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Classification of monetary and fiscal dominance regimes using machine learning techniques

Hinterlang, Natascha; Hollmayr, Josef - 2020

This paper identifies U.S. monetary and fiscal dominance regimes using machine learning techniques. The algorithms are trained and verified by employing simulated data from Markov-switching DSGE models, before they classify regimes from 1968-2017 using actual U.S. data. All machine learning...

Persistent link: https://www.econbiz.de/10012292233

Classification of monetary and fiscal dominance regimes using machine learning techniques

Hinterlang, Natascha; Hollmayr, Josef - In: Journal of macroeconomics 74 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013472113

Classification of Monetary and Fiscal Dominance Regimes Using Machine Learning Techniques

Hinterlang, Natascha; Hollmayr, Josef - 2021

Persistent link: https://www.econbiz.de/10013315244

Classification of monetary and fiscal dominance regimes using machine learning techniques

Hinterlang, Natascha; Hollmayr, Josef - 2020

Persistent link: https://www.econbiz.de/10012292719

Classification of monetary and fiscal dominance regimes using machine learning techniques

Hinterlang, Natascha; Hollmayr, Josef - 2021

This paper identiftes U.S. monetary and ftscal dominance regimes using machine learning techniques. The algorithms are trained and verifted by employing simulated data from Markov-switching DSGE models, before they classify regimes from 1968-2017 using actual U.S. data. All machine learning...

Persistent link: https://www.econbiz.de/10012542217

Creating data from unstructured text with Context Rule Assisted Machine Learning (CRAML)

Meisenbacher, Stephen; Norlander, Peter - 2022

manner. CRAML produces document-level datasets for quantitative research and makes qualitative classification schemes … of proprietary data, and expert classification of any documents with any scheme. To demonstrate this process for building …

Persistent link: https://www.econbiz.de/10013470898

Machine Learning Classification Methods and Portfolio Allocation : An Examination of Market Efficiency

Bai, Yang - 2020

the classic empirical asset pricing problem as a machine learningclassification problem. We construct classification …

Persistent link: https://www.econbiz.de/10012826763

Hedge Fund Performance, Classification With Machine Learning, and Managerial Implications

Platanakis, Emmanouil; Stafylas, Dimitrios; Sutcliffe, … - 2023

picking, and performance persistence, among others. However, the hedge fund industry lacks a universal classification scheme … consistent with their performance. Second, it examines the potential impact of hedge fund classification on managerial decision … making. Our results suggest that for most reported strategies there is no alignment with fund performance. Classification …

Persistent link: https://www.econbiz.de/10014353598

Monetary consequences of fiscal stress in a game theoretic framework

Dat Thanh Nguyen; Viet Anh Duong Hoang - In: Journal of central banking theory and practice 9 (2020), pp. 125-164

This paper maps Leeper and Walker (2011) model into a game theory framework to study about the strategic aspects of monetary and fiscal interaction under a fiscal stress caused by an ageing population problem. The paper reveals that the outcomes of the game depend on the parameters of the...

Persistent link: https://www.econbiz.de/10012306688

Endogenous technology, scarring and fiscal policy

Schmöller, Michaela - 2022

This paper studies fiscal policy in a New Keynesian DSGE model with endogenous technology growth in which scarring can occur endogenously through hysteresis effects in TFP. Both demand- and supply-driven recessions can weaken investment in R&D and technology adoption, thus depressing the...

Persistent link: https://www.econbiz.de/10013463787

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