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Likelihood Ratio Tests On Cointegrating Vectors Disequilibrium Adjustment Vectors And Their Orthogonal Complements
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Book Synopsis Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and Their Orthogonal Complements by : Norman Morin
Download or read book Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and Their Orthogonal Complements written by Norman Morin and published by . This book was released on 2006 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Multivariate and Non-linear Time Series Analysis by : Norman J. Morin
Download or read book Essays in Multivariate and Non-linear Time Series Analysis written by Norman J. Morin and published by . This book was released on 1997 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics by : Barry E. Jones
Download or read book Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics written by Barry E. Jones and published by . This book was released on 2007 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Natural Rate Measures in an Estimated DSGE Model of the U.S. Economy by : Rochelle Mary Edge
Download or read book Natural Rate Measures in an Estimated DSGE Model of the U.S. Economy written by Rochelle Mary Edge and published by . This book was released on 2007 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Closer Look at the Sensitivity Puzzle by : Meredith Beechey
Download or read book A Closer Look at the Sensitivity Puzzle written by Meredith Beechey and published by . This book was released on 2007 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The U.S. Treasury Yield Curve by : Refet S. Gurkaynak
Download or read book The U.S. Treasury Yield Curve written by Refet S. Gurkaynak and published by . This book was released on 2006 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Incorporating Judgement in Fan Charts by : Pär Österholm
Download or read book Incorporating Judgement in Fan Charts written by Pär Österholm and published by . This book was released on 2006 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt: Within a decision-making group, such as the monetary-policy committee of a central bank, group members often hold differing views about the future of key economic variables. Such differences of opinion can be thought of as reflecting differing sets of judgement. This paper suggests modelling each agent's judgement as one scenario in a macroeconomic model. Each judgement set has a specific dynamic impact on the system, and accordingly, a particular predictive density - or fan chart - associated with it. A weighted linear combination of the predictive densities yields a final predictive density that correctly reflects the uncertainty perceived by the agents generating the forecast. In a model-based environment, this framework allows judgement to be incorporated into fan charts in a formalised manner.
Book Synopsis Documenation of the Research and Statistics Division's Estimated DSGE Model of the U.S. Economy by : Rochelle M. Edge
Download or read book Documenation of the Research and Statistics Division's Estimated DSGE Model of the U.S. Economy written by Rochelle M. Edge and published by . This book was released on 2007 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Combining Forecasts from Nested Models by : Todd E. Clark
Download or read book Combining Forecasts from Nested Models written by Todd E. Clark and published by . This book was released on 2007 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt: Motivated by the common finding that linear autoregressive models forecast better than models that incorporate additional information, this paper presents analytical, Monte Carlo, and empirical evidence on the effectiveness of combining forecasts from nested models. In our analytics, the unrestricted model is true, but as the sample size grows, the DGP converges to the restricted model. This approach captures the practical reality that the predictive content of variables of interest is often low. We derive MSE-minimizing weights for combining the restricted and unrestricted forecasts. In the Monte Carlo and empirical analysis, we compare the effectiveness of our combination approach against related alternatives, such as Bayesian estimation.
Book Synopsis Gauging the Uncertainty of the Economic Outlook from Historical Forecasting Errors by : David Reifschneider
Download or read book Gauging the Uncertainty of the Economic Outlook from Historical Forecasting Errors written by David Reifschneider and published by . This book was released on 2007 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Efficiency Perspective on the Gains from Mergers and Asset Purchases by : Sugata Ray
Download or read book An Efficiency Perspective on the Gains from Mergers and Asset Purchases written by Sugata Ray and published by . This book was released on 2007 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Explaining Cyclical Movements in Employment by : Andrew Figura
Download or read book Explaining Cyclical Movements in Employment written by Andrew Figura and published by . This book was released on 2006 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Risk and Concentration in Payment and Securities Settlement Systems by : David C. Mills
Download or read book Risk and Concentration in Payment and Securities Settlement Systems written by David C. Mills and published by . This book was released on 2007 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Taylor Rules by : Athanasios Orphanides
Download or read book Taylor Rules written by Athanasios Orphanides and published by . This book was released on 2007 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Welfare-maximizing Monetary Policy Under Parameter Uncertainty by : Rochelle Mary Edge
Download or read book Welfare-maximizing Monetary Policy Under Parameter Uncertainty written by Rochelle Mary Edge and published by . This book was released on 2007 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines welfare-maximizing monetary policy in an estimated micro-founded general equilibrium model of the U.S. economy where the policymaker faces uncertainty about model parameters. Uncertainty about parameters describing preferences and technology implies not only uncertainty about the dynamics of the economy. It also implies uncertainty about the model's utility-based welfare criterion and about the economy's natural rate measures of interest and output. We analyze the characteristics and performance of alternative monetary policy rules given the estimated uncertainty regarding parameter estimates. We find that the natural rates of interest and output are imprecisely estimated. We then show that, relative to the case of known parameters, optimal policy under parameter uncertainty responds less to natural-rate terms and more to other variables, such as price and wage inflation and measures of tightness or slack that do not depend on natural rates.
Book Synopsis A Cohort-based Model of Labor Force Participation by : Bruce Fallick
Download or read book A Cohort-based Model of Labor Force Participation written by Bruce Fallick and published by . This book was released on 2007 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Quantitative Comparison of Sticky-price and Sticky-information Models of Price Setting by : Michael T. Kiley
Download or read book A Quantitative Comparison of Sticky-price and Sticky-information Models of Price Setting written by Michael T. Kiley and published by . This book was released on 2006 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
