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A GARCH approach to model short-term interest rates : evidence from Spanish economy

Sánchez García, Javier; Cruz Rambaud, Salvador - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1621-1632

Persistent link: https://www.econbiz.de/10013184367

Essays in macroeconomics and macroeconometrics

Meier, Matthias - 2017

Persistent link: https://www.econbiz.de/10012795048

Karl Brunner's philosophy of science : macroeconomics through the lens of logical empiricism

Hoover, Kevin D. - 2018

econometrics, microfoundations, and the New Classical macroeconomics. …

Persistent link: https://www.econbiz.de/10011903527

Implications of partial information for econometric modeling of macroeconomic systems

Pagan, Adrian R.; Robinson, Tim - 2019

Persistent link: https://www.econbiz.de/10012223978

A tale of a tool: the impact of Sims's Vector autoregressions on macroeconometrics

Salazar, Boris; Otero, Daniel - In: History of political economy 51 (2019) 3, pp. 557-578

Persistent link: https://www.econbiz.de/10012284677

Is neo-Walrasian macroeconom(etr)ics a dead end? : an assessment of recent criticisms of DSGE models

Marchionatti, Roberto; Sella, Lisa - In: Journal of post-Keynesian economics : JPKE 40 (2017) 4, pp. 441-469

Persistent link: https://www.econbiz.de/10011980965

The macro-economy and non-performing loans in Ghana : a BVAR approach

Asafo, Shuffield, Seyram - In: International journal of business and economic sciences … 11 (2018) 3, pp. 65-72

Purpose: The purpose of the paper was to estimate the interdependence between selected macroeconomic variables and non-performing loans in Ghana using a Bayesian Vector autoregressive approach. Design/methodology/approach: This paper used annual series from 2008-2017 which was interpolated into...

Persistent link: https://www.econbiz.de/10012023559

Measurement error : consequences, applications and solutions

Binner, Jane M. (ed.); Edgerton, David L. (ed.); … - 2009

The conference, 'Measurement Error: Econometrics and Practice' was recently hosted by Aston University and organised … is designed to draw attention to the enormous problem in econometrics of measurement error in data provided by the worlds …, 'Measurement Error: Econometrics and Practice' was recently hosted by Aston University and organised jointly by researchers from …

Persistent link: https://www.econbiz.de/10011905316

Keynes' analytical system as an econometric tool : examining macroeconomic trends in the U.S. from 1950s to 1980s

Fonseca, Manuel A. da - In: Theoretical economics letters 8 (2018) 10, pp. 1721-1739

Persistent link: https://www.econbiz.de/10011888833

VAR models in macroeconomics : new developments and applications : essays in honor of Christopher A. Sims

Sims, Christopher A. (honouree); Fomby, Thomas B. (ed.); … - 2014 - 1. ed.

Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of...

Persistent link: https://www.econbiz.de/10012050448