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Author: Paul Kofman
Publisher:
ISBN:
Category : Margins (Futures trading)
Languages : en
Pages : 36
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Author: Paul Kofman
Publisher:
ISBN:
Category : Margins (Futures trading)
Languages : en
Pages : 36
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Author:
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 296
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Author: Eugene Canjels
Publisher:
ISBN:
Category : Correlation (Statistics)
Languages : en
Pages : 54
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Book Description
This paper studies the problems of estimation and inference in the linear trend model: yt=̉+þt+ut, where ut follows an autoregressive process with largest root þ, and þ is the parameter of interest. We contrast asymptotic results for the cases þþþ
Author: A. K. Kashyap
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 60
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Book Description
This paper examines micro data on U.S. firms' inventories during different macroeconomic episodes. Much of the analysis focuses on the 1981-82 recession, a recession that was apparently precipitated by tight monetary policy. We find important cross-sectional effects in this period: firms that were "bank-dependent" were much more prone to shed inventories than their non-bank-dependent counterparts. In contrast, such cross-sectional differences are largely absent during a period of "loose" monetary policy later in the 1980s. Our findings are consistent with the view that 1) there is a bank lending channel of monetary policy transmission; 2) the lending channel is likely to be particularly important in explaining inventory fluctuations during downturns
Author: David A. Marshall
Publisher:
ISBN:
Category : Capital
Languages : en
Pages : 46
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Author: Daniel Aaronson
Publisher:
ISBN:
Category : Brothers and sisters
Languages : en
Pages : 68
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Author: Benjamin M. Friedman
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 94
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Author: James H. Stock
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 62
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Book Description
An experiment is performed to assess the prevalence of instability in univariate and bivariate macroeconomic time series relations and to ascertain whether various adaptive forecasting techniques successfully handle any such instability. Formal tests for instability and out-of-sample forecasts from sixteen different models are computed using a sample of 76 representative U.S. monthly postwar macroeconomic time series, constituting 5700 bivariate forecasting relations. The tests indicate widespread instability in univariate and bivariate autoregressive models. However, adaptive forecasting models, in particular time varying parameter models, have limited success in exploiting this instability to improve upon fixed-parameter or recursive autoregressive forecasts.
Author: Herbert L. Baer
Publisher:
ISBN:
Category : Clearinghouses
Languages : en
Pages : 68
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Author: Thomas H. Klier
Publisher:
ISBN:
Category : Automobile industry and trade
Languages : en
Pages : 46
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