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Estimating the immediate impact of monetary policy shocks on the exchange rate and other asset prices in Hungary

Rezessy, András - Magyar Nemzeti Bank (MNB) - 2005

. The endogeneity problem is treated with the method of identification through heteroskedasticity as described by Rigobon …

Persistent link: https://www.econbiz.de/10005562382

Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework

Vonnák, Balázs - Magyar Nemzeti Bank (MNB) - 2005

Hungarian data. I compare two identification approaches. One of them involves the ‘sign restrictions on impulse responses … history. My argument is that in certain cases, especially in the case of the Hungarian economy, the latter identification … identification approaches produced very similar results, imposing restrictions on history may help to dampen counterintuitive …

Persistent link: https://www.econbiz.de/10005562408

Ein besserer Zugang zu Finanzdienstleistungen ist ein Stimulus für die gesamte Wirtschaft: Acht Fragen an Nicola Jentzsch

In: DIW Wochenbericht 76 (2009) 12, pp. 179-179

Persistent link: https://www.econbiz.de/10005566142

Nonparametric Analysis of Randomized Experiments With Missing Covariate and Outcome Data

Horowitz, Joel; Manski, Charles - Department of Economics, Tippie College of Business - 1997

Analysis of randomized experiments with missing covariate and outcome data is problematic because the population parameters of interest are not identified unless one makes untestable assumptions about the distribution of the missing data. This paper shows how population parameters can be bounded...

Persistent link: https://www.econbiz.de/10005566239

On the Identification of Frisch Labor Supplies

Donni, Olivier - Institute for the Study of Labor (IZA) - 2006

This paper examines how Frisch labor supplies, and other structural components of the intertemporal model of labor supply, can be recovered from estimates obtained with the approach developed by Heckman and MaCurdy.

Persistent link: https://www.econbiz.de/10005566430

Labor Supply, Home Production and Welfare Comparisons

Donni, Olivier - Institute for the Study of Labor (IZA) - 2005

that, even if domestic labor supplies are not observed, valid welfare comparisons are possible. This identification result …

Persistent link: https://www.econbiz.de/10005566507

Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension

Henderson, Daniel J.; Parmeter, Christopher F. - Institute for the Study of Labor (IZA) - 2009

Economic conditions such as convexity, homogeneity, homotheticity, and monotonicity are all important assumptions or consequences of assumptions of economic functionals to be estimated. Recent research has seen a renewed interest in imposing constraints in nonparametric regression. We survey the...

Persistent link: https://www.econbiz.de/10005566769

On th Identification of Relative Wage Rigidity Dynamics. A Proposal for a Methodology on Cross-Section Data and Empirical Evidence for Poland in Transition

Puhani, Patrick A. - Institute for the Study of Labor (IZA) - 2000

We present a new and simple empirical methodology to identify relative wage rigidity dynamics. The methodology is applied to data from the Polish Labour Force Survey for the period 1994 to 1998. We estimate ceteris paribus in relative wage and unemployment differentials for various labour market...

Persistent link: https://www.econbiz.de/10005566778

Macro frictions and theoretical identification of the New Keynesian Phillips curve

Krogh, Tord S. - In: Journal of Macroeconomics 43 (2015) C, pp. 191-204

I discuss theoretical identification of the New Keynesian Phillips curve, and show that it can be identified with …

Persistent link: https://www.econbiz.de/10011194162

Identification and Estimation of Auctions with Incomplete Contracts: A Structural Analysis of California Highway Construction Projects

An, Yonghong; Tang, Xun - Volkswirtschaftliche Fakultät, … - 2015

We introduce a structural model of procurement auctions with incomplete contracts, where a procurer chooses an initial project specification endogenously. The contract between the procurer and the winner of the auction is incomplete in that the two parties may agree to adopt a new feasible...

Persistent link: https://www.econbiz.de/10011195659