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The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of international money and finance 108 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012403813

A suggestion for constructing a large time-varying conditional covariance matrix

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Economics letters 156 (2017), pp. 110-113

Persistent link: https://www.econbiz.de/10011822383

The macroeconomic and fiscal implications of inflation forecast errors

Ntellas, Charēs; Gibson, Heather D.; Hall, Stephen G.; … - In: Journal of economic dynamics & control 93 (2018), pp. 203-217

Persistent link: https://www.econbiz.de/10011974499

Financial structure and economic development : evidence on the view of "new structuralism"

Demir, Ayse U.; Hall, Stephen G. - In: International review of financial analysis 52 (2017), pp. 252-259

Persistent link: https://www.econbiz.de/10011868750

Time-varying coefficient models : a proposal for selecting the coefficient driver sets

Hall, Stephen G.; Swamy, Paravastu A. V. B.; Tavlas, … - In: Macroeconomic dynamics 21 (2017) 5, pp. 1158-1174

Persistent link: https://www.econbiz.de/10011805452

On the interpretation of instrumental variables in the presence of specification errors : a causal comment

Raunig, Burkhard - In: Econometrics : open access journal 5 (2017) 3, pp. 1-6

Swamy et al. (2015) argue that valid instruments cannot exist when a structural model is misspecified. This note shows that this is not true in general. In simple examples valid instruments can exist and can help to estimate parameters of interest.

Persistent link: https://www.econbiz.de/10011711090

Removing specification errors from the usual formulation of binary choice models

Swamy, Paravastu A. V. B.; Chang, I-Lok; Mehta, Jatinder S. - 2016

Persistent link: https://www.econbiz.de/10011473592

ESG complementarities in the US economy

Duygun, Meryem; Hall, Stephen G.; Kenjegalieva, Aliya; … - In: The European journal of finance 30 (2024) 7, pp. 753-771

Persistent link: https://www.econbiz.de/10014547994

Forecasting in turbulent times

Giannellis, Nikolaos; Hall, Stephen G.; Kouretas, … - In: Journal of forecasting 43 (2024) 4, pp. 819-826

Persistent link: https://www.econbiz.de/10014554031

Inflation forecasting with rolling windows : an appraisal

Hall, Stephen G.; Tavlas, George S.; Wang, Yongli; … - In: Journal of forecasting 43 (2024) 4, pp. 827-851

Persistent link: https://www.econbiz.de/10014554042