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Locally robust semiparametric estimation

Chernozhukov, Victor; Escanciano, Juan Carlos; … - 2018

bias and so are important when the first step is machine learning. We derive LR moment conditions for dynamic discrete …

Persistent link: https://www.econbiz.de/10011824067

Locally robust semiparametric estimation

Chernozhukov, Victor; Escanciano, Juan Carlos; … - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 4, pp. 1501-1535

Persistent link: https://www.econbiz.de/10013382392

Creating Composite Indicators with DEA and Robustness Analysis : The Case of the Technology Achievement Index

Cherchye, L.; Moesen, Wim; Rogge, N.; Van Puyenbroeck, Tom - 2006

Composite indicators are regularly used for benchmarking countries' performance, but equally often stir controversies about the unavoidable subjectivity that is connected with their construction. Data Envelopment Analysis helps to overcome some key limitations, viz., the undesirable dependence...

Persistent link: https://www.econbiz.de/10014059404

Essays on inflation forecast-based rules, robust policies and sovereign debt

Rodriguez, Arnulfo - 2004

Persistent link: https://www.econbiz.de/10003550199

Improving forecasting performance by window and model averaging

Bhattacharya, Prasad S.; Thomakos, Dimitrios D. - 2011

minimizes the pitfalls associated with potential structural breaks. Exchange rate forecasting, inflation forecasting, output …

Persistent link: https://www.econbiz.de/10009011332

Monetary policy in an uncertain world : probability models and the design of robust monetary rules

Levine, Paul - In: Indian growth and development review 5 (2012) 1, pp. 70-88

Persistent link: https://www.econbiz.de/10009551646

Robust monetary policy under model uncertainty and inflation persistence

Qin, Li; Sidiropoulos, Moïse; Spyromitros, Eleftherios - In: Economic modelling 30 (2013), pp. 721-728

Persistent link: https://www.econbiz.de/10009708816

Portfolio management with stochastic interest rates and inflation ambiguity

Munk, Claus; Rubtsov, Alexey - In: Annals of finance 10 (2014) 3, pp. 419-455

Persistent link: https://www.econbiz.de/10010399796

Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper

Hanck, Christoph; Czudaj, Robert - 2013

developed here to test for unit roots in OECD panels of gross domestic products and inflation rates, yielding inference robust … to the `Great Moderation.' We find little evidence of trend stationarity, and mixed evidence regarding inflation …

Persistent link: https://www.econbiz.de/10010343777

Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models

Chudik, Alexander - 2013

This paper investigates the long-run effects of public debt and inflation on economic growth. Our contribution is both … over the 1965-2010 period, we find significant negative long-run effects of public debt and inflation on growth. Our …

Persistent link: https://www.econbiz.de/10013071384