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Author : Omer Kara
Publisher :
ISBN 13 :
Total Pages : 299 pages
Book Rating : 4.:/5 (13 download)
Download or read book Three Essays in Applied Spatial and Time Series Econometrics written by Omer Kara and published by . This book was released on 2018 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Zlatina Balabanova
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (867 download)
Download or read book Three Essays on Applied Time Series Econometrics written by Zlatina Balabanova and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Firouz Fallahi
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (871 download)
Download or read book Three Essays on Applied Time Series Econometrics written by Firouz Fallahi and published by . This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Three Essays in Spatial Econometrics written by and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Taylor Collins
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (14 download)
Download or read book Three Essays in Applied Time Series Econometrics written by Taylor Collins and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation is composed of four chapters. Chapter 1 provides an introduction to the paper by highlighting some of the key economic questions, econometric methods, and conclusions that this paper chronicles. In Chapter 2, I conduct a range of unit root tests on the unemployment rates of 30 OECD countries. The objective of these tests are to use modern data and methods to update an old line of research that endeavors to uncover the most appropriate way to model unemployment. I find less evidence supporting Structural theories of unemployment than have prior studies in this field. In Chapter 3, I turn my attention to US monetary policy. Specifically, I utilize a new estimation technique called the Beverage-Nelson Filter to construct output gaps for use in an introductory Taylor Rule study. I revisit a marquee paper from John Taylor, conduct a structural change test of Bai and Perron, and utilize a wide modeling of monetary policy rules. I find that the Federal Funds Rate displayed as strong an adherence to baseline Taylor Rules through the 1960s as in any other era. Chapter 4 then turns the focus to New Zealand monetary policy and their role as the world's first inflation targeting country. In this chapter, I study the effects of the inflation rate and it's forecasted value for the following two years on New Zealand's Official Cash Rate and the country's Industrial Production Index. Using a set of Threshold Regressions and VAR Regressions, I find that New Zealand's interest rate responds much more strongly to the medium-run projected inflation than it does to inflation that is realized or projected to occur in the short run. I also find evidence that production in New Zealand is more responsive to changes in projected inflation than to changers in the interest rate.
Author : Naci Hüseyin Mocan
Publisher :
ISBN 13 :
Total Pages : 210 pages
Book Rating : 4.:/5 (244 download)
Download or read book Three Essays in Applied Time Series Analysis written by Naci Hüseyin Mocan and published by . This book was released on 1989 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yu-Hsien Kao
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (988 download)
Download or read book Three Essays on Spatial Econometrics with an Emphasis on Testing written by Yu-Hsien Kao and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daniel A. Griffith
Publisher : Springer Science & Business Media
ISBN 13 : 1475728999
Total Pages : 206 pages
Book Rating : 4.4/5 (757 download)
Download or read book Econometric Advances in Spatial Modelling and Methodology written by Daniel A. Griffith and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of models is not to fit the data but to sharpen the questions. S. Karlin, 11th R. A. Fisher Memorial Lecture, Royal Society, 20 April 1983 We are proud to offer this volume in honour of the remarkable career of the Father of Spatial Econometrics, Professor Jean Paelinck, presently of the Tinbergen Institute, Rotterdam. Not one to model solely for the sake of modelling, the above quotation nicely captures Professor Paelinck's unceasing quest for the best question for which an answer is needed. His FLEUR model has sharpened many spatial economics and spatial econometrics questions! Jean Paelinck, arguably, is the founder of modem spatial econometrics, penning the seminal introductory monograph on this topic, Spatial Econometrics, with Klaassen in 1979. In the General Address to the Dutch Statistical Association, on May 2, 1974, in Tilburg, "he coined the term [spatial econometrics] to designate a growing body of the regional science literature that dealt primarily with estimation and testing problems encountered in the implementation of multiregional econometric models" (Anselin, 1988, p. 7); he already had introduced this idea in his introductory report to the 1966 Annual Meeting of the Association de Science Regionale de Langue Fran~aise.
Download or read book Three essays on econometric analysis of functional time series written by and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alaa Abi Morshed
Publisher :
ISBN 13 : 9789056685140
Total Pages : 124 pages
Book Rating : 4.6/5 (851 download)
Download or read book Three Essays in Applied Macroeconomics and Time Series Analysis written by Alaa Abi Morshed and published by . This book was released on 2017 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christian Kascha
Publisher :
ISBN 13 :
Total Pages : 97 pages
Book Rating : 4.:/5 (535 download)
Download or read book Three Essays in Time Series Econometrics written by Christian Kascha and published by . This book was released on 2007 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Xiaoyi Han
Publisher :
ISBN 13 :
Total Pages : 244 pages
Book Rating : 4.:/5 (94 download)
Download or read book Three Essays on Spatial Econometrics written by Xiaoyi Han and published by . This book was released on 2014 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: My job market paper, "Bayesian Estimation of a Spatial Autoregressive Model with an Unobserved Endogenous Spatial Weight Matrix and Unobserved Factors", examines the specification and estimation of the SAR model with new features. Motivated by the spillover effects of state medicaid spending on welfare programs, we combine all these new features together for the first time in the SAR model. Specifically, we focus on two ways of defining neighborliness (a source of unobserved spatial weight matrix W): one based on geographical distance and the other on "economic" distance. In this particular application, endogeneity of W comes from the correlation of economic distance and the disturbances in the SAR equation. Unobserved factors are introduced to control for common shocks to all states. For the estimation of the model, the Bayesian MCMC method is employed, which is also supported by simulation results. We find that a dollar increase in a state's neighbors' Medicaid related spending will increase its own Medicaid related spending by about 52 cents. Both geographical and economic distances are shown to have significant effects on the interaction strength of state Medicaid related spending. Our results suggest that in the context of Medicaid spending, welfare motivated move and yardstick competition are both sources of strategic interactions among state governments.
Author : Gerhard Fechteler
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (134 download)
Download or read book Three Essays on Time Series Analysis and Neural Networks in Econometrics written by Gerhard Fechteler and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chung-Hua Shen
Publisher :
ISBN 13 :
Total Pages : 314 pages
Book Rating : 4.:/5 (24 download)
Download or read book Three Essays in the Econometrics of Time Series written by Chung-Hua Shen and published by . This book was released on 1991 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Brian P. Poi
Publisher :
ISBN 13 :
Total Pages : 318 pages
Book Rating : 4.3/5 (91 download)
Download or read book Three Essays in Applied Econometrics written by Brian P. Poi and published by . This book was released on 2002 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Qu, Xi
Publisher :
ISBN 13 :
Total Pages : 158 pages
Book Rating : 4.:/5 (952 download)
Download or read book Three Essays on the Spatial Autoregressive Model in Spatial Econometric written by Qu, Xi and published by . This book was released on 2013 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: Chapter Two focuses on three classical tests, namely, Wald, LM, and LR, of spatial interactions in the simultaneous SAR Tobit model. We derive the asymptotic distributions of those three tests under both the null and the local alternative hypotheses, establish their asymptotic equivalence and local efficiency, and study finite sample properties using the Monte Carlo simulation. The tests are applied to an empirical example involving the school district income tax in Iowa in 2009. Among 361 school districts, 18.3 percent had rates of zero, so it fits the Tobit setting. Testing results indicate the existence of tax competition among neighboring school districts.
Author : Ferry Kurniawan
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (921 download)
Download or read book Essays on Applied Time Series Econometrics written by Ferry Kurniawan and published by . This book was released on 2014 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
