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Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy

Knetsch, Thomas A. - 2005

The paper presents empirical work on short-run and long-run comovement between the German, French and Italian aggregates of private consumption, business investment, exports, imports, GDP, and changes in inventories. In country-specific data sets, cointegration analyses are carried out both to...

Persistent link: https://www.econbiz.de/10010295784

The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - 2011

datain that period. To calculate asymptotically valid confidence intervals we usethe delta method and two bootstrap variants …

Persistent link: https://www.econbiz.de/10010460507

The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - 2011 - this version: February 2011

datain that period. To calculate asymptotically valid confidence intervals we use the delta method and two bootstrap variants … Bootstrap-Varianten. Zur Illustration analysieren wir die Unsicherheit der geschätzten Produktionslücken in den USA, in einem …

Persistent link: https://www.econbiz.de/10009530402

The estimation uncertainty of permanent-transitory decompositions in co-integrated systems : conference paper

Schreiber, Sven - 2014 - This version: February 2014

data in that period. To calculate asymptotically valid confidence intervals we use the delta method and two bootstrap …

Persistent link: https://www.econbiz.de/10010489880

Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach

Miller, Stephen M.; Balcilar, Mehmet; DAS, SONALI; … - Department of Economics, University of Connecticut - 2013

.S., using the bootstrap Granger (temporal) non-causality test and a fixed-size rolling-window estimation approach. We use … full-sample bootstrap non-Granger causality test result suggests the existence of a unidirectional causality running from … cannot rely on the full-sample causality tests and, hence, this warrants a time-varying (bootstrap) rolling-window approach …

Persistent link: https://www.econbiz.de/10010888378

Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy

Knetsch, Thomas A. - Deutsche Bundesbank - 2005

Persistent link: https://www.econbiz.de/10005083307

Housing and the Business Cycle in South Africa

Aye, Goodness C.; Balcilar, Mehmet; Bosch, Adel; Gupta, … - Department of Economics, Faculty of Economic and … - 2013

full sample bootstrap Granger causality tests, we find a uni-directional causality from output to number of building plans …-sample Granger causality inference may be invalid. Hence, we use a bootstrap rolling window estimation to evaluate Granger causality …

Persistent link: https://www.econbiz.de/10010748379

Hysteresis in Unemployment: Evidence from OECD Countries

Huang, Shu-Ching - In: Journal of Economics and Management 7 (2011) 1, pp. 135-158

The natural rate of unemployment is the equilibrium unemployment rate. If the actual unemployment rate does not fluctuate around some "natural" rate, it is implied that the unemployment rate may follow a non-stationary process. Existing studies using the conventional ADF unit-root test generally...

Persistent link: https://www.econbiz.de/10008788746

The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - Institut für Makroökonomie und Konjunkturforschung … - 2011

datain that period. To calculate asymptotically valid confidence intervals we usethe delta method and two bootstrap variants …

Persistent link: https://www.econbiz.de/10008866065

Housing and the business cycle in South Africa

Aye, Goodness C.; Balcilar, Mehmet; Bosch, Adél; … - In: Journal of Policy Modeling 36 (2014) 3, pp. 471-491

Persistent link: https://www.econbiz.de/10010785249