiz.de/10010482469
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Macroeconomic models and the yield curve : an assessment of the fit
Chadha, Jagjit (contributor); Holly, Sean (contributor) - 2006
Persistent link: https://www.econbiz.de/10003328212