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The Phillips Curve from the Perspective of the History of Econometrics

Qin, Duo - In: History of Political Economy 43 (2011) 5, pp. 283-308

This essay examines the history of econometrics through a case study of the Phillips curve, that is, econometric … econometrics? This study reveals that much of the interaction between econometrics and economics involved modelers making certain …

Persistent link: https://www.econbiz.de/10010569479

Ta-Chung Liu's Exploratory Econometrics

Chao, Hsiang-Ke; Huang, Chao-Hsi - In: History of Political Economy 43 (2011) 5, pp. 140-165

This essay studies the contribution of Ta-Chung Liu to econometrics by focusing on the models and methods of Liu … 1970s, and we discuss his legacy to contemporary econometrics. …

Persistent link: https://www.econbiz.de/10010569491

A History of the Histories of Econometrics

Boumans, Marcel; Dupont-Kieffer, Ariane - In: History of Political Economy 43 (2011) 5, pp. 5-31

were those of Karl Popper, Imre Lakatos, and Thomas Kuhn. Currently the scientific image in econometrics is the one of the …

Persistent link: https://www.econbiz.de/10010569541

Econometrics and the Computer: Love or a Marriage of Convenience?

Renfro, Charles G. - In: History of Political Economy 43 (2011) 5, pp. 86-105

consider the specific way in which econometrics is practiced as well as how the theory has evolved over the years. At issue are …

Persistent link: https://www.econbiz.de/10010569597

Ragnar Frisch and the Probability Approach

Bjerkholt, Olav; Dupont-Kieffer, Ariane - In: History of Political Economy 43 (2011) 5, pp. 109-139

recognized pioneer of econometrics, Ragnar Frisch. Clues to a better understanding of his position may be found in his … the Econometric Society. Our contention is that Frisch's role in the history of econometrics has not been fully …

Persistent link: https://www.econbiz.de/10010569623

A History of Japanese Developments in Econometrics

Ikeo, Aiko - In: History of Political Economy 43 (2011) 5, pp. 188-210

economies. Hatanaka and Amemiya contributed to a more advanced econometrics thanks to the abundant use of U.S. economic data. …

Persistent link: https://www.econbiz.de/10010569653

Macro stress tests and history‐based stressed PD: the case of Hong Kong

Chak‐sham Wong, Michael; Lam, Yat‐fai - In: Journal of Financial Regulation and Compliance 16 (2008) 3, pp. 251-260

Purpose – The purpose of this paper is to discuss issues relating to stress testing methods for credit risks in banks. Also, it suggests a solution to bank supervisors on evaluating stress test results. Design/methodology/approach – Discussion is based on cases analysis on a stress period of...

Persistent link: https://www.econbiz.de/10014870107

An assessment of property performance forecasts: consensus versus econometric

Tsolacos, Sotiris - In: Journal of Property Investment & Finance 24 (2006) 5, pp. 386-399

Purpose – The paper seeks to evaluate accuracy and efficiency of consensus forecasts for all property rents and total returns in the UK. The aim of the paper is to investigate whether consensus forecasts, containing a high degree of judgement, are better than forecasts produced by...

Persistent link: https://www.econbiz.de/10014898142

Negative control falsification tests for instrumental variable designs

Danieli, Oren; Nevo, Daniel; Walk, Itai; Weinstein, Bar; … - 2024

Persistent link: https://www.econbiz.de/10014537254

Benchmarking the knowledge competitiveness of the globe's high‐performing regions

Huggins, Robert; Izushi, Hiro - In: Competitiveness Review: An International Business Journal 18 (2008) 1/2, pp. 70-86

Purpose – The purpose of this paper is to analyze the way in which the knowledge competitiveness of regions is measured and further introduces the World Knowledge Competitiveness Index (WKCI) benchmarking tool. Design/methodology/approach – The methodology consists of an econometric analysis...

Persistent link: https://www.econbiz.de/10014702163