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The Economic Outlook and Long-Term Growth> New Jersey Economic Leadership Forum, New Jersey Bankers Association, January 11, 2013, Somerset, New Jersey
Persistent link: https://www.econbiz.de/10010604275
Presented by Charles I. Plosser, President and Chief Executive Officer, Federal Reserve Bank of Philadelphia 34th Annual Economic Seminar, sponsored by the Simon School of Business with JPMorgan Chase & Co. and the Rochester Business Alliance, January 15, 2013, Rochester, NY Note: President...
Persistent link: https://www.econbiz.de/10010604276
Presented by Charles I. Plosser, President and Chief Executive Officer, Federal Reserve Bank of Philadelphia 34th Annual Economic Seminar, sponsored by the Simon School of Business with JPMorgan Chase & Co. and the Rochester Business Alliance, January 15, 2013, Rochester, NY Note: President...
Persistent link: https://www.econbiz.de/10010727140
-term potential estimates have risks on both sides: productivity gains and investment could be volatile, but determined reforms could … sustain strong productivity growth. …
Persistent link: https://www.econbiz.de/10005826268
We start from the assertion that a useful monetary policy design should be founded on more realistic assumptions about what policymakers can know at the time when policy decisions have to be made. Since the Taylor rule - if used as an operational device - implies a forward looking behaviour, we...
Persistent link: https://www.econbiz.de/10010295657
This study presents an extension of the Gaussian process regression model for multiple-input multiple-output forecasting. This approach allows modelling the cross-dependencies between a given set of input variables and generating a vectorial prediction. Making use of the existing correlations in...
Persistent link: https://www.econbiz.de/10011650323
In this paper, we document the forecasting performance of estimated basic dynamic stochastic general equilibrium (DSGE) models and compare this to extended versions which consider alternative expectation formation assumptions and financial frictions. We also show how standard model features,...
Persistent link: https://www.econbiz.de/10011902056
A structural break is viewed as a permanent change in the parameter vector of a model. Using taxonomies of all sources of forecast errors for both conditional mean and conditional variance processes, we consider the impacts of breaks and their relevance in forecasting models: (a) where the...
Persistent link: https://www.econbiz.de/10009441390
The goal of this thesis is twofold: it aims, firstly, at a description of cycles in SouthAfrican financial variables and, secondly, at the evaluation of the relationshipbetween cycles in financial variables and the South African business cycle. The studyis based on the original business cycle...
Persistent link: https://www.econbiz.de/10009442149
This study attempts to determine the degree to which the state of the macroeconomy can be used to create a mutual fund investment strategy that consistently outperforms the S&P 500. By quantifying how systematic economic factors affect the relative performance of different fund strategies...
Persistent link: https://www.econbiz.de/10009474981