Richard K. Crump
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2013.
"Pricing the term structure with linear regressions,"
Journal of Financial Economics, Elsevier, vol. 110(1), pages 110-138.
- Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York.
Mentioned in:
- All bark but no bite? What does the yield curve tell us about growth?
by BankUnderground in Bank Underground on 2019-06-04 08:00:14
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Richard Crump & Gopi Shah Goda & Kevin J. Mumford, 2011.
"Fertility and the Personal Exemption: Comment,"
American Economic Review, American Economic Association, vol. 101(4), pages 1616-1628, June.
- Richard Crump & Gopi Shah Goda & Kevin Mumford, 2010. "Fertility and the Personal Exemption: Comment," NBER Working Papers 15984, National Bureau of Economic Research, Inc.
Mentioned in:
- Fertility and the Personal Exemption: Comment (AER 2011) in ReplicationWiki ()
Working papers
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2024.
"The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times,"
Staff Reports
1086, Federal Reserve Bank of New York.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2022. "The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times," NBER Working Papers 29785, National Bureau of Economic Research, Inc.
Cited by:
- Faberman, R. Jason & Mueller, Andreas I. & Şahin, Ayşegül, 2022.
"Has the Willingness to Work Fallen during the Covid Pandemic?,"
Labour Economics, Elsevier, vol. 79(C).
- R. Jason Faberman & Andreas I. Mueller & Ayşegül Şahin, 2022. "Has the Willingness to Work Fallen during the Covid Pandemic?," NBER Working Papers 29784, National Bureau of Economic Research, Inc.
- Faberman, Jason & Mueller, Andreas I. & Sahin, Aysegül, 2022. "Has the Willingness to Work Fallen during the COVID Pandemic?," IZA Discussion Papers 15086, Institute of Labor Economics (IZA).
- Mueller, Andreas & , & Sahin, Aysegul, 2022. "Has the Willingness to Work Fallen during the Covid Pandemic?," CEPR Discussion Papers 17043, C.E.P.R. Discussion Papers.
- Barlevy, Gadi & Hobijn, Bart & Faberman, Jason & Sahin, Aysegül, 2023.
"The Shifting Reasons for Beveridge-Curve Shifts,"
IZA Discussion Papers
16517, Institute of Labor Economics (IZA).
- Gadi Barlevy & R. Jason Faberman & Bart Hobijn & Aysegul Sahin, 2023. "The Shifting Reasons for Beveridge-Curve Shifts," Working Paper Series WP 2023-38, Federal Reserve Bank of Chicago.
- Gadi Barlevy & R. Jason Faberman & Bart Hobijn & Ayşegül Şahin, 2023. "The Shifting Reasons for Beveridge-Curve Shifts," NBER Working Papers 31783, National Bureau of Economic Research, Inc.
- Jonathan H. Wright, 2023. "Breaks in the Phillips Curve: Evidence from Panel Data," Finance and Economics Discussion Series 2023-015, Board of Governors of the Federal Reserve System (U.S.).
- Verbrugge, Randal & Zaman, Saeed, 2023.
"The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model,"
Energy Economics, Elsevier, vol. 123(C).
- Randal J. Verbrugge & Saeed Zaman, 2023. "The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model," Working Papers 23-03, Federal Reserve Bank of Cleveland.
- Kakuho Furukawa & Yoshihiko Hogen & Yosuke Kido, "undated". "Labor Market of Regular Workers in Japan: A Perspective from Job Advertisement Data," Bank of Japan Working Paper Series 23-E-7, Bank of Japan.
- Ángel Ubide, 2022. "The Inflation Surge of 2021–22: Scarcity of Goods and Commodities, Strong Labor Markets and Anchored Inflation Expectations," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(2), pages 93-98, March.
- Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021.
"Measuring Corporate Bond Market Dislocations,"
Staff Reports
957, Federal Reserve Bank of New York.
Cited by:
- Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2022.
"It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities,"
Journal of Financial Economics, Elsevier, vol. 144(3), pages 695-731.
- Nina Boyarchenko & Anna Kovner & Or Shachar, 2020. "It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities," CESifo Working Paper Series 8679, CESifo.
- Nina Boyarchenko & Anna Kovner & Or Shachar, 2020. "It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities," Staff Reports 935, Federal Reserve Bank of New York.
- Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner, 2021. "COVID Response: The Primary and Secondary Corporate Credit Facilities," Staff Reports 986, Federal Reserve Bank of New York.
- Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2022.
"It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities,"
Journal of Financial Economics, Elsevier, vol. 144(3), pages 695-731.
- Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard, 2021.
"COVID Response: The Commercial Paper Funding Facility,"
Staff Reports
982, Federal Reserve Bank of New York.
Cited by:
- Jean Barthélémy & Paul Gardin & Benoit Nguyen, 2023. "Stablecoins and the Financing of the Real Economy," Working papers 908, Banque de France.
- Matteo Aquilina & Andreas Schrimpf & Karamfil Todorov, 2023. "CP and CDs markets: a primer," BIS Quarterly Review, Bank for International Settlements, September.
- Metrick, Andrew, 2022. "Market Support Programs: COVID-19 Crisis," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 4(2), pages 179-219, April.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021.
"The Term Structure of Expectations,"
Staff Reports
992, Federal Reserve Bank of New York.
Cited by:
- McNeil, James, 2023.
"Monetary policy and the term structure of inflation expectations with information frictions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Jmaes McNeil, 2020. "Monetary policy and the term structure of Inflation expectations with information frictions," Working Papers daleconwp2020-07, Dalhousie University, Department of Economics.
- Maik Schmeling & Andreas Schrimpf & Sigurd A. M. Steffensen, 2022.
"Monetary policy expectation errors,"
BIS Working Papers
996, Bank for International Settlements.
- Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022. "Monetary policy expectation errors," Journal of Financial Economics, Elsevier, vol. 146(3), pages 841-858.
- McNeil, James, 2023.
"Monetary policy and the term structure of inflation expectations with information frictions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021.
"A Large Bayesian VAR of the United States Economy,"
Staff Reports
976, Federal Reserve Bank of New York.
Cited by:
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022.
"Nowcasting with large Bayesian vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Addie, Ron & Taranto, Aldo, 2024. "Economic Similarities and their Application to Inflation," EconStor Preprints 283286, ZBW - Leibniz Information Centre for Economics.
- Anna Sznajderska & Alfred A. Haug, 2023. "Bayesian VARs of the U.S. economy before and during the pandemic," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 211-236, June.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022.
"Nowcasting with large Bayesian vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner, 2021.
"COVID Response: The Primary and Secondary Corporate Credit Facilities,"
Staff Reports
986, Federal Reserve Bank of New York.
Cited by:
- Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2022.
"It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities,"
Journal of Financial Economics, Elsevier, vol. 144(3), pages 695-731.
- Nina Boyarchenko & Anna Kovner & Or Shachar, 2020. "It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities," CESifo Working Paper Series 8679, CESifo.
- Nina Boyarchenko & Anna Kovner & Or Shachar, 2020. "It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities," Staff Reports 935, Federal Reserve Bank of New York.
- Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2022.
"It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities,"
Journal of Financial Economics, Elsevier, vol. 144(3), pages 695-731.
- Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar & Peter Van Tassel, 2020.
"The Primary and Secondary Market Corporate Credit Facilities,"
Liberty Street Economics
20200526a, Federal Reserve Bank of New York.
Cited by:
- Larry D. Wall, 2021. "So Far, So Good: Government Insurance of Financial Sector Tail Risk," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2021(13), November.
- Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner, 2022. "The Primary and Secondary Corporate Credit Facilities," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
- Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner, 2021. "COVID Response: The Primary and Secondary Corporate Credit Facilities," Staff Reports 986, Federal Reserve Bank of New York.
- Mahdi Ebsim & Miguel Faria-e-Castro & Julian Kozlowski, 2020. "Credit and Liquidity Policies during Large Crises," Working Papers 2020-035, Federal Reserve Bank of St. Louis, revised 22 Feb 2024.
- Cao, Shuo & Crump, Richard K. & ,, 2020.
"Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates,"
CEPR Discussion Papers
15122, C.E.P.R. Discussion Papers.
- Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports 934, Federal Reserve Bank of New York.
Cited by:
- Baumeister, Christiane, 2021.
"Measuring Market Expectations,"
CEPR Discussion Papers
16520, C.E.P.R. Discussion Papers.
- Christiane Baumeister, 2021. "Measuring Market Expectations," CESifo Working Paper Series 9305, CESifo.
- Christiane Baumeister, 2021. "Measuring Market Expectations," NBER Working Papers 29232, National Bureau of Economic Research, Inc.
- Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
- Kenneth J. Singleton, 2021. "Presidential Address: How Much “Rationality” Is There in Bond‐Market Risk Premiums?," Journal of Finance, American Finance Association, vol. 76(4), pages 1611-1654, August.
- Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
- Marco Giacoletti & Kristoffer T. Laursen & Kenneth J. Singleton, 2021. "Learning From Disagreement in the U.S. Treasury Bond Market," Journal of Finance, American Finance Association, vol. 76(1), pages 395-441, February.
- Ricardo Reis, 2020. "The People versus the Markets: A Parsimonious Model of Inflation Expectations," Discussion Papers 2033, Centre for Macroeconomics (CFM).
- Richard K. Crump & Christopher J. Nekarda & Nicolas Petrosky-Nadeau, 2020.
"Unemployment Rate Benchmarks,"
Finance and Economics Discussion Series
2020-072, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- D’Amuri, Francesco & De Philippis, Marta & Guglielminetti, Elisa & Lo Bello, Salvatore, 2022. "Slack and prices during Covid-19: Accounting for labor market participation," Labour Economics, Elsevier, vol. 75(C).
- Giannoni, Marc & Crump, Richard K. & Eusepi, Stefano & Sahin, Aysegul, 2019.
"A Unified Approach to Measuring u,"
CEPR Discussion Papers
13939, C.E.P.R. Discussion Papers.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2019. "A Unified Approach to Measuring u," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(1 (Spring), pages 143-238.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A Unified Approach to Measuring u," NBER Working Papers 25930, National Bureau of Economic Research, Inc.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A unified approach to measuring u," Staff Reports 889, Federal Reserve Bank of New York.
Cited by:
- Hie Joo Ahn & Bart Hobijn, 2023.
"The Dual U.S. Labor Market Uncovered,"
Finance and Economics Discussion Series
2023-031, Board of Governors of the Federal Reserve System (U.S.).
- Hie Joo Ahn & Bart Hobijn & Ayşegül Şahin, 2023. "The Dual U.S. Labor Market Uncovered," Working Paper Series WP 2023-18, Federal Reserve Bank of Chicago.
- Hie Joo Ahn & Bart Hobijn & Ayşegül Şahin, 2023. "The Dual U.S. Labor Market Uncovered," NBER Working Papers 31241, National Bureau of Economic Research, Inc.
- James McNeil & Gregor W. Smith, 2022.
"The All-Gap Phillips Curve,"
Working Paper
1488, Economics Department, Queen's University.
- James McNeil & Gregor W. Smith, 2023. "The All‐Gap Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 269-282, April.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2024.
"The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times,"
Staff Reports
1086, Federal Reserve Bank of New York.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2022. "The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times," NBER Working Papers 29785, National Bureau of Economic Research, Inc.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2017.
"Inflation expectations and nonlinearities in the Phillips curve,"
Working Papers
17-11, Federal Reserve Bank of Boston.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2023. "Inflation expectations and nonlinearities in the Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 453-471, June.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2018. "Inflation Expectations and Nonlinearities in the Phillips Curve," School of Economics Discussion Papers 1018, School of Economics, University of Surrey.
- Bruce Fallick & Christopher L. Foote, 2022.
"The Impact of the Age Distribution on Unemployment: Evidence from US States,"
Working Papers
22-15, Federal Reserve Bank of Boston.
- Bruce Fallick & Christopher L. Foote, 2022. "The Impact of the Age Distribution on Unemployment: Evidence from US States," Working Papers 22-27, Federal Reserve Bank of Cleveland.
- Ayşegül Şahin & Murat Tasci, 2020. "The Unemployment Cost of COVID-19: How High and How Long?," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2020(09), May.
- Bart Hobijn & Ayşegül Şahin, 2021. "Maximum Employment and the Participation Cycle," NBER Working Papers 29222, National Bureau of Economic Research, Inc.
- Xin Scott Chen & Ali Jaffery & Guillaume Nolin & Karim Salhab & Peter Shannon & Subrata Sarker, 2020. "Assessing Global Potential Output Growth: October 2020," Discussion Papers 2020-10, Bank of Canada.
- Robert E. Hall & Marianna Kudlyak, 2021.
"The Inexorable Recoveries of U.S. Unemployment,"
Working Paper Series
2021-20, Federal Reserve Bank of San Francisco.
- Hall, Robert E. & Kudlyak, Marianna, 2022. "The Inexorable Recoveries of Unemployment," IZA Discussion Papers 15135, Institute of Labor Economics (IZA).
- Kudlyak, Marianna & Hall, Robert, 2022. "The Inexorable Recoveries of Unemployment," CEPR Discussion Papers 15646, C.E.P.R. Discussion Papers.
- Robert E. Hall & Marianna Kudlyak, 2020. "The Inexorable Recoveries of Unemployment," NBER Working Papers 28111, National Bureau of Economic Research, Inc.
- Hall, Robert E. & Kudlyak, Marianna, 2022. "The inexorable recoveries of unemployment," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 15-25.
- Michaillat, Pascal & Saez, Emmanuel, 2019.
"Beveridgean Unemployment Gap,"
CEPR Discussion Papers
14132, C.E.P.R. Discussion Papers.
- Pascal Michaillat & Emmanuel Saez, 2019. "Beveridgean Unemployment Gap," NBER Working Papers 26474, National Bureau of Economic Research, Inc.
- Pascal Michaillat & Emmanuel Saez, 2019. "Beveridgean Unemployment Gap," Papers 1911.05271, arXiv.org, revised Nov 2021.
- Sengul, Gonul & Tasci, Murat, 2020. "Unemployment flows, participation, and the natural rate of unemployment: Evidence from turkey," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Mary C. Daly, 2022.
"This Time Is Different…Because We Are,"
Speech
93772, Federal Reserve Bank of San Francisco.
- Mary C. Daly, 2022. "This Time Is Different…Because We Are," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(05), pages 1-08, February.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020.
"What’s up with the Phillips Curve?,"
NBER Working Papers
27003, National Bureau of Economic Research, Inc.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s Up with the Phillips Curve?," Liberty Street Economics 20200918a, Federal Reserve Bank of New York.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- Simon Mongey & Giovanni L. Violante, 2020.
"Macro Recruiting Intensity from Micro Data,"
Working Papers
2020-67, Princeton University. Economics Department..
- Violante, Giovanni & Mongey, Simon, 2019. "Macro Recruiting Intensity from Micro Data," CEPR Discussion Papers 14004, C.E.P.R. Discussion Papers.
- Simon Mongey & Giovanni L. Violante, 2019. "Macro Recruiting Intensity from Micro Data," NBER Working Papers 26231, National Bureau of Economic Research, Inc.
- John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2019.
"The Natural Level of Capital Flows,"
NBER Working Papers
26184, National Bureau of Economic Research, Inc.
- Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2022. "A natural level of capital flows," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 1-16.
- Bruce Fallick & Pawel Krolikowski, 2019.
"Excess Persistence in Employment of Disadvantaged Workers,"
Working Papers
18-01R, Federal Reserve Bank of Cleveland.
- Bruce Fallick & Pawel Krolikowski, 2022. "Excess Persistence in Employment of Disadvantaged Workers," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Ayşegül Şahin, 2021. "Comment on "Why Has the US Economy Recovered So Consistently from Every Recession in the Past 70 Years?"," NBER Chapters, in: NBER Macroeconomics Annual 2021, volume 36, pages 68-79, National Bureau of Economic Research, Inc.
- Sebastian Heise & Fatih Karahan & Ayşegül Şahin, 2022.
"The Missing Inflation Puzzle: The Role of the Wage‐Price Pass‐Through,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(S1), pages 7-51, February.
- Sebastian Heise & Fatih Karahan & Ayşegül Şahin, 2020. "The Missing Inflation Puzzle: The Role of the Wage-Price Pass-Through," NBER Working Papers 27663, National Bureau of Economic Research, Inc.
- D’Amuri, Francesco & De Philippis, Marta & Guglielminetti, Elisa & Lo Bello, Salvatore, 2022. "Slack and prices during Covid-19: Accounting for labor market participation," Labour Economics, Elsevier, vol. 75(C).
- Peter D. Williams & Mr. Yasser Abdih & Emanuel Kopp, 2020. "Reading the Stars," IMF Working Papers 2020/136, International Monetary Fund.
- Richard K. Crump & Christopher J. Nekarda & Nicolas Petrosky-Nadeau, 2020. "Unemployment Rate Benchmarks," Finance and Economics Discussion Series 2020-072, Board of Governors of the Federal Reserve System (U.S.).
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020.
"The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019. "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers 26002, National Bureau of Economic Research, Inc.
- Murasawa Yasutomo, 2022.
"Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 387-415, June.
- Murasawa, Yasutomo, 2019. "Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration," MPRA Paper 91979, University Library of Munich, Germany.
- Serdar Birinci & Kurt See & Shu Lin Wee, 2021.
"Job Applications and Labour Market Flows,"
Staff Working Papers
21-49, Bank of Canada.
- Serdar Birinci & Kurt See & Shu Lin Wee, 2020. "Job Applications and Labor Market Flows," Working Papers 2020-023, Federal Reserve Bank of St. Louis, revised Jan 2023.
- Francesco D'Amuri & Marta De Philippis & Elisa Guglielminetti & Salvatore Lo Bello, 2021. "Natural unemployment and activity rates: flow-based determinants and implications for price dynamics," Questioni di Economia e Finanza (Occasional Papers) 599, Bank of Italy, Economic Research and International Relations Area.
- R. Jason Faberman & Andreas I. Mueller & Ayşegül Şahin* & Giorgio Topa, 2020.
"The Shadow Margins of Labor Market Slack,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 355-391, December.
- R. Jason Faberman & Andreas I. Mueller & Ayşegül Şahin & Giorgio Topa, 2020. "The Shadow Margins of Labor Market Slack," NBER Working Papers 26852, National Bureau of Economic Research, Inc.
- Ahn, Hie Joo, 2023. "Duration structure of unemployment hazards and the trend unemployment rate," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Acharya, Sushant & Wee, Shu Lin, 2020. "On-the-job Search and the Productivity-Wage Gap," CEPR Discussion Papers 14430, C.E.P.R. Discussion Papers.
- Ayşegül Şahin & Murat Tasci & Jin Yan, 2021.
"Unemployment in the Time of COVID-19: A Flow-Based Approach to Real-time Unemployment Projections,"
Working Papers
21-25, Federal Reserve Bank of Cleveland.
- Ayşegül Şahin & Murat Tasci & Jin Yan, 2021. "Unemployment in the Time of COVID-19: A Flow-Based Approach to Real-time Unemployment Projections," NBER Working Papers 28445, National Bureau of Economic Research, Inc.
- Fatih Karahan & Benjamin Pugsley & Ayşegül Şahin, 2019.
"Demographic Origins of the Startup Deficit,"
NBER Working Papers
25874, National Bureau of Economic Research, Inc.
- Fatih Karahan & Benjamin Pugsley & Aysegül Sahin, 2019. "Demographic Origins of the Startup Deficit," Working Papers 19-21, Center for Economic Studies, U.S. Census Bureau.
- Fatih Karahan & Benjamin Pugsley & Ayşegül Şahin, 2019. "Demographic origins of the startup deficit," Staff Reports 888, Federal Reserve Bank of New York.
- Kurt Graden Lunsford, 2023. "Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate," Working Papers 23-19, Federal Reserve Bank of Cleveland.
- Venkata Raamasrinivas Mangapuram, 2022. "A Constant Gain Learning Explanation of U.S. Post War Inflation and Unemployment," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 701-721, September.
- James H. Stock & Mark W. Watson, 2020. "Slack and Cyclically Sensitive Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 393-428, December.
- Kurt Graden Lunsford, 2020. "Recessions and the Trend in the US Unemployment Rate," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2021(01), pages 1-8, February.
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Christopher D. Cotton & Vaishali Garga, 2022. "The Role of Industrial Composition in Driving the Frequency of Price Change," Working Papers 22-9, Federal Reserve Bank of Boston.
- Canova, Fabio, 2020. "FAQ: How do I measure the Output gap?," CEPR Discussion Papers 14943, C.E.P.R. Discussion Papers.
- Canova, Fabio, 2020. "FAQ: How do I extract the output gap?," Working Paper Series 386, Sveriges Riksbank (Central Bank of Sweden).
- Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23R, Federal Reserve Bank of Cleveland, revised 15 Aug 2022.
- Artem Vdovychenko, 2022. "Estimating the natural rate of unemployment for Ukraine," IHEID Working Papers 21-2022, Economics Section, The Graduate Institute of International Studies.
- Richard K. Crump & Nikolay Gospodinov & Hunter Wieman, 2023. "Sparse Trend Estimation," Staff Reports 1049, Federal Reserve Bank of New York.
- Richard K. Crump & Nikolay Gospodinov, 2019.
"Deconstructing the yield curve,"
Staff Reports
884, Federal Reserve Bank of New York.
Cited by:
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022.
"What Moves Treasury Yields?,"
CEPR Discussion Papers
15978, C.E.P.R. Discussion Papers.
- Soroosh Soofi-Siavash & Emanuel Moench, 2021. "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series 88, Bank of Lithuania.
- Moench, Emanuel & Soofi-Siavash, Soroosh, 2022. "What moves treasury yields?," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022.
"What Moves Treasury Yields?,"
CEPR Discussion Papers
15978, C.E.P.R. Discussion Papers.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019.
"Binscatter Regressions,"
Papers
1902.09615, arXiv.org, revised Jul 2023.
Cited by:
- Evan Starr & Brent Goldfarb, 2020. "Binned scatterplots: A simple tool to make research easier and better," Strategic Management Journal, Wiley Blackwell, vol. 41(12), pages 2261-2274, December.
- Richard K. Crump & Stefano Eusepi & Andrea Tambalotti & Giorgio Topa, 2015.
"Subjective Intertemporal Substitution,"
Staff Reports
734, Federal Reserve Bank of New York.
- Stefano Eusepi & Giorgio Topa & Andrea Tambalotti & Richard Crump, 2016. "Subjective Intertemporal Substitution," 2016 Meeting Papers 83, Society for Economic Dynamics.
- Crump, Richard K. & Eusepi, Stefano & Tambalotti, Andrea & Topa, Giorgio, 2022. "Subjective intertemporal substitution," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 118-133.
- Richard K. Crump & Domenico Giannone & Sean Hundtofte, 2018.
"Changing Risk-Return Profiles,"
Liberty Street Economics
20181004, Federal Reserve Bank of New York.
- Richard K. Crump & Miro Everaert & Domenico Giannone & Sean Hundtofte, 2018. "Changing Risk-Return Profiles," Staff Reports 850, Federal Reserve Bank of New York.
Cited by:
- Martina Hengge, 2019. "Uncertainty as a Predictor of Economic Activity," IHEID Working Papers 19-2019, Economics Section, The Graduate Institute of International Studies.
- Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
- Richard K. Crump & João A. C. Santos, 2018. "Review of New York Fed studies on the effects of post-crisis banking reforms," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 71-90.
- Nina Boyarchenko & Domenico Giannone & Or Shachar, 2018. "Flighty liquidity," Staff Reports 870, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018.
"Characteristic-Sorted Portfolios: Estimation and Inference,"
Papers
1809.03584, arXiv.org, revised Oct 2019.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020. "Characteristic-Sorted Portfolios: Estimation and Inference," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016. "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports 788, Federal Reserve Bank of New York.
Cited by:
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019.
"On Binscatter,"
Papers
1902.09608, arXiv.org, revised Nov 2023.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On binscatter," Staff Reports 881, Federal Reserve Bank of New York.
- Guillaume Coqueret, 2022. "Characteristics-driven returns in equilibrium," Papers 2203.07865, arXiv.org.
- Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2023.
"Beta-Sorted Portfolios,"
Staff Reports
1068, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2022. "Beta-Sorted Portfolios," Papers 2208.10974, arXiv.org, revised Jul 2023.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017.
"Dissecting Characteristics Nonparametrically,"
CESifo Working Paper Series
6391, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020. "Dissecting Characteristics Nonparametrically," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 7187, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
- Matias D. Cattaneo & Max H. Farrell & Yingjie Feng, 2018. "Large Sample Properties of Partitioning-Based Series Estimators," Papers 1804.04916, arXiv.org, revised Jun 2019.
- Ni, Xuanming & Zheng, Tiantian & Zhao, Huimin & Zhu, Shushang, 2023. "High-dimensional portfolio optimization based on tree-structured factor model," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).
- Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021. "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, vol. 141(2), pages 669-692.
- Christophe J. GODLEWSKI & Katarzyna BYRKA-KITA & Renata GOLA & Jacek CYPRYJANSKI, 2022. "Silence is not golden anymore? Social media activity and stock market valuation in Europe," Working Papers of LaRGE Research Center 2022-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016.
"The term structure of expectations and bond yields,"
Staff Reports
775, Federal Reserve Bank of New York.
Cited by:
- Michael D. Bauer & Glenn D. Rudebusch, 2017.
"Interest Rates Under Falling Stars,"
CESifo Working Paper Series
6571, CESifo.
- Michael D. Bauer & Glenn D. Rudebusch, 2019. "Interest Rates Under Falling Stars," Working Paper Series 2017-16, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2020. "Interest Rates under Falling Stars," American Economic Review, American Economic Association, vol. 110(5), pages 1316-1354, May.
- Stefano Eusepi & Marc P. Giannoni & Bruce Preston, 2017.
"Some implications of learning for price stability,"
CAMA Working Papers
2017-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eusepi, Stefano & Giannoni, Marc P. & Preston, Bruce, 2018. "Some implications of learning for price stability," European Economic Review, Elsevier, vol. 106(C), pages 1-20.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
"Global Trends in Interest Rates,"
Working Papers
1812, Federal Reserve Bank of Dallas.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
- Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
- Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
- Thomas M. Mertens & John C. Williams, 2021.
"What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices,"
American Economic Review, American Economic Association, vol. 111(8), pages 2473-2505, August.
- Thomas M. Mertens & John C. Williams, 2018. "What to expect from the lower bound on interest rates: evidence from derivatives prices," Staff Reports 865, Federal Reserve Bank of New York.
- Thomas M. Mertens & John C. Williams, 2020. "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," Working Paper Series 2018-03, Federal Reserve Bank of San Francisco.
- Martin Kliem & Alexander Meyer-Gohde, 2018.
"(Un)expected Monetary Policy Shocks and Term Premia,"
2018 Meeting Papers
102, Society for Economic Dynamics.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers SFB649DP2017-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017.
"Safety, liquidity, and the natural rate of interest,"
Staff Reports
812, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017. "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
- Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017. "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers 803, Society for Economic Dynamics.
- Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
- Nitschka, Thomas & Ramelet, Marc-Antoine, 2023. "Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy," Economics Letters, Elsevier, vol. 231(C).
- Lange, Ronald Henry, 2018. "The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 80-91.
- NAKAJIMA, Jouchi, 2023. "Estimating trend inflation in a regime-switching Phillips curve," Discussion Paper Series 750, Institute of Economic Research, Hitotsubashi University.
- Riccardo Rebonato, 2017. "Affine Models With Stochastic Market Price Of Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(04), pages 1-38, June.
- Schupp, Fabian, 2020.
"The (ir)relevance of the nominal lower bound for real yield curve analysis,"
Working Paper Series
2476, European Central Bank.
- Schupp, Fabian, 2020. "The (ir)relevance of the nominal lower bound for real yield curve analysis," Discussion Papers 32/2020, Deutsche Bundesbank.
- Ethan Struby, 2018. "Macroeconomic Disagreement in Treasury Yields," Working Papers 2018-04, Carleton College, Department of Economics.
- Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012.
"Decomposing real and nominal yield curves,"
Staff Reports
570, Federal Reserve Bank of New York.
- Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui, 2016. "Decomposing real and nominal yield curves," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 182-200.
- Silvia Miranda-Agrippino & Sinem Hacioglu Hoke & Kristina Bluwstein, 2018.
"When Creativity Strikes: News Shocks and Business Cycle Fluctuations,"
Discussion Papers
1823, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Hacioglu Hoke, Sinem & Bluwstein, Kristina, 2019. "When creativity strikes: news shocks and business cycle fluctuations," Bank of England working papers 788, Bank of England.
- Miranda-Agrippino, Silvia & Hacıoglu Hoke, Sinem, 2018. "When creativity strikes: news shocks and business cycle fluctuations," LSE Research Online Documents on Economics 90381, London School of Economics and Political Science, LSE Library.
- Marta Banbura & Andries van Vlodrop, 2018. "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers 18-025/IV, Tinbergen Institute.
- Michael D. Bauer & Glenn D. Rudebusch, 2017.
"Interest Rates Under Falling Stars,"
CESifo Working Paper Series
6571, CESifo.
- Richard K. Crump & Stefano Eusepi, 2016.
"Fundamental Disagreement: How Much and Why?,"
Liberty Street Economics
20160113, Federal Reserve Bank of New York.
Cited by:
- Stephen J. Cole & Fabio Milani, 2020.
"Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning,"
CESifo Working Paper Series
8343, CESifo.
- Cole, Stephen J. & Milani, Fabio, 2021. "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," Working Papers and Research 2021-05, Marquette University, Center for Global and Economic Studies and Department of Economics.
- Stephen J. Cole & Fabio Milani, 2020. "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," Working Papers 192005, University of California-Irvine, Department of Economics.
- Cole, Stephen J. & Milani, Fabio, 2021. "Heterogeneity in individual expectations, sentiment, and constant-gain learning," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 627-650.
- Park, Sunjin, 2022. "Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium," Journal of Banking & Finance, Elsevier, vol. 136(C).
- Sebastian Link & Andreas Peichl & Christopher Roth & Johannes Wohlfart, 2023.
"Attention to the Macroeconomy,"
CESifo Working Paper Series
10858, CESifo.
- Sebastian Link & Andreas Peichl & Christopher Roth & Johannes Wohlfart, 2023. "Attention to the Macroeconomy," ECONtribute Discussion Papers Series 256, University of Bonn and University of Cologne, Germany.
- Zidong An & Salem Abo‐Zaid & Xuguang Simon Sheng, 2023. "Inattention and the impact of monetary policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 623-643, June.
- Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam, 2022.
"Perceptions about Monetary Policy,"
CESifo Working Paper Series
10182, CESifo.
- Bauer, Michael D. & Pflueger, Carolin E. & Sunderam, Adi, 2022. "Perceptions about monetary policy," IMFS Working Paper Series 176, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17758, C.E.P.R. Discussion Papers.
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17574, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023. "Perceptions about Monetary Policy," Working Paper Series 2023-31, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," NBER Working Papers 30480, National Bureau of Economic Research, Inc.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021.
"Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity,"
Working Papers
2021-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 29-50, Emerald Group Publishing Limited.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2020. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 8810, CESifo.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 5468, CESifo.
- Czudaj, Robert L., 2022.
"Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data,"
European Economic Review, Elsevier, vol. 143(C).
- Robert L. Czudaj, 2021. "Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data," Chemnitz Economic Papers 050, Department of Economics, Chemnitz University of Technology, revised Sep 2021.
- Kuang, Pei & Tang, Li & Zhang, Renbin & Zhang, Tongbin, 2022. "Forecast disagreement about long-run macroeconomic relationships," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 371-387.
- Ou, Shengliang & Zhang, Donghai & Zhang, Renbin, 2021. "Information frictions, monetary policy, and the paradox of price flexibility," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 70-82.
- Cornand, Camille & Hubert, Paul, 2022.
"Information frictions across various types of inflation expectations,"
European Economic Review, Elsevier, vol. 146(C).
- Cornand Camille & Hubert Paul, 2022. "Information Frictions Across Various Types of Inflation Expectations," Working papers 873, Banque de France.
- Richard K. Crump & Stefano Eusepi & Andrea Tambalotti & Giorgio Topa, 2015.
"Subjective Intertemporal Substitution,"
Staff Reports
734, Federal Reserve Bank of New York.
- Stefano Eusepi & Giorgio Topa & Andrea Tambalotti & Richard Crump, 2016. "Subjective Intertemporal Substitution," 2016 Meeting Papers 83, Society for Economic Dynamics.
- Crump, Richard K. & Eusepi, Stefano & Tambalotti, Andrea & Topa, Giorgio, 2022. "Subjective intertemporal substitution," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 118-133.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
- Michael Ehrmann & Paul Hubert, 2022.
"Information Acquisition ahead of Monetary Policy Announcements,"
Working papers
897, Banque de France.
- Ehrmann, Michael & Hubert, Paul, 2022. "Information Acquisition ahead of Monetary Policy Announcements," CEPR Discussion Papers 17773, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Hubert, Paul, 2023. "Information acquisition ahead of monetary policy announcements," Working Paper Series 2770, European Central Bank.
- McNeil, James, 2023.
"Monetary policy and the term structure of inflation expectations with information frictions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Jmaes McNeil, 2020. "Monetary policy and the term structure of Inflation expectations with information frictions," Working Papers daleconwp2020-07, Dalhousie University, Department of Economics.
- Gabriel Caldas Montes & Igor Mendes Marcelino, 2023. "Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 937-956, July.
- An, Zidong & Zheng, Xinye, 2023. "Diligent forecasters can make accurate predictions despite disagreeing with the consensus," Economic Modelling, Elsevier, vol. 125(C).
- Tsiaplias, Sarantis, 2020. "Time-Varying Consumer Disagreement and Future Inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Benhima, Kenza & Poilly, Céline, 2020.
"Does demand noise matter? Identification and implications,"
CEPR Discussion Papers
14365, C.E.P.R. Discussion Papers.
- Benhima, Kenza & Poilly, Céline, 2021. "Does demand noise matter? Identification and implications," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 278-295.
- Kenza Benhima & Céline Poilly, 2021. "Does demand noise matter? Identification and implications," Post-Print hal-03173423, HAL.
- Gabriel Caldas Montes & Paulo Henrique Lourenço Luna, 2022. "Do fiscal opacity, fiscal impulse, and fiscal credibility affect disagreement about economic growth forecasts? Empirical evidence from Brazil considering the period of political instability and presid," Review of Development Economics, Wiley Blackwell, vol. 26(4), pages 2356-2393, November.
- Chini, Emilio Zanetti, 2023. "Can we estimate macroforecasters’ mis-behavior?," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
- Camille Cornand & Paul Hubert, 2021.
"Information frictions in inflation expectations among five types of economic agents,"
SciencePo Working papers Main
halshs-03351632, HAL.
- Camille Cornand & Paul Hubert, 2021. "Information frictions in inflation expectations among five types of economic agents," Working Papers 2116, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Camille Cornand & Paul Hubert, 2021. "Information frictions in inflation expectations among five types of economic agents," Working Papers halshs-03351632, HAL.
- Camille Cornand & Paul Hubert, 2022. "Information frictions in inflation expectations among five types of economic agents," Post-Print hal-03468918, HAL.
- Cao, Shuo & Crump, Richard K. & ,, 2020.
"Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates,"
CEPR Discussion Papers
15122, C.E.P.R. Discussion Papers.
- Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports 934, Federal Reserve Bank of New York.
- Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023.
"Rational Inattention: A Review,"
Journal of Economic Literature, American Economic Association, vol. 61(1), pages 226-273, March.
- Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023. "Rational Inattention: A Review," SciencePo Working papers Main hal-03878692, HAL.
- Maćkowiak, Bartosz & Matějka, Filip & Wiederholt, Mirko, 2021. "Rational inattention: a review," Working Paper Series 2570, European Central Bank.
- Mackowiak, Bartosz & Matějka, Filip & Wiederholt, Mirko, 2020. "Rational Inattention: A Review," CEPR Discussion Papers 15408, C.E.P.R. Discussion Papers.
- Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023. "Rational Inattention: A Review," Post-Print hal-03878692, HAL.
- Doina Chichernea & Kershen Huang & Alex Petkevich, 2019. "Does maturity matter? The case of treasury futures volume," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1301-1321, October.
- Alessandro Barbera & Dora Xia & Sonya Zhu, 2023. "The term structure of inflation forecasts disagreement and monetary policy transmission," BIS Working Papers 1114, Bank for International Settlements.
- Yongchen Zhao, 2022.
"Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
- Yongchen Zhao, 2021. "Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses," Working Papers 2021-03, Towson University, Department of Economics, revised Dec 2021.
- Yoosoon Chang & Fabio Gómez-Rodríguez & Mr. Gee Hee Hong, 2022. "The Effects of Economic Shocks on Heterogeneous Inflation Expectations," IMF Working Papers 2022/132, International Monetary Fund.
- Glas, Alexander, 2020. "Five dimensions of the uncertainty–disagreement linkage," International Journal of Forecasting, Elsevier, vol. 36(2), pages 607-627.
- Glas, Alexander & Heinisch, Katja, 2021. "Conditional macroeconomic forecasts: Disagreement, revisions and forecast errors," IWH Discussion Papers 7/2021, Halle Institute for Economic Research (IWH).
- Li, Huijing & Li, Hong & Lu, Lei & Theocharides, George & Xiong, Xiong, 2020. "Macro disagreement and international options markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
- Nathan Goldstein & Ben‐Zion Zilberfarb, 2023. "The closer we get, the better we are?," Economic Inquiry, Western Economic Association International, vol. 61(2), pages 364-376, April.
- Falck, E. & Hoffmann, M. & Hürtgen, P., 2021. "Disagreement about inflation expectations and monetary policy transmission," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 15-31.
- Lien, Donald & Sun, Yuchen & Zhang, Chengsi, 2021. "Uncertainty, confidence, and monetary policy in China," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1347-1358.
- Esady, Vania, 2022. "Real and nominal effects of monetary shocks under time-varying disagreement," Bank of England working papers 1007, Bank of England.
- Stephen J. Cole & Fabio Milani, 2020.
"Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning,"
CESifo Working Paper Series
8343, CESifo.
- Adrian, Tobias & Crump, Richard K. & Vogt, Erik, 2016.
"Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds,"
CEPR Discussion Papers
11401, C.E.P.R. Discussion Papers.
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2019. "Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds," Journal of Finance, American Finance Association, vol. 74(4), pages 1931-1973, August.
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2015. "Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds," Staff Reports 723, Federal Reserve Bank of New York.
Cited by:
- Chung, Chien-Ping & Liao, Tzu-Hsiang & Lee, Hsiu-Chuan, 2021. "Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
- Conrad, Christian & Stuermer, Karin, 2017. "On the economic determinants of optimal stock-bond portfolios: international evidence," Working Papers 0636, University of Heidelberg, Department of Economics.
- Liu, Xiaochun, 2017. "Unfolded risk-return trade-offs and links to Macroeconomic Dynamics," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 1-19.
- Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet, 2021. "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Economic Modelling, Elsevier, vol. 102(C).
- Tobias Adrian & Daniel Stackman & Erik Vogt, 2019.
"Global Price of Risk and Stabilization Policies,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 215-260, March.
- Adrian, Tobias & Vogt, Erik & Stackman, Daniel, 2019. "Global Price of Risk and Stabilization Policies," CEPR Discussion Papers 13435, C.E.P.R. Discussion Papers.
- Tobias Adrian & Daniel Stackman & Erik Vogt, 2016. "Global price of risk and stabilization policies," Staff Reports 786, Federal Reserve Bank of New York.
- Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S., 2021. "Asset pricing and FOMC press conferences," Journal of Banking & Finance, Elsevier, vol. 128(C).
- Richard K. Crump & Miro Everaert & Domenico Giannone & Sean Hundtofte, 2018.
"Changing Risk-Return Profiles,"
Staff Reports
850, Federal Reserve Bank of New York.
- Richard K. Crump & Domenico Giannone & Sean Hundtofte, 2018. "Changing Risk-Return Profiles," Liberty Street Economics 20181004, Federal Reserve Bank of New York.
- Tobias Adrian & Michael J. Fleming & Erik Vogt, 2017. "The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data," Staff Reports 827, Federal Reserve Bank of New York.
- He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022.
"Treasury inconvenience yields during the COVID-19 crisis,"
Journal of Financial Economics, Elsevier, vol. 143(1), pages 57-79.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," NBER Working Papers 27416, National Bureau of Economic Research, Inc.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," Working Papers 2020-79, Becker Friedman Institute for Research In Economics.
- Chiah, Mardy & Tian, Xiao & Zhong, Angel, 2022. "Lockdown and retail trading in the equity market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Naresh Bansal & Robert A. Connolly & Chris Stivers, 2022. "Beta and size equity premia following a high‐VIX threshold," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1491-1517, August.
- Janus, Jakub, 2022. "Cross-border flights to safe assets in bond markets: evidence from emerging market economies," MPRA Paper 113875, University Library of Munich, Germany.
- Lei, Heng & Xue, Minggao & Liu, Huiling & Ye, Jing, 2023. "Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing," Resources Policy, Elsevier, vol. 80(C).
- Shi, Huai-Long & Zhou, Wei-Xing, 2022. "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Joseph, Byrne & Sakemoto, Ryuta, 2020. "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper 99497, University Library of Munich, Germany.
- Mirco Rubin & Dario Ruzzi, 2020. "Equity Tail Risk in the Treasury Bond Market," Papers 2007.05933, arXiv.org.
- Xiang, Yun & He, Jiaxuan, 2022. "Pairs trading and asset pricing," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
- Adrian, Tobias & , & Shin, Hyun Song, 2016.
"Dynamic Leverage Asset Pricing,"
CEPR Discussion Papers
11466, C.E.P.R. Discussion Papers.
- Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013. "Dynamic Leverage Asset Pricing," Staff Reports 625, Federal Reserve Bank of New York.
- Zeng, Ting & Yang, Mengying & Shen, Yifan, 2020. "Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks," Economic Modelling, Elsevier, vol. 90(C), pages 209-220.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2018.
"Vulnerable Growth,"
Liberty Street Economics
20180409, Federal Reserve Bank of New York.
- Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016. "Vulnerable Growth," CEPR Discussion Papers 11583, C.E.P.R. Discussion Papers.
- Nina Boyarchenko & Domenico Giannone & Tobias Adrian, 2017. "Vulnerable Growth," 2017 Meeting Papers 1317, Society for Economic Dynamics.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Vulnerable Growth," American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016. "Vulnerable growth," Staff Reports 794, Federal Reserve Bank of New York.
- Daniel Andrei & Bruce Carlin & Michael Hasler, 2019. "Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles," Management Science, INFORMS, vol. 67(6), pages 2900-2923, June.
- Bansal, Naresh & Stivers, Chris, 2022. "Bond risk’s role in the equity risk-return tradeoff," Journal of Financial Markets, Elsevier, vol. 60(C).
- Petar Sabtchevsky & Paul Whelan & Andrea Vedolin & Philippe Mueller, 2017. "Variance Risk Premia on Stocks and Bonds," 2017 Meeting Papers 1161, Society for Economic Dynamics.
- Chan Joshua C.C. & Fry-McKibbin Renée A. & Hsiao Cody Yu-Ling, 2019. "A regime switching skew-normal model of contagion," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-24, February.
- Thomas M. Eisenbach & Gregory Phelan, 2022. "Fragility of Safe Asset Markets," Staff Reports 1026, Federal Reserve Bank of New York.
- Hassan, M. Kabir & Djajadikerta, Hadrian Geri & Choudhury, Tonmoy & Kamran, Muhammad, 2022. "Safe havens in Islamic financial markets: COVID-19 versus GFC," Global Finance Journal, Elsevier, vol. 54(C).
- Hsu, Chih-Hsiang & Lee, Hsiu-Chuan & Lien, Donald, 2020. "Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 600-621.
- Nakagawa, Kei & Sakemoto, Ryuta, 2022. "Market uncertainty and correlation between Bitcoin and Ether," Finance Research Letters, Elsevier, vol. 50(C).
- Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016.
"The Financial Stability Dark Side of Monetary Policy,"
BCAM Working Papers
1601, Birkbeck Centre for Applied Macroeconomics.
- Piergiorgio Alessandri & Antonio Maria Conti & Fabrizio Venditti, 2017. "The financial stability dark side of monetary policy," Temi di discussione (Economic working papers) 1121, Bank of Italy, Economic Research and International Relations Area.
- Richard K. Crump & Nikolay Gospodinov, 2019. "Deconstructing the yield curve," Staff Reports 884, Federal Reserve Bank of New York.
- Jorge M. Uribe, 2018. "“Scaling Down Downside Risk with Inter-Quantile Semivariances”," IREA Working Papers 201826, University of Barcelona, Research Institute of Applied Economics, revised Oct 2018.
- Faten Ben Bouheni & Hassan Obeid & Elena Margarint, 2022. "Nonperforming loan of European Islamic banks over the economic cycle," Annals of Operations Research, Springer, vol. 313(2), pages 773-808, June.
- Chen, Yu-Lun & Yang, J. Jimmy, 2021. "Trader positions in VIX futures," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 1-17.
- Venmans, Frank, 2021.
"The leverage anomaly in U.S. bank stock returns,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Venmans, Frank, 2021. "The leverage anomaly in U.S. bank stock returns," LSE Research Online Documents on Economics 111907, London School of Economics and Political Science, LSE Library.
- Jappelli, Ruggero & Lucke, Konrad & Pelizzon, Loriana, 2022. "Price and liquidity discovery in European sovereign bonds and futures," SAFE Working Paper Series 350, Leibniz Institute for Financial Research SAFE.
- Cheema, Muhammad A. & Faff, Robert & Szulczyk, Kenneth R., 2022. "The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Ana González-Urteaga & Belén Nieto & Gonzalo Rubio, 2022. "Spillover dynamics effects between risk-neutral equity and Treasury volatilities," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(4), pages 663-708, December.
- Mirco Rubin & Dario Ruzzi, 2020. "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers) 1311, Bank of Italy, Economic Research and International Relations Area.
- Lehnert, Thorsten, 2022. "Flight-to-safety and retail investor behavior," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Andrieș, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2021.
"The COVID-19 Pandemic and Sovereign Bond Risk,"
The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2020. "The COVID-19 Pandemic and Sovereign Bond Risk," Swiss Finance Institute Research Paper Series 20-42, Swiss Finance Institute.
- Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2021. "Quantile Risk–Return Trade-Off," JRFM, MDPI, vol. 14(6), pages 1-14, June.
- Byrne, Joseph P. & Sakemoto, Ryuta, 2021. "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Dennis Umlandt, 2020. "Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models," Working Paper Series 2020-06, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Kaminska, Iryna & Roberts-Sklar, Matt, 2015. "A global factor in variance risk premia and local bond pricing," Bank of England working papers 576, Bank of England.
- Semeyutin, Artur & Downing, Gareth, 2022. "Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Moench, Emanuel & Adrian, Tobias & Crump, Richard K., 2015.
"Regression Based Estimation of Dynamic Asset Pricing Models,"
CEPR Discussion Papers
10449, C.E.P.R. Discussion Papers.
- Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015. "Regression-based estimation of dynamic asset pricing models," Journal of Financial Economics, Elsevier, vol. 118(2), pages 211-244.
- Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York.
Cited by:
- Liao Zhu, 2021. "The Adaptive Multi-Factor Model and the Financial Market," Papers 2107.14410, arXiv.org, revised Aug 2021.
- Liao Zhu & Robert A. Jarrow & Martin T. Wells, 2020.
"Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model,"
Papers
2011.04171, arXiv.org, revised Apr 2021.
- Liao Zhu & Robert A. Jarrow & Martin T. Wells, 2021. "Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 1-30, December.
- Fernando M. Duarte & Carlo Rosa, 2015.
"The equity risk premium: a review of models,"
Economic Policy Review, Federal Reserve Bank of New York, issue 2, pages 39-57.
- Fernando M. Duarte & Carlo Rosa, 2015. "The equity risk premium: a review of models," Staff Reports 714, Federal Reserve Bank of New York.
- Claudio Borio & Piti Disyatat & Phurichai Rungcharoenkitkul, 2019.
"What anchors for the natural rate of interest?,"
BIS Working Papers
777, Bank for International Settlements.
- Claudio Borio & Piti Disyatat & Phurichai Rungcharoenkitkul, 2018. "What Anchors for the Natural Rate of Interest?," PIER Discussion Papers 98, Puey Ungphakorn Institute for Economic Research.
- Tobias Adrian & Daniel Stackman & Erik Vogt, 2019.
"Global Price of Risk and Stabilization Policies,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 215-260, March.
- Adrian, Tobias & Vogt, Erik & Stackman, Daniel, 2019. "Global Price of Risk and Stabilization Policies," CEPR Discussion Papers 13435, C.E.P.R. Discussion Papers.
- Tobias Adrian & Daniel Stackman & Erik Vogt, 2016. "Global price of risk and stabilization policies," Staff Reports 786, Federal Reserve Bank of New York.
- Smith, Simon C. & Timmermann, Allan, 2022. "Have risk premia vanished?," Journal of Financial Economics, Elsevier, vol. 145(2), pages 553-576.
- Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019.
"The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r,"
CEPR Discussion Papers
14201, C.E.P.R. Discussion Papers.
- Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," NBER Working Papers 26560, National Bureau of Economic Research, Inc.
- Peter Van Tassel, 2017.
"Global Variance Term Premia and Intermediary Risk Appetite,"
2017 Meeting Papers
149, Society for Economic Dynamics.
- Peter Van Tassel & Erik Vogt, 2016. "Global variance term premia and intermediary risk appetite," Staff Reports 789, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2023.
"Beta-Sorted Portfolios,"
Staff Reports
1068, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2022. "Beta-Sorted Portfolios," Papers 2208.10974, arXiv.org, revised Jul 2023.
- Nikolay Gospodinov, 2017. "Asset Co-movements: Features and Challenges," FRB Atlanta Working Paper 2017-11, Federal Reserve Bank of Atlanta.
- Joseph, Byrne & Sakemoto, Ryuta, 2020. "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper 99497, University Library of Munich, Germany.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018.
"Characteristic-Sorted Portfolios: Estimation and Inference,"
Papers
1809.03584, arXiv.org, revised Oct 2019.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016. "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports 788, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020. "Characteristic-Sorted Portfolios: Estimation and Inference," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
- Adrian, Tobias & , & Shin, Hyun Song, 2016.
"Dynamic Leverage Asset Pricing,"
CEPR Discussion Papers
11466, C.E.P.R. Discussion Papers.
- Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013. "Dynamic Leverage Asset Pricing," Staff Reports 625, Federal Reserve Bank of New York.
- Cai, Zongwu & Juhl, Ted, 2023. "The distribution of rolling regression estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1447-1463.
- Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan, 2019.
"Procyclical leverage in Europe and its role in asset pricing,"
Discussion Papers
10/2019, Deutsche Bundesbank.
- Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan, 2020. "Procyclical leverage in Europe and its role in asset pricing," Journal of International Money and Finance, Elsevier, vol. 107(C).
- Martin Pažický, 2021. "Predicting Recessions in Germany Using the German and the US Yield Curve," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 263-291, December.
- Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith, 2017.
"The Empirical Implications of the Interest-Rate Lower Bound,"
American Economic Review, American Economic Association, vol. 107(7), pages 1971-2006, July.
- Christopher J. Gust & Edward P. Herbst & J. David López-Salido & Matthew E. Smith, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," Finance and Economics Discussion Series 2012-83, Board of Governors of the Federal Reserve System (U.S.).
- Amit K. Sinha, 2021. "The reliability of geometric Brownian motion forecasts of S&P500 index values," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1444-1462, December.
- J. Benson Durham, 2013. "Arbitrage-free models of stocks and bonds," Staff Reports 656, Federal Reserve Bank of New York.
- Pinter, Gabor, 2018.
"Macroeconomic shocks and risk premia,"
LSE Research Online Documents on Economics
90370, London School of Economics and Political Science, LSE Library.
- Gabor Pinter, 2018. "Macroeconomic Shocks and Risk Premia," Discussion Papers 1812, Centre for Macroeconomics (CFM).
- Zongwu Cai & Ted Juhl, 2020. "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202218, University of Kansas, Department of Economics, revised Dec 2022.
- Bruce E. Hansen, 2018. "Johansen’s Reduced Rank Estimator Is GMM," Econometrics, MDPI, vol. 6(2), pages 1-9, May.
- Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2017. "Predicting Relative Returns," NBER Working Papers 23886, National Bureau of Economic Research, Inc.
- Richard T. Baillie & Fabio Calonaci & George Kapetanios, 2019. "Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model," Working Papers 879, Queen Mary University of London, School of Economics and Finance.
- Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2022. "The time-varying risk price of currency portfolios," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Ludovit Odor & Pavol Povala, 2016. "Risk Premiums in Slovak Government Bonds," Discussion Papers Discussion Paper No. 3/20, Council for Budget Responsibility.
- Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017. "The Time-Varying Risk Price of Currency Carry Trades," MPRA Paper 80788, University Library of Munich, Germany.
- Byrne, Joseph P. & Sakemoto, Ryuta, 2021. "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Sakemoto, Ryuta, 2019. "Currency carry trades and the conditional factor model," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 198-208.
- Dennis Umlandt, 2020. "Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models," Working Paper Series 2020-06, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Stefan Behrendt, 2017. "Low Long-Term Interest Rates - An alternative View," Jena Economics Research Papers 2017-001, Friedrich-Schiller-University Jena.
- Richard K. Crump & Stefano Eusepi & Andrea Tambalotti & Giorgio Topa, 2015.
"Subjective Intertemporal Substitution,"
Staff Reports
734, Federal Reserve Bank of New York.
- Crump, Richard K. & Eusepi, Stefano & Tambalotti, Andrea & Topa, Giorgio, 2022. "Subjective intertemporal substitution," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 118-133.
- Stefano Eusepi & Giorgio Topa & Andrea Tambalotti & Richard Crump, 2016. "Subjective Intertemporal Substitution," 2016 Meeting Papers 83, Society for Economic Dynamics.
Cited by:
- Luis Armona & Andreas Fuster & Basit Zafar, 2019.
"Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(4), pages 1371-1410.
- Luis Armona & Andreas Fuster & Basit Zafar, 2016. "Home price expectations and behavior: evidence from a randomized information experiment," Staff Reports 798, Federal Reserve Bank of New York.
- Francesco D’Acunto & Daniel Hoang & Maritta Paloviita & Michael Weber, 2019.
"IQ, Expectations, and Choice,"
NBER Working Papers
25496, National Bureau of Economic Research, Inc.
- Francesco D’Acunto & Daniel Hoang & Maritta Paloviita & Michael Weber, 2023. "IQ, Expectations, and Choice," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2292-2325.
- D'Acunto, Francesco & Hoang, Daniel & Paloviita, Maritta & Weber, Michael, 2019. "IQ, Expectations, and Choice," Bank of Finland Research Discussion Papers 2/2019, Bank of Finland.
- D'Acunto, Francesco & Hoang, Daniel & Paloviita, Maritta & Weber, Michael, 2019. "IQ, expectations, and choice," Working Paper Series in Economics 127, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Michael Weber & Yuriy Gorodnichenko & Olivier Coibion, 2023.
"The Expected, Perceived, and Realized Inflation of US Households Before and During the COVID19 Pandemic,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 326-368, March.
- Weber, Michael & Gorodnichenko, Yuriy, 2022. "The Expected, Perceived, and Realized Inflation of U.S. Households before and during the COVID19 Pandemic," CEPR Discussion Papers 16930, C.E.P.R. Discussion Papers.
- Michael Weber & Yuriy Gorodnichenko & Olivier Coibion, 2022. "The Expected, Perceived, and Realized Inflation of U.S. Households before and during the COVID19 Pandemic," NBER Working Papers 29640, National Bureau of Economic Research, Inc.
- Weber, Michael & Gorodnichenko, Yuriy & Coibion, Olivier, 2022. "The Expected, Perceived, and Realized Inflation of U.S. Households before and during the COVID-19 Pandemic," IZA Discussion Papers 15027, Institute of Labor Economics (IZA).
- Schlag, Christian & Thimme, Julian & Weber, Rüdiger, 2021. "Implied volatility duration: A measure for the timing of uncertainty resolution," Journal of Financial Economics, Elsevier, vol. 140(1), pages 127-144.
- Francesco D’Acunto & Ulrike Malmendier & Michael Weber, 2022.
"What Do the Data Tell Us About Inflation Expectations?,"
NBER Working Papers
29825, National Bureau of Economic Research, Inc.
- Weber, Michael & D'Acunto, Francesco & Malmendier, Ulrike M., 2022. "What Do the Data Tell Us About Inflation Expectations?," CEPR Discussion Papers 17094, C.E.P.R. Discussion Papers.
- Francesco D'Acunto & Ulrike M. Malmendier & Michael Weber & Michael Weber, 2022. "What Do the Data Tell Us about Inflation Expectations?," CESifo Working Paper Series 9602, CESifo.
- Djuric, Uros & Neugart, Michael, 2021.
"Helicopter money: survey evidence on expectation formation and consumption behaviour,"
Publications of Darmstadt Technical University, Institute for Business Studies (BWL)
117984, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Uros Djuric & Michael Neugart, 2021. "Helicopter money: survey evidence on expectation formation and consumption behaviour," Oxford Economic Papers, Oxford University Press, vol. 73(1), pages 273-294.
- Djuric, Uros & Neugart, Michael, 2017. "Helicopter money: survey evidence on expectation formation and consumption behavior," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168062, Verein für Socialpolitik / German Economic Association.
- Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
- Lena Dräger & Giang Nghiem, 2021.
"Are Consumers' Spending Decisions in Line with A Euler Equation?,"
The Review of Economics and Statistics, MIT Press, vol. 103(3), pages 580-596, July.
- Lena Dräger & Giang Nghiem, 2016. "Are Consumers’ Spending Decisions in Line With an Euler Equation?," Working Papers 1802, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 26 Jan 2018.
- D'Acunto, Francesco & Hoang, Daniel & Paloviita, Maritta & Weber, Michael, 2019.
"Human frictions in the transmission of economic policy,"
Working Paper Series in Economics
128, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- D'Acunto, Francesco & Hoang, Daniel & Paloviita, Maritta & Weber, Michael, 2021. "Human frictions in the transmission of economic policy," Bank of Finland Research Discussion Papers 12/2021, Bank of Finland.
- Francesco D'Acunto & Daniel Hoang & Maritta Paloviita & Michael Weber, 2019. "Human Frictions to the Transmission of Economic Policy," 2019 Meeting Papers 339, Society for Economic Dynamics.
- Coibion, Olivier & Gorodnichenko, Yuriy & Ropele, Tiziano, 2018.
"Inflation Expectations and Firm Decisions: New Causal Evidence,"
IZA Discussion Papers
12037, Institute of Labor Economics (IZA).
- Olivier Coibion & Yuriy Gorodnichenko & Tiziano Ropele, 2020. "Inflation Expectations and Firm Decisions: New Causal Evidence," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(1), pages 165-219.
- Coibion, Olivier & Gorodnichenko, Yuriy & Ropele, Tiziano, 2019. "Inflation Expectations and Firms’ Decisions: New Causal Evidence," Department of Economics, Working Paper Series qt71v7h37f, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Olivier Coibion & Yuriy Gorodnichenko & Tiziano Ropele, 2019. "Inflation expectations and firms’ decisions: new causal evidence," Temi di discussione (Economic working papers) 1219, Bank of Italy, Economic Research and International Relations Area.
- Coibion, Olivier & Gorodnichenko, Yuriy & Ropele, Tiziano, 2022. "Inflation Expectations and Firm Decisions: New Causal Evidence," Department of Economics, Working Paper Series qt54f0k77k, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Olivier Coibion & Yuriy Gorodnichenko & Tiziano Ropele, 2018. "Inflation Expectations and Firm Decisions: New Causal Evidence," NBER Working Papers 25412, National Bureau of Economic Research, Inc.
- D'Acunto, Francesco & Hoang, Daniel & Weber, Michael, 2021.
"Managing households' expectations with unconventional policies,"
Working Paper Series in Economics
148, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Francesco D’Acunto & Daniel Hoang & Michael Weber, 2022. "Managing Households’ Expectations with Unconventional Policies," The Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 1597-1642.
- Francesco D’Acunto & Daniel Hoang & Michael Weber, 2020. "Managing Households' Expectations with Unconventional Policies," NBER Working Papers 27399, National Bureau of Economic Research, Inc.
- Luo, Yulei & Nie, Jun & Wang, Gaowang & Young, Eric, 2017.
"Rational Inattention and the Dynamics of Consumption and Wealth in General Equilibrium,"
MPRA Paper
80045, University Library of Munich, Germany.
- Luo, Yulei & Nie, Jun & Wang, Gaowang & Young, Eric R., 2017. "Rational inattention and the dynamics of consumption and wealth in general equilibrium," Journal of Economic Theory, Elsevier, vol. 172(C), pages 55-87.
- Francesco D'Acunto & Daniel Hoang & Michael Weber & Michael Weber, 2016. "Unconventional Fiscal Policy, Inflation Expectations, and Consumption Expenditure," CESifo Working Paper Series 5793, CESifo.
- Francesco D'Acunto & Daniel Hoang & Michael Weber, 2018.
"Unconventional Fiscal Policy,"
AEA Papers and Proceedings, American Economic Association, vol. 108, pages 519-523, May.
- Francesco D'Acunto & Daniel Hoang & Michael Weber & Michael Weber, 2018. "Unconventional Fiscal Policy," CESifo Working Paper Series 6862, CESifo.
- Francesco D’Acunto & Daniel Hoang & Michael Weber, 2018. "Unconventional Fiscal Policy," NBER Working Papers 24244, National Bureau of Economic Research, Inc.
- D'Acunto, Francesco & Hoang, Daniel & Weber, Michael, 2018. "Unconventional fiscal policy," Working Paper Series in Economics 114, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Francesco D’Acunto & Daniel Hoang & Michael Weber, 2017.
"The Effect of Unconventional Fiscal Policy on Consumption Expenditure,"
ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 15(01), pages 09-11, April.
- Francesco D’Acunto & Daniel Hoang & Michael Weber, 2016. "The Effect of Unconventional Fiscal Policy on Consumption Expenditure," NBER Working Papers 22563, National Bureau of Economic Research, Inc.
- Francesco D'Acunto & Daniel Hoang & Michael Weber & Michael Weber, 2016. "The Effect of Unconventional Fiscal Policy on Consumption Expenditure," CESifo Working Paper Series 6059, CESifo.
- D'Acunto, Francesco & Hoang, Daniel & Weber, Michael, 2016. "The effect of unconventional fiscal policy on consumption expenditure," Working Paper Series in Economics 94, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Olivier Coibion & Dimitris Georgarakos & Yuriy Gorodnichenko & Geoff Kenny & Michael Weber, 2021.
"The Effect of Macroeconomic Uncertainty on Household Spending,"
NBER Working Papers
28625, National Bureau of Economic Research, Inc.
- Gorodnichenko, Yuriy & Georgarakos, Dimitris & Kenny, Geoff & Weber, Michael, 2021. "The Effect of Macroeconomic Uncertainty on Household Spending," CEPR Discussion Papers 15966, C.E.P.R. Discussion Papers.
- Coibion, Olivier & Georgarakos, Dimitris & Gorodnichenko, Yuriy & Kenny, Geoff & Weber, Michael, 2021. "The Effect of Macroeconomic Uncertainty on Household Spending," IZA Discussion Papers 14213, Institute of Labor Economics (IZA).
- Olivier Coibion & Dimitris Georgarakos & Yuriy Gorodnichenko & Geoff Kenny & Michael Weber, 2024. "The Effect of Macroeconomic Uncertainty on Household Spending," American Economic Review, American Economic Association, vol. 114(3), pages 645-677, March.
- Coibion, Olivier & Georgarakos, Dimitris & Gorodnichenko, Yuriy & Kenny, Geoff & Weber, Michael, 2021. "The effect of macroeconomic uncertainty on household spending," Working Paper Series 2557, European Central Bank.
- Niizeki, Takeshi & Hori, Masahiro, 2023. "Inflation expectations and household expenditure: Evidence from pseudo-panel data in Japan," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 308-324.
- Lena Dräger & Michael J. Lamla & Michael Lamla, 2023.
"Consumers' Macroeconomic Expectations,"
CESifo Working Paper Series
10709, CESifo.
- Dräger, Lena & Lamla, Michael J., 2023. "Consumers' Macroeconomic Expectations," Hannover Economic Papers (HEP) dp-714, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Mengus, Eric & Andrade, Philippe & Gautier, Erwan, 2020.
"What Matters in Households' Inflation Expectations?,"
CEPR Discussion Papers
14905, C.E.P.R. Discussion Papers.
- Andrade, Philippe & Gautier, Erwan & Mengus, Eric, 2023. "What matters in households’ inflation expectations?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 50-68.
- Philippe Andrade & Erwan Gautier & Eric Mengus, 2021. "What Matters in Households' Inflation Expectations?," CESifo Working Paper Series 9005, CESifo.
- Philippe Andrade & Erwan Gautier & Eric Mengus, 2020. "What Matters in Households’ Inflation Expectations?," Working papers 770, Banque de France.
- Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2023. "How Do Supply Shocks to Inflation Generalize? Evidence from the Pandemic Era in Europe," NBER Working Papers 31790, National Bureau of Economic Research, Inc.
- Yuliya Rychalovska & Sergey Slobodyan & Rafael Wouters, 2023. "Professional Survey Forecasts and Expectations in DSGE Models," CERGE-EI Working Papers wp766, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
- Luo, Yulei & Nie, Jun & Wang, Haijun, 2022. "Ignorance, pervasive uncertainty, and household finance," Journal of Economic Theory, Elsevier, vol. 199(C).
- Dräger, Lena, 2023.
"Central Bank Communication with the General Public,"
Hannover Economic Papers (HEP)
dp-713, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lena Dräger, 2023. "Central Bank Communication with the General Public," CESifo Working Paper Series 10713, CESifo.
- Striani, Fabrizio, 2023. "Life-cycle consumption and life insurance: Empirical evidence from Italian Survey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 619(C).
- David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org.
- Michal Marencak, 2023. "State-dependent inflation expectations and consumption choices," Working and Discussion Papers WP 10/2023, Research Department, National Bank of Slovakia.
- Euiyoung Jung, 2021. "Rigid Wages, Endogenous Job Destruction, and Destabilizing Spirals," Working Papers halshs-03213006, HAL.
- Olivier Armantier & Gizem Koşar & Rachel Pomerantz & Daphne Skandalis & Kyle Smith & Giorgio Topa & Wilbert Van der Klaauw, 2020.
"How Economic Crises Affect Inflation Beliefs: Evidence from the COVID-19 Pandemic,"
Staff Reports
949, Federal Reserve Bank of New York.
- Armantier, Olivier & Koşar, Gizem & Pomerantz, Rachel & Skandalis, Daphné & Smith, Kyle & Topa, Giorgio & van der Klaauw, Wilbert, 2021. "How economic crises affect inflation beliefs: Evidence from the Covid-19 pandemic," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 443-469.
- Duca, Ioana A. & Kenny, Geoff & Reuter, Andreas, 2018.
"Inflation expectations, consumption and the lower bound: micro evidence from a large euro area survey,"
Working Paper Series
2196, European Central Bank.
- Ioana A. Duca & Geoff Kenny & Andreas Reuter, 2019. "Inflation Expectations, Consumption and the Lower Bound: Micro Evidence from a Large Euro Area Survey," European Economy - Discussion Papers 092, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Cato, Misina & Schmidt, Tobias, 2023. "Households' expectations and regional COVID-19 dynamics," Discussion Papers 02/2023, Deutsche Bundesbank.
- Dietrich, Alexander M., 2023. "Consumption categories, household attention, and inflation expectations: Implications for optimal monetary policy," University of Tübingen Working Papers in Business and Economics 157, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- P. Andrade & R. Crump & S. Eusepi & E. Moench, 2014.
"Fundamental disagreement,"
Working papers
524, Banque de France.
- Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2016. "Fundamental disagreement," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 106-128.
- Philippe Andrade & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2013. "Fundamental disagreement," Staff Reports 655, Federal Reserve Bank of New York.
Cited by:
- Stephen J. Cole & Fabio Milani, 2020.
"Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning,"
CESifo Working Paper Series
8343, CESifo.
- Cole, Stephen J. & Milani, Fabio, 2021. "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," Working Papers and Research 2021-05, Marquette University, Center for Global and Economic Studies and Department of Economics.
- Stephen J. Cole & Fabio Milani, 2020. "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," Working Papers 192005, University of California-Irvine, Department of Economics.
- Cole, Stephen J. & Milani, Fabio, 2021. "Heterogeneity in individual expectations, sentiment, and constant-gain learning," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 627-650.
- Park, Sunjin, 2022. "Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium," Journal of Banking & Finance, Elsevier, vol. 136(C).
- Sebastian Link & Andreas Peichl & Christopher Roth & Johannes Wohlfart, 2023.
"Attention to the Macroeconomy,"
CESifo Working Paper Series
10858, CESifo.
- Sebastian Link & Andreas Peichl & Christopher Roth & Johannes Wohlfart, 2023. "Attention to the Macroeconomy," ECONtribute Discussion Papers Series 256, University of Bonn and University of Cologne, Germany.
- Zidong An & Salem Abo‐Zaid & Xuguang Simon Sheng, 2023. "Inattention and the impact of monetary policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 623-643, June.
- Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam, 2022.
"Perceptions about Monetary Policy,"
CESifo Working Paper Series
10182, CESifo.
- Bauer, Michael D. & Pflueger, Carolin E. & Sunderam, Adi, 2022. "Perceptions about monetary policy," IMFS Working Paper Series 176, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17758, C.E.P.R. Discussion Papers.
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17574, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023. "Perceptions about Monetary Policy," Working Paper Series 2023-31, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," NBER Working Papers 30480, National Bureau of Economic Research, Inc.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2021.
"The Transmission of Monetary Policy Shocks,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(3), pages 74-107, July.
- Ricco, Giovanni & Miranda-Agrippino, Silvia, 2018. "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers 13396, C.E.P.R. Discussion Papers.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," Economic Research Papers 269310, University of Warwick - Department of Economics.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2017. "The transmission of monetary policy shocks," Documents de Travail de l'OFCE 2017-15, Observatoire Francais des Conjonctures Economiques (OFCE).
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," LSE Research Online Documents on Economics 86163, London School of Economics and Political Science, LSE Library.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," The Warwick Economics Research Paper Series (TWERPS) 1136, University of Warwick, Department of Economics.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2015. "The Transmission of Monetary Policy Shocks," Discussion Papers 1711, Centre for Macroeconomics (CFM), revised Feb 2017.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," Bank of England working papers 657, Bank of England.
- Beqiraj Elton & Di Bartolomeo Giovanni & Di Pietro Marco, 2017.
"Beliefs formation and the puzzle of forward guidance power,"
wp.comunite
00131, Department of Communication, University of Teramo.
- Di Bartolomeo, Giovanni & Beqiraj, Elton & Di Pietro, Marco, 2017. "Beliefs formation and the puzzle of forward guidance power," EconStor Preprints 175198, ZBW - Leibniz Information Centre for Economics.
- Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco, 2019. "Beliefs formation and the puzzle of forward guidance power," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 20-32.
- Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017.
"Inattention in individual expectations,"
Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(1), pages 40-59.
- Cordeiro, Yara de Almeida Campos & Gaglianone, Wagner Piazza & Issler, João Victor, 2016. "Inattention in individual expectations," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 776, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2015. "Inattention in Individual Expectations," Working Papers Series 395, Central Bank of Brazil, Research Department.
- Dovern, Jonas, 2014. "A Multivariate Analysis of Forecast Disagreement: Confronting Models of Disagreement with SPF Data," Working Papers 0571, University of Heidelberg, Department of Economics.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021.
"Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity,"
Working Papers
2021-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 29-50, Emerald Group Publishing Limited.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2020. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 8810, CESifo.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 5468, CESifo.
- Czudaj, Robert L., 2022.
"Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data,"
European Economic Review, Elsevier, vol. 143(C).
- Robert L. Czudaj, 2021. "Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data," Chemnitz Economic Papers 050, Department of Economics, Chemnitz University of Technology, revised Sep 2021.
- Mustafa Bulut & Hatice Gokce Karasoy, 2016.
"Para Politikasi Belirsizligi Altinda Aktarim Mekanizmasi : Turkiye ornegi,"
CBT Research Notes in Economics
1621, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Bulut, Mustafa & Karasoy, Hatice Gökçe, 2016. "Para Politikası Belirsizliği Altında Aktarım Mekanizması: Türkiye Örneği [Transmission Mechanism Under Monetary Policy Uncertainty: The Case of Turkey]," MPRA Paper 71215, University Library of Munich, Germany.
- Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2015.
"Models, Inattention and Expectation Updates,"
Discussion Papers
1602, Centre for Macroeconomics (CFM).
- Giacomini, Raffaella & Skreta, Vasiliki & Turen, Javier, 2016. "Models, inattention and expectation updates," LSE Research Online Documents on Economics 86245, London School of Economics and Political Science, LSE Library.
- Skreta, Vasiliki & Giacomini, Raffaella & Turén, Javier, 2015. "Models, Inattention and Expectation Updates," CEPR Discussion Papers 11004, C.E.P.R. Discussion Papers.
- Kuang, Pei & Tang, Li & Zhang, Renbin & Zhang, Tongbin, 2022. "Forecast disagreement about long-run macroeconomic relationships," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 371-387.
- Ou, Shengliang & Zhang, Donghai & Zhang, Renbin, 2021. "Information frictions, monetary policy, and the paradox of price flexibility," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 70-82.
- Cornand, Camille & Hubert, Paul, 2022.
"Information frictions across various types of inflation expectations,"
European Economic Review, Elsevier, vol. 146(C).
- Cornand Camille & Hubert Paul, 2022. "Information Frictions Across Various Types of Inflation Expectations," Working papers 873, Banque de France.
- Richard K. Crump & Stefano Eusepi & Andrea Tambalotti & Giorgio Topa, 2015.
"Subjective Intertemporal Substitution,"
Staff Reports
734, Federal Reserve Bank of New York.
- Stefano Eusepi & Giorgio Topa & Andrea Tambalotti & Richard Crump, 2016. "Subjective Intertemporal Substitution," 2016 Meeting Papers 83, Society for Economic Dynamics.
- Crump, Richard K. & Eusepi, Stefano & Tambalotti, Andrea & Topa, Giorgio, 2022. "Subjective intertemporal substitution," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 118-133.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
- Jonas Dovern & Matthias Hartmann, 2017.
"Forecast performance, disagreement, and heterogeneous signal-to-noise ratios,"
Empirical Economics, Springer, vol. 53(1), pages 63-77, August.
- Hartmann, Matthias & Dovern, Jonas, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change 145925, Verein für Socialpolitik / German Economic Association.
- Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
- Pedersen, Michael, 2019. "Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1100-1107.
- Philippe Andrade & Gaetano Gaballo & Eric Mengus & Benoît Mojon, 2019.
"Forward Guidance and Heterogeneous Beliefs,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(3), pages 1-29, July.
- Philippe Andrade & Gaetano Gaballo & Eric Mengus & Benoit Mojon, 2018. "Forward guidance and heterogeneous beliefs," BIS Working Papers 750, Bank for International Settlements.
- Andrade, Philippe & Gaballo, Gaetano & Mengus, Eric & Mojon, Benoît, 2016. "Forward Guidance and Heterogeneous Beliefs," HEC Research Papers Series 1192, HEC Paris.
- Gaetano Gaballo & Eric Mengus & Benoït Mojon & Philippe Andrade, 2016. "Forward guidance and heterogenous beliefs," 2016 Meeting Papers 1182, Society for Economic Dynamics.
- Gaballo, Gaetano & Andrade, Philippe & Mengus, Eric & Mojon, Benoit, 2018. "Forward Guidance and Heterogeneous Beliefs," CEPR Discussion Papers 12650, C.E.P.R. Discussion Papers.
- P. Andrade & G. Gaballo & E. Mengus & B. Mojon, 2015. "Forward Guidance and Heterogeneous Beliefs," Working papers 573, Banque de France.
- Michael Ehrmann & Paul Hubert, 2022.
"Information Acquisition ahead of Monetary Policy Announcements,"
Working papers
897, Banque de France.
- Ehrmann, Michael & Hubert, Paul, 2022. "Information Acquisition ahead of Monetary Policy Announcements," CEPR Discussion Papers 17773, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Hubert, Paul, 2023. "Information acquisition ahead of monetary policy announcements," Working Paper Series 2770, European Central Bank.
- McNeil, James, 2023.
"Monetary policy and the term structure of inflation expectations with information frictions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Jmaes McNeil, 2020. "Monetary policy and the term structure of Inflation expectations with information frictions," Working Papers daleconwp2020-07, Dalhousie University, Department of Economics.
- Gabriel Caldas Montes & Igor Mendes Marcelino, 2023. "Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 937-956, July.
- An, Zidong & Zheng, Xinye, 2023. "Diligent forecasters can make accurate predictions despite disagreeing with the consensus," Economic Modelling, Elsevier, vol. 125(C).
- Tsiaplias, Sarantis, 2020. "Time-Varying Consumer Disagreement and Future Inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Benhima, Kenza & Poilly, Céline, 2020.
"Does demand noise matter? Identification and implications,"
CEPR Discussion Papers
14365, C.E.P.R. Discussion Papers.
- Benhima, Kenza & Poilly, Céline, 2021. "Does demand noise matter? Identification and implications," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 278-295.
- Kenza Benhima & Céline Poilly, 2021. "Does demand noise matter? Identification and implications," Post-Print hal-03173423, HAL.
- Marcello Pericoli & Giovanni Veronese, 2015. "Forecaster heterogeneity, surprises and financial markets," Temi di discussione (Economic working papers) 1020, Bank of Italy, Economic Research and International Relations Area.
- Elisabeth Falck & Mathias Hoffmann & Patrick Hürtgen, 2018.
"Disagreement and Monetary Policy,"
2018 Meeting Papers
655, Society for Economic Dynamics.
- Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
- Leonardo Melosi, 2016.
"Signaling Effects of Monetary Policy,"
Working Paper Series
WP-2016-14, Federal Reserve Bank of Chicago.
- Leonardo Melosi, 2013. "Signaling Effects of Monetary Policy," PIER Working Paper Archive 13-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Leonardo Melosi, 2017. "Signalling Effects of Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 853-884.
- Leonardo Melosi, 2012. "Signaling effects of monetary policy," Working Paper Series WP-2012-05, Federal Reserve Bank of Chicago.
- Michael Clements, 2016. "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2016-08, Henley Business School, University of Reading.
- Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016.
"The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis,"
Journal of Monetary Economics, Elsevier, vol. 81(C), pages 25-43.
- Adrian Buss & Bernard Dumas & Raman Uppal & Grigory Vilkov, 2016. "The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis," Carlo Alberto Notebooks 449, Collegio Carlo Alberto.
- Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016. "The intended and unintended consequences of financial-market regulations: A general equilibrium analysis," SAFE Working Paper Series 124, Leibniz Institute for Financial Research SAFE.
- Cimadomo, Jacopo & Callegari, Giovanni & Ricco, Giovanni, 2016.
"Signals from the government: policy disagreement and the transmission of fiscal shocks,"
Working Paper Series
1964, European Central Bank.
- Ricco, Giovanni & Callegari, Giovanni & Cimadomo, Jacopo, 2016. "Signals from the government: Policy disagreement and the transmission of fiscal shocks," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 107-118.
- Gabriel Caldas Montes & Paulo Henrique Lourenço Luna, 2022. "Do fiscal opacity, fiscal impulse, and fiscal credibility affect disagreement about economic growth forecasts? Empirical evidence from Brazil considering the period of political instability and presid," Review of Development Economics, Wiley Blackwell, vol. 26(4), pages 2356-2393, November.
- Gaurav Kumar Singh & Tathagata Bandyopadhyay, 2024. "Determinants of disagreement: Learning from inflation expectations survey of households," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 326-343, March.
- Chini, Emilio Zanetti, 2023. "Can we estimate macroforecasters’ mis-behavior?," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
- Camille Cornand & Paul Hubert, 2021.
"Information frictions in inflation expectations among five types of economic agents,"
SciencePo Working papers Main
halshs-03351632, HAL.
- Camille Cornand & Paul Hubert, 2021. "Information frictions in inflation expectations among five types of economic agents," Working Papers 2116, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Camille Cornand & Paul Hubert, 2021. "Information frictions in inflation expectations among five types of economic agents," Working Papers halshs-03351632, HAL.
- Camille Cornand & Paul Hubert, 2022. "Information frictions in inflation expectations among five types of economic agents," Post-Print hal-03468918, HAL.
- Conrad, Christian & Lahiri, Kajal, 2023. "Heterogeneous expectations among professional forecasters," ZEW Discussion Papers 23-062, ZEW - Leibniz Centre for European Economic Research.
- Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023.
"Rational Inattention: A Review,"
Journal of Economic Literature, American Economic Association, vol. 61(1), pages 226-273, March.
- Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023. "Rational Inattention: A Review," SciencePo Working papers Main hal-03878692, HAL.
- Maćkowiak, Bartosz & Matějka, Filip & Wiederholt, Mirko, 2021. "Rational inattention: a review," Working Paper Series 2570, European Central Bank.
- Mackowiak, Bartosz & Matějka, Filip & Wiederholt, Mirko, 2020. "Rational Inattention: A Review," CEPR Discussion Papers 15408, C.E.P.R. Discussion Papers.
- Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023. "Rational Inattention: A Review," Post-Print hal-03878692, HAL.
- Cao, Shuo & Crump, Richard K. & ,, 2020.
"Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates,"
CEPR Discussion Papers
15122, C.E.P.R. Discussion Papers.
- Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports 934, Federal Reserve Bank of New York.
- Dovern, Jonas, 2015. "A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data," European Economic Review, Elsevier, vol. 80(C), pages 16-35.
- Doina Chichernea & Kershen Huang & Alex Petkevich, 2019. "Does maturity matter? The case of treasury futures volume," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1301-1321, October.
- Sushant Acharya, 2014.
"Costly information, planning complementarities and the Phillips Curve,"
Staff Reports
698, Federal Reserve Bank of New York.
- Sushant Acharya, 2017. "Costly Information, Planning Complementarities, and the Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 823-850, June.
- Hoffmann, Mathias & Hürtgen, Patrick, 2016.
"Inflation expectations, disagreement, and monetary policy,"
Discussion Papers
31/2016, Deutsche Bundesbank.
- Hoffmann, Mathias & Hürtgen, Patrick, 2016. "Inflation expectations, disagreement, and monetary policy," Economics Letters, Elsevier, vol. 146(C), pages 59-63.
- Lena Dräger & Michael J. Lamla, 2015.
"Disagreement à la Taylor: Evidence from Survey Microdata,"
Macroeconomics and Finance Series
201503, University of Hamburg, Department of Socioeconomics.
- Lena Draeger & Michael J. Lamla, 2015. "Disagreement à la Taylor: Evidence from Survey Microdata," KOF Working papers 15-380, KOF Swiss Economic Institute, ETH Zurich.
- Mengus, Eric & Andrade, Philippe & Gautier, Erwan, 2020.
"What Matters in Households' Inflation Expectations?,"
CEPR Discussion Papers
14905, C.E.P.R. Discussion Papers.
- Andrade, Philippe & Gautier, Erwan & Mengus, Eric, 2023. "What matters in households’ inflation expectations?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 50-68.
- Philippe Andrade & Erwan Gautier & Eric Mengus, 2021. "What Matters in Households' Inflation Expectations?," CESifo Working Paper Series 9005, CESifo.
- Philippe Andrade & Erwan Gautier & Eric Mengus, 2020. "What Matters in Households’ Inflation Expectations?," Working papers 770, Banque de France.
- Alessandro Barbera & Dora Xia & Sonya Zhu, 2023. "The term structure of inflation forecasts disagreement and monetary policy transmission," BIS Working Papers 1114, Bank for International Settlements.
- Yongchen Zhao, 2022.
"Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
- Yongchen Zhao, 2021. "Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses," Working Papers 2021-03, Towson University, Department of Economics, revised Dec 2021.
- Junichi Kikuchi & Yoshiyuki Nakazono, 2020.
"The Formation of Inflation Expectations: Micro-data Evidence from Japan,"
Working Papers
e144, Tokyo Center for Economic Research.
- Junichi Kikuchi & Yoshiyuki Nakazono, 2023. "The Formation of Inflation Expectations: Microdata Evidence from Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1609-1632, September.
- Yoosoon Chang & Fabio Gómez-Rodríguez & Mr. Gee Hee Hong, 2022. "The Effects of Economic Shocks on Heterogeneous Inflation Expectations," IMF Working Papers 2022/132, International Monetary Fund.
- Saskia ter Ellen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2016.
"Agreeing on disagreement: heterogeneity or uncertainty?,"
Working Paper
2016/4, Norges Bank.
- ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2019. "Agreeing on disagreement: Heterogeneity or uncertainty?," Journal of Financial Markets, Elsevier, vol. 44(C), pages 17-30.
- Daniel Andrei & Bruce Carlin & Michael Hasler, 2014. "Model Disagreement and Economic Outlook," NBER Working Papers 20190, National Bureau of Economic Research, Inc.
- Glas, Alexander, 2020. "Five dimensions of the uncertainty–disagreement linkage," International Journal of Forecasting, Elsevier, vol. 36(2), pages 607-627.
- Beckmann, Joscha & Reitz, Stefan, 2018.
"Information Rigidities and Exchange Rate Expectations,"
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy
181628, Verein für Socialpolitik / German Economic Association.
- Beckmann, Joscha & Reitz, Stefan, 2020. "Information rigidities and exchange rate expectations," Journal of International Money and Finance, Elsevier, vol. 105(C).
- Montes, Gabriel Caldas & Luna, Paulo Henrique, 2018. "Discretionary fiscal policy and disagreement in expectations about fiscal variables empirical evidence from Brazil," Economic Modelling, Elsevier, vol. 73(C), pages 100-116.
- G. C. Montes & L. V. Oliveira & A. Curi & R. T. F. Nicolay, 2016. "Effects of transparency, monetary policy signalling and clarity of central bank communication on disagreement about inflation expectations," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 590-607, February.
- Šauer, Radek, 2016. "The imperfect-common-knowledge Phillips curve: Calvo versus Rotemberg," Discussion Papers 50/2016, Deutsche Bundesbank.
- Glas, Alexander & Heinisch, Katja, 2021. "Conditional macroeconomic forecasts: Disagreement, revisions and forecast errors," IWH Discussion Papers 7/2021, Halle Institute for Economic Research (IWH).
- Li, Huijing & Li, Hong & Lu, Lei & Theocharides, George & Xiong, Xiong, 2020. "Macro disagreement and international options markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
- Travis J. Berge & Andrew C. Chang & Nitish R. Sinha, 2019.
"Evaluating the Conditionality of Judgmental Forecasts,"
Finance and Economics Discussion Series
2019-002, Board of Governors of the Federal Reserve System (U.S.).
- Berge, Travis J. & Chang, Andrew C. & Sinha, Nitish R., 2019. "Evaluating the conditionality of judgmental forecasts," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1627-1635.
- Gabriel Caldas Montes & Tatiana Acar, 2018. "Fiscal credibility and disagreement in expectations about inflation: evidence for Brazil," Economics Bulletin, AccessEcon, vol. 38(2), pages 826-843.
- Smietanka, Pawel & Bloom, Nicholas & Mizen, Paul, 2018. "Business investment, cash holding and uncertainty since the Great Financial Crisis," Bank of England working papers 753, Bank of England.
- Montes, Gabriel Caldas & Acar, Tatiana, 2020. "Fiscal credibility, target revisions and disagreement in expectations about fiscal results," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 38-58.
- Montes, Gabriel Caldas & Nicolay, Rodolfo Tomás da Fonseca & Acar, Tatiana, 2019. "Do fiscal communication and clarity of fiscal announcements affect public debt uncertainty? Evidence from Brazil," Journal of Economics and Business, Elsevier, vol. 103(C), pages 38-60.
- Tatjana Dahlhaus & Tatevik Sekhposyan, 2018. "Monetary Policy Uncertainty: A Tale of Two Tails," Staff Working Papers 18-50, Bank of Canada.
- Gunda-Alexandra Detmers, 2016. "Forward Guidance under Disagreement - Evidence from the Fed's Dot Projections," SFB 649 Discussion Papers SFB649DP2016-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Nathan Goldstein & Ben‐Zion Zilberfarb, 2023. "The closer we get, the better we are?," Economic Inquiry, Western Economic Association International, vol. 61(2), pages 364-376, April.
- Falck, E. & Hoffmann, M. & Hürtgen, P., 2021. "Disagreement about inflation expectations and monetary policy transmission," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 15-31.
- Lien, Donald & Sun, Yuchen & Zhang, Chengsi, 2021. "Uncertainty, confidence, and monetary policy in China," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1347-1358.
- Esady, Vania, 2022. "Real and nominal effects of monetary shocks under time-varying disagreement," Bank of England working papers 1007, Bank of England.
- Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench, 2014.
"Treasury Term Premia: 1961-Present,"
Liberty Street Economics
20140512, Federal Reserve Bank of New York.
Cited by:
- Passmore, Stuart Wayne & von Hafften, Alexander H., 2020. "Financing affordable and sustainable homeownership with Fixed-COFI mortgages," Regional Science and Urban Economics, Elsevier, vol. 80(C).
- Stefano Eusepi & Richard Crump & Emanuel Moench & Philippe Andrade, 2014.
"Noisy Information and Fundamental Disagreement,"
2014 Meeting Papers
797, Society for Economic Dynamics.
Cited by:
- Pedersen, Michael, 2019. "Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1100-1107.
- Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016.
"The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis,"
Journal of Monetary Economics, Elsevier, vol. 81(C), pages 25-43.
- Adrian Buss & Bernard Dumas & Raman Uppal & Grigory Vilkov, 2016. "The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis," Carlo Alberto Notebooks 449, Collegio Carlo Alberto.
- Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016. "The intended and unintended consequences of financial-market regulations: A general equilibrium analysis," SAFE Working Paper Series 124, Leibniz Institute for Financial Research SAFE.
- Cimadomo, Jacopo & Callegari, Giovanni & Ricco, Giovanni, 2016.
"Signals from the government: policy disagreement and the transmission of fiscal shocks,"
Working Paper Series
1964, European Central Bank.
- Ricco, Giovanni & Callegari, Giovanni & Cimadomo, Jacopo, 2016. "Signals from the government: Policy disagreement and the transmission of fiscal shocks," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 107-118.
- Hoffmann, Mathias & Hürtgen, Patrick, 2016.
"Inflation expectations, disagreement, and monetary policy,"
Discussion Papers
31/2016, Deutsche Bundesbank.
- Hoffmann, Mathias & Hürtgen, Patrick, 2016. "Inflation expectations, disagreement, and monetary policy," Economics Letters, Elsevier, vol. 146(C), pages 59-63.
- Daniel Andrei & Bruce Carlin & Michael Hasler, 2014. "Model Disagreement and Economic Outlook," NBER Working Papers 20190, National Bureau of Economic Research, Inc.
- Montes, Gabriel Caldas & Luna, Paulo Henrique, 2018. "Discretionary fiscal policy and disagreement in expectations about fiscal variables empirical evidence from Brazil," Economic Modelling, Elsevier, vol. 73(C), pages 100-116.
- Montes, Gabriel Caldas & Acar, Tatiana, 2020. "Fiscal credibility, target revisions and disagreement in expectations about fiscal results," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 38-58.
- Montes, Gabriel Caldas & Nicolay, Rodolfo Tomás da Fonseca & Acar, Tatiana, 2019. "Do fiscal communication and clarity of fiscal announcements affect public debt uncertainty? Evidence from Brazil," Journal of Economics and Business, Elsevier, vol. 103(C), pages 38-60.
- Tobias Adrian & Richard K. Crump & Emanuel Moench, 2013.
"Do Treasury Term Premia Rise around Monetary Tightenings?,"
Liberty Street Economics
20130415, Federal Reserve Bank of New York.
Cited by:
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Diego Alejandro Martínez Cruz & José Fernando Moreno Gutiérrez & Juan Sebastián Rojas Moreno, 2015. "Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia 14112, Banco de la Republica.
- Diego Alejandro Martínez Cruz & José Fernando Moreno Gutiérrez & Juan Sebastián Rojas Moreno, 2015. "Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia 919, Banco de la Republica de Colombia.
- Kurt G. Lunsford, 2020. "Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance," American Economic Review, American Economic Association, vol. 110(9), pages 2899-2934, September.
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2013.
"Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement?,"
Liberty Street Economics
20130107, Federal Reserve Bank of New York.
Cited by:
- Lloyd, Simon, 2018.
"Estimating nominal interest rate expectations: overnight indexed swaps and the term structure,"
Bank of England working papers
763, Bank of England.
- Lloyd, S. P., 2017. "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics 1734, Faculty of Economics, University of Cambridge.
- Lloyd, Simon P., 2020. "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, vol. 119(C).
- Sheen, Jeffrey & Wang, Ben Zhe, 2023. "Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?," European Economic Review, Elsevier, vol. 152(C).
- Lloyd, Simon, 2018.
"Estimating nominal interest rate expectations: overnight indexed swaps and the term structure,"
Bank of England working papers
763, Bank of England.
- Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012.
"Decomposing real and nominal yield curves,"
Staff Reports
570, Federal Reserve Bank of New York.
- Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui, 2016. "Decomposing real and nominal yield curves," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 182-200.
Cited by:
- Giannoni, Marc & Crump, Richard K. & Eusepi, Stefano & Sahin, Aysegul, 2019.
"A Unified Approach to Measuring u,"
CEPR Discussion Papers
13939, C.E.P.R. Discussion Papers.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A Unified Approach to Measuring u," NBER Working Papers 25930, National Bureau of Economic Research, Inc.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2019. "A Unified Approach to Measuring u," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(1 (Spring), pages 143-238.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A unified approach to measuring u," Staff Reports 889, Federal Reserve Bank of New York.
- Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
- Wang,Dieter, 2021. "Natural Capital and Sovereign Bonds," Policy Research Working Paper Series 9606, The World Bank.
- Baumeister, Christiane, 2021.
"Measuring Market Expectations,"
CEPR Discussion Papers
16520, C.E.P.R. Discussion Papers.
- Christiane Baumeister, 2021. "Measuring Market Expectations," CESifo Working Paper Series 9305, CESifo.
- Christiane Baumeister, 2021. "Measuring Market Expectations," NBER Working Papers 29232, National Bureau of Economic Research, Inc.
- Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
- Martin M Andreasen & Jens H E Christensen & Simon Riddell, 2021. "The TIPS Liquidity Premium [Decomposing real and nominal yield curves]," Review of Finance, European Finance Association, vol. 25(6), pages 1639-1675.
- Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015.
"Regression-based estimation of dynamic asset pricing models,"
Journal of Financial Economics, Elsevier, vol. 118(2), pages 211-244.
- Moench, Emanuel & Adrian, Tobias & Crump, Richard K., 2015. "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers 10449, C.E.P.R. Discussion Papers.
- Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York.
- Sushanta K Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2017.
"Market volatility, monetary policy and the term premium,"
BIS Working Papers
606, Bank for International Settlements.
- Abhishek Kumar & Sushanta Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2023. "Market Volatility, Monetary Policy and the Term Premium," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 208-237, February.
- Kaminska, Iryna & Zinna, Gabriele, 2019.
"Official demand for US debt: implications for US real rates,"
Bank of England working papers
796, Bank of England.
- Iryna Kaminska & Gabriele Zinna, 2020. "Official Demand for U.S. Debt: Implications for U.S. Real Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
- Goetz, Martin, 2019. "Financing conditions and toxic emissions," SAFE Working Paper Series 254, Leibniz Institute for Financial Research SAFE.
- Christensen, Jens H.E. & Gillan, James M., 2022. "Does quantitative easing affect market liquidity?," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Guimaraes, Rodrigo & Pinter, Gabor & Wijnandts, Jean-Charles, 2023. "The liquidity state-dependence of monetary policy transmission," Bank of England working papers 1045, Bank of England.
- Martin M. Andreasen & Jens H.E. Christensen & Simon Riddell, 2017. "The TIPS Liquidity Premium," CREATES Research Papers 2017-27, Department of Economics and Business Economics, Aarhus University.
- Schupp, Fabian & Geiger, Felix, 2018.
"With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound,"
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy
181529, Verein für Socialpolitik / German Economic Association.
- Geiger, Felix & Schupp, Fabian, 2018. "With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound," Discussion Papers 27/2018, Deutsche Bundesbank.
- Mitsuru Katagiri, 2018. "Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy," IMF Working Papers 2018/242, International Monetary Fund.
- Lange, Ronald H., 2017. "The expected real yield and inflation components of the nominal yield curve," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 1-18.
- Craig S. Hakkio & Andrew Lee Smith, 2017. "Bond Premiums and the Natural Real Rate of Interest," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-39.
- Martin Kliem & Alexander Meyer-Gohde, 2018.
"(Un)expected Monetary Policy Shocks and Term Premia,"
2018 Meeting Papers
102, Society for Economic Dynamics.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers SFB649DP2017-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Meldrum, Andrew & Roberts-Sklar, Matt, 2015. "Long-run priors for term structure models," Bank of England working papers 575, Bank of England.
- Gonçalves, Sílvia & Perron, Benoit, 2020.
"Bootstrapping factor models with cross sectional dependence,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 476-495.
- GONÇALVES, Sílvia & PERRON, Benoit, 2018. "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche 2018-07, Universite de Montreal, Departement de sciences economiques.
- Sílvia GONÇALVES & Benoit PERRON, 2018. "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche 10-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014.
"Bond Return Predictability: Economic Value and Links to the Macroeconomy,"
Working Papers
75R, Brandeis University, Department of Economics and International Business School, revised Jul 2016.
- Antonio Gargano & Davide Pettenuzzo & Allan Timmermann, 2019. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Management Science, INFORMS, vol. 65(2), pages 508-540, February.
- Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
- Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers 75, Brandeis University, Department of Economics and International Business School.
- Eguren Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2021.
"No-Arbitrage pricing of GDP-Linked bonds,"
Journal of Banking & Finance, Elsevier, vol. 126(C).
- Eguren-Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2020. "No-arbitrage pricing of GDP-linked bonds," Bank of England working papers 849, Bank of England.
- Kazuhiro Hiraki & Wataru Hirata, 2020. "Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates," Bank of Japan Working Paper Series 20-E-5, Bank of Japan.
- Boeckx, Jef & Iania, Leonardo & Wauters, Joris, 2023.
"Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia,"
LIDAM Discussion Papers LFIN
2023003, Université catholique de Louvain, Louvain Finance (LFIN).
- Jef Boeckx & Leonardo Iania & Joris Wauters, 2024. "Macroeconomic drivers of inflation expectations and inflation risk premia," Working Paper Research 446, National Bank of Belgium.
- Mirco Rubin & Dario Ruzzi, 2020. "Equity Tail Risk in the Treasury Bond Market," Papers 2007.05933, arXiv.org.
- Kaminska, Iryna & Liu, Zhuoshi & Relleen, Jon & Vangelista, Elisabetta, 2018. "What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 76-96.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019.
"Market-Based Monetary Policy Uncertainty,"
2019 Meeting Papers
1403, Society for Economic Dynamics.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
- Lakdawala, Aeimit & Bauer, Michael & Mueller, Philippe, 2019. "Market-Based Monetary Policy Uncertainty," Working Papers 2019-2, Michigan State University, Department of Economics.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Andras Lengyel, 2022. "Treasury Supply Shocks and the Term Structure of Interest Rates in the UK," MNB Working Papers 2022/6, Magyar Nemzeti Bank (Central Bank of Hungary).
- Dooruj Rambaccussing & Craig Menzies & Andrzej Kwiatkowski, 2022. "Look who’s Talking: Individual Committee members’ impact on inflation expectations," Dundee Discussion Papers in Economics 305, Economic Studies, University of Dundee.
- Andrea Berardi & Alberto Plazzi, 2019.
"Dissecting the Yield Curve: The International Evidence,"
Swiss Finance Institute Research Paper Series
19-73, Swiss Finance Institute.
- Berardi, Andrea & Plazzi, Alberto, 2022. "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Munch Grønlund, Asger & Jørgensen, Kasper & Schupp, Fabian, 2024. "Measuring market-based core inflation expectations," Working Paper Series 2908, European Central Bank.
- Jonathan Hambur & Richard Finlay, 2018. "Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia," RBA Research Discussion Papers rdp2018-02, Reserve Bank of Australia.
- Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021.
"Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico,"
Working Paper Series
2021-08, Federal Reserve Bank of San Francisco.
- Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021. "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Staff Reports 961, Federal Reserve Bank of New York.
- Adam Golinski & Peter Spencer, 2019.
"Estimating the term structure with linear regressions: Getting to the roots of the problem,"
Discussion Papers
19/05, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021. "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
- Samuel G Hanson & David O Lucca & Jonathan H Wright, 2021.
"Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(3), pages 1719-1781.
- Samuel Hanson & David O. Lucca & Jonathan H. Wright, 2017. "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," Staff Reports 810, Federal Reserve Bank of New York.
- Iryna Kaminska & Gabriele Zinna, 2014. "Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates," IMF Working Papers 2014/066, International Monetary Fund.
- Kaminska, Iryna & Mumtaz, Haroon & Sustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Bank of England working papers 914, Bank of England, revised 28 Apr 2021.
- Januj Juneja, 2018. "Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 695-715, April.
- Martin M. Andreasen & Jens H. E. Christensen & Simon Riddell, 2020. "The TIPS Liquidity Premium," Working Paper Series 2017-11, Federal Reserve Bank of San Francisco.
- Oleksandr Zholud & Volodymyr Lepushynskyi & Sergiy Nikolaychuk, 2019. "The Effectiveness of the Monetary Transmission Mechanism in Ukraine since the Transition to Inflation Targeting," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 247, pages 19-37.
- Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020. "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers 2020-18, Banco de México.
- Marcello Pericoli, 2019. "An assessment of recent trends in market-based expected iflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 542, Bank of Italy, Economic Research and International Relations Area.
- Emi Nakamura & Jón Steinsson, 2013.
"High Frequency Identification of Monetary Non-Neutrality: The Information Effect,"
NBER Working Papers
19260, National Bureau of Economic Research, Inc.
- Emi Nakamura & Jón Steinsson, 2018. "High-Frequency Identification of Monetary Non-Neutrality: The Information Effect," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(3), pages 1283-1330.
- Hammoudeh, Shawkat & Reboredo, Juan C., 2018. "Oil price dynamics and market-based inflation expectations," Energy Economics, Elsevier, vol. 75(C), pages 484-491.
- Gabriele Zinna, 2014. "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers) 968, Bank of Italy, Economic Research and International Relations Area.
- Lemke, Wolfgang & Werner, Thomas, 2017.
"Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme,"
Working Paper Series
2106, European Central Bank.
- Lemke, Wolfgang & Werner, Thomas, 2020. "Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme," Journal of Banking & Finance, Elsevier, vol. 111(C).
- Lemke, Wolfgang & Werner, Thomas, 2018. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181594, Verein für Socialpolitik / German Economic Association.
- Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012.
"Decomposing real and nominal yield curves,"
Staff Reports
570, Federal Reserve Bank of New York.
- Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui, 2016. "Decomposing real and nominal yield curves," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 182-200.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
- Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
- Kano, Takashi & Wada, Kenji, 2017.
"The first arrow hitting the currency target: A long-run risk perspective,"
Journal of International Money and Finance, Elsevier, vol. 74(C), pages 337-352.
- KANO, Takashi & 加納, 隆 & カノウ, タカシ & WADA, Kenji & 和田, 健司, 2015. "The First Arrow Hitting the Currency Target: A Long-run Risk Perspective," Discussion paper series HIAS-E-13, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
- Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
- Meldrum, Andrew & Raczko, Marek & Spencer, Peter, 2023.
"The information in joint term structures of bond yields,"
Journal of International Money and Finance, Elsevier, vol. 134(C).
- Meldrum, Andrew & Raczko, Marek & Spencer, Peter, 2018. "The information in the joint term structures of bond yields," Bank of England working papers 772, Bank of England.
- Juan Andrés Espinosa-Torres & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015.
"Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano,"
Borradores de Economia
903, Banco de la Republica de Colombia.
- Juan Andrés Espinosa-Torres & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2017. "Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del Gobierno colombiano," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 78, February.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2018.
"A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt,"
Working Paper Series
2017-07, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2019. "A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 933-949, December.
- Huang, Xiaoyong & Jia, Fei & Xu, Xiangyun & Yu shi,, 2019. "The threshold effect of market sentiment and inflation expectations on gold price," Resources Policy, Elsevier, vol. 62(C), pages 77-83.
- Mitsuru Katagiri, 2022. "Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(8), pages 2235-2272, December.
- Christensen, Jens H.E. & Spiegel, Mark M., 2022. "Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds," Journal of Econometrics, Elsevier, vol. 231(2), pages 410-431.
- Alex Aronovich & Andrew C. Meldrum, 2021. "High-Frequency Estimates of the Natural Real Rate and Inflation Expectations," Finance and Economics Discussion Series 2021-034, Board of Governors of the Federal Reserve System (U.S.).
- Christensen, Jens H.E. & Spiegel, Mark M., 2023.
"Central bank credibility during COVID-19: Evidence from Japan,"
Journal of International Money and Finance, Elsevier, vol. 131(C).
- Jens H. E. Christensen & Mark M. Spiegel, 2021. "Central Bank Credibility During COVID-19: Evidence from Japan," Working Paper Series 2021-24, Federal Reserve Bank of San Francisco.
- Andrés Schneider, 2022. "Risk‐Sharing and the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 77(4), pages 2331-2374, August.
- Alex Hsu & Erica X. N. Li & Francisco Palomino, 2021. "Real and Nominal Equilibrium Yield Curves," Management Science, INFORMS, vol. 67(2), pages 1138-1158, February.
- Speck, Christian, 2023. "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers 08/2023, Deutsche Bundesbank.
- Ciccarelli, Matteo & García, Juan Angel, 2015. "International spillovers in inflation expectations," Working Paper Series 1857, European Central Bank.
- Mirco Rubin & Dario Ruzzi, 2020. "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers) 1311, Bank of Italy, Economic Research and International Relations Area.
- James McNeil, 2020. "Estimation of Impulse response functions with term structure local projections," Working Papers daleconwp2020-05, Dalhousie University, Department of Economics.
- Abraham Lioui & Andrea Tarelli, 2023. "Money Illusion and TIPS Demand," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 171-214, February.
- Argyropoulos, Efthymios & Tzavalis, Elias, 2021. "The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 785-796.
- Götz, Martin, 2018. "Financial constraints and corporate environmental responsibility," SAFE Working Paper Series 241, Leibniz Institute for Financial Research SAFE.
- Suh, Sangwon & Kim, Daehwan, 2021. "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Julie Bennett & Michael T. Owyang, 2022. "On the Relative Performance of Inflation Forecasts," Review, Federal Reserve Bank of St. Louis, vol. 104(2), pages 131-148.
- Roman Sustek, 2021. "Yield curve and the business cycle in conventional times," Discussion Papers 2122, Centre for Macroeconomics (CFM).
- Sara Cecchetti & Adriana Grasso & Marcello Pericoli, 2022. "An analysis of objective inflation expectations and inflation risk premia," Temi di discussione (Economic working papers) 1380, Bank of Italy, Economic Research and International Relations Area.
- Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Discussion Papers 2024, Centre for Macroeconomics (CFM).
- Martin M. Andreasen, 2019. "Explaining Bond Return Predictability in an Estimated New Keynesian Model," CREATES Research Papers 2019-11, Department of Economics and Business Economics, Aarhus University.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2011.
"A Look at the Accuracy of Policy Expectations,"
Liberty Street Economics
20110822, Federal Reserve Bank of New York.
Cited by:
- Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
- Cao, Shuo & Crump, Richard K. & ,, 2020.
"Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates,"
CEPR Discussion Papers
15122, C.E.P.R. Discussion Papers.
- Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports 934, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2011.
"Generalized Jackknife Estimators of Weighted Average Derivatives,"
CREATES Research Papers
2011-12, Department of Economics and Business Economics, Aarhus University.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2013. "Generalized Jackknife Estimators of Weighted Average Derivatives," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1243-1256, December.
- Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2013. "Generalized Jackknife Estimators of Weighted Average Derivatives," Department of Economics, Working Paper Series qt4nv5q5hp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
Cited by:
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2015.
"On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference,"
Papers
1508.02973, arXiv.org, revised Mar 2018.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 767-779, April.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016.
"Semiparametric estimation with generated covariates,"
Working Paper Series in Economics
81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Enno Mammen & Christoph Rothe & Melanie Schienle, 2011. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers SFB649DP2011-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Enno Mammen & Christoph Rothe & Melanie Schienle, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers SFB649DP2014-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Yukitoshi Matsushita & Taisuke Otsu, 2018.
"Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect,"
The Japanese Economic Review, Japanese Economic Association, vol. 69(2), pages 133-155, June.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2018. "Likelihood inference on semiparametric models: average derivative and treatment effect," LSE Research Online Documents on Economics 85870, London School of Economics and Political Science, LSE Library.
- Yukitoshi Matsushita & Taisuke Otsu, 2017. "Likelihood inference on semiparametric models: Average derivative and treatment effect," STICERD - Econometrics Paper Series 592, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cattaneo, Matias D. & Jansson, Michael, 2022.
"Average Density Estimators: Efficiency And Bootstrap Consistency,"
Econometric Theory, Cambridge University Press, vol. 38(6), pages 1140-1174, December.
- Matias D. Cattaneo & Michael Jansson, 2019. "Average Density Estimators: Efficiency and Bootstrap Consistency," Papers 1904.09372, arXiv.org, revised Dec 2020.
- Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
- Dennis Kristensen & Andrew Ang, 2009.
"Testing Conditional Factor Models,"
CREATES Research Papers
2009-09, Department of Economics and Business Economics, Aarhus University.
- Ang, Andrew & Kristensen, Dennis, 2012. "Testing conditional factor models," Journal of Financial Economics, Elsevier, vol. 106(1), pages 132-156.
- Andrew Ang & Dennis Kristensen, 2011. "Testing Conditional Factor Models," NBER Working Papers 17561, National Bureau of Economic Research, Inc.
- Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2021.
"Rates of Expansions for Functional Estimators,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 121-139, December.
- Kotlyarova, Yulia & Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2021. "Rates of expansions for functional estimators," LSE Research Online Documents on Economics 113436, London School of Economics and Political Science, LSE Library.
- Čížek, Pavel & Lei, Jinghua, 2018.
"Identification and estimation of nonseparable single-index models in panel data with correlated random effects,"
Journal of Econometrics, Elsevier, vol. 203(1), pages 113-128.
- Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Discussion Paper 2013-062, Tilburg University, Center for Economic Research.
- Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
- Nagasawa, Kenichi, 2020. "Identification and Estimation of Group-Level Partial Effects," The Warwick Economics Research Paper Series (TWERPS) 1243, University of Warwick, Department of Economics.
- Max H. Farrell, 2013. "Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations," Papers 1309.4686, arXiv.org, revised Feb 2018.
- Matias D. Cattaneo & Michael Jansson, 2018. "Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency," Econometrica, Econometric Society, vol. 86(3), pages 955-995, May.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018.
"Two-Step Estimation and Inference with Possibly Many Included Covariates,"
Papers
1807.10100, arXiv.org.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
- Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1095-1122.
- Max H. Farrell & Tengyuan Liang & Sanjog Misra, 2020. "Deep Learning for Individual Heterogeneity: An Automatic Inference Framework," Papers 2010.14694, arXiv.org, revised Jul 2021.
- Cizek, Pavel & Sadikoglu, Serhan, 2022.
"Nonseparable Panel Models with Index Structure and Correlated Random Effects,"
Other publications TiSEM
7899deb9-0eda-47e6-a3b8-2, Tilburg University, School of Economics and Management.
- Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
- Ruijun Bu & Jihyun Kim & Bin Wang, 2020. "Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models," Working Papers 202021, University of Liverpool, Department of Economics.
- Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
- Jia Li & Dacheng Xiu, 2016.
"Generalized Method of Integrated Moments for High‐Frequency Data,"
Econometrica, Econometric Society, vol. 84(4), pages 1613-1633, July.
- Jia Li & Dacheng Xiu, 2016. "Generalized Method of Integrated Moments for High‐Frequency Data," Econometrica, Econometric Society, vol. 84, pages 1613-1633, July.
- Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
- Rothe, Christoph & Firpo, Sergio Pinheiro, 2013.
"Semiparametric estimation and inference using doubly robust moment conditions,"
Textos para discussão
330, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Rothe, Christoph & Firpo, Sergio, 2013. "Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions," IZA Discussion Papers 7564, Institute of Labor Economics (IZA).
- Harold D. Chiang & Bing Yang Tan, 2020. "Empirical likelihood and uniform convergence rates for dyadic kernel density estimation," Papers 2010.08838, arXiv.org, revised May 2022.
- Yukitoshi Matsushita & Taisuke Otsu, 2019. "Jackknife, small bandwidth and high-dimensional asymptotics," STICERD - Econometrics Paper Series 605, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010.
"Bootstrapping Density-Weighted Average Derivatives,"
CREATES Research Papers
2010-23, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Bootstrapping Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, vol. 30(6), pages 1135-1164, December.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010. "Bootstrapping density-weighted average derivatives," Staff Reports 452, Federal Reserve Bank of New York.
Cited by:
- Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2021.
"Rates of Expansions for Functional Estimators,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 121-139, December.
- Kotlyarova, Yulia & Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2021. "Rates of expansions for functional estimators," LSE Research Online Documents on Economics 113436, London School of Economics and Political Science, LSE Library.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM 2018/55, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011.
"Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(65), pages 106-175, June.
- Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011. "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(65), pages 106-175, June.
- Clara Lía Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge cely, 2010. "Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos," Borradores de Economia 627, Banco de la Republica de Colombia.
- Kotlyarova, Yulia & Schafgans, Marcia M. A. & Zinde‐Walsh, Victoria, 2011.
"Adapting kernel estimation to uncertain smoothness,"
LSE Research Online Documents on Economics
42015, London School of Economics and Political Science, LSE Library.
- Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh, 2011. "Adapting Kernel Estimation to Uncertain Smoothness," STICERD - Econometrics Paper Series 557, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Yulia Kotlyarova & Marcia Schafgans & Victoria Zinde-Walsh, 2011. "Adapting Kernel Estimation to Uncertain Smoothness," Working Papers daleconwp2011-01, Dalhousie University, Department of Economics.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018.
"Two-Step Estimation and Inference with Possibly Many Included Covariates,"
Papers
1807.10100, arXiv.org.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
- Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1095-1122.
- Konrad Menzel, 2021. "Bootstrap With Cluster‐Dependence in Two or More Dimensions," Econometrica, Econometric Society, vol. 89(5), pages 2143-2188, September.
- Paulo Parente & Richard J. Smith, 2019.
"Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models,"
CeMMAP working papers
CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Paulo M. D. C. Parente & Richard J. Smith, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Clara Lia Machado & Carlos León & Miguel Sarmiento & Orlando Chipatecua, 2010. "Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos," Borradores de Economia 7669, Banco de la Republica.
- Robert Griffiths & Richard Barron & Michelle Gleeson & Mark Danese & Anthony O’Hagan & Victoria Chia & Jason Legg & Gary Lyman, 2012. "Granulocyte-Colony Stimulating Factor Use and Medical Costs after Initial Adjuvant Chemotherapy in Older Patients with Early-Stage Breast Cancer," PharmacoEconomics, Springer, vol. 30(2), pages 103-118, February.
- Richard Crump & Gopi Shah Goda & Kevin Mumford, 2010.
"Fertility and the Personal Exemption: Comment,"
NBER Working Papers
15984, National Bureau of Economic Research, Inc.
- Richard Crump & Gopi Shah Goda & Kevin J. Mumford, 2011. "Fertility and the Personal Exemption: Comment," American Economic Review, American Economic Association, vol. 101(4), pages 1616-1628, June.
Cited by:
- Regina T. Riphahn & Frederik Wiynck, 2017.
"Fertility Effects of Child Benefits,"
CESifo Working Paper Series
6465, CESifo.
- Regina T. Riphahn & Frederik Wiynck, 2016. "Fertility Effects of Child Benefits," Working Papers 164, Bavarian Graduate Program in Economics (BGPE).
- Riphahn, Regina T. & Wiynck, Frederik, 2017. "Fertility Effects of Child Benefits," IZA Discussion Papers 10757, Institute of Labor Economics (IZA).
- Regina T. Riphahn & Frederik Wiynck, 2017. "Fertility effects of child benefits," Journal of Population Economics, Springer;European Society for Population Economics, vol. 30(4), pages 1135-1184, October.
- Regina T. Riphahn & Frederik Wiynck, 2017. "Fertility Effects of Child Benefits," SOEPpapers on Multidisciplinary Panel Data Research 896, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Riphahn, Regina T. & Wiynck, Frederik, 2016. "Fertility effects of child benefits," FAU Discussion Papers in Economics 04/2016, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Dong, Xiaoqi & Liang, Yinhe & Zhang, Jiawei, 2023. "Fertility responses to the relaxation of migration restrictions: Evidence from the Hukou reform in China," China Economic Review, Elsevier, vol. 81(C).
- Lee, Gi-Eu & Chou, Chang-Erh, 2020. "The Ex Ante Price Information Effect on Water Conservation: A Case Study of Taipei’s Water Tariff Adjustment," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304253, Agricultural and Applied Economics Association.
- Richard Crump & Gopi Shah Goda & Kevin Mumford, 2010.
"Fertility and the Personal Exemption: Comment,"
NBER Working Papers
15984, National Bureau of Economic Research, Inc.
- Richard Crump & Gopi Shah Goda & Kevin J. Mumford, 2011. "Fertility and the Personal Exemption: Comment," American Economic Review, American Economic Association, vol. 101(4), pages 1616-1628, June.
- Sara LaLumia & James Sallee, 2011.
"The Value of Honesty: Empirical Estimates from the Case of the Missing Children,"
Department of Economics Working Papers
2011-05, Department of Economics, Williams College.
- Sara LaLumia & James Sallee, 2013. "The value of honesty: empirical estimates from the case of the missing children," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 20(2), pages 192-224, April.
- Sara LaLumia & James M. Sallee, 2011. "The Value of Honesty: Empirical Estimates from the Case of the Missing Children," NBER Working Papers 17247, National Bureau of Economic Research, Inc.
- Lucia Granelli, 2017. "Family Tax Policy with Heterogeneous Altruistic Households," LIDAM Discussion Papers IRES 2017019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Sara LaLumia & James M. Sallee & Nicholas Turner, 2015.
"New Evidence on Taxes and the Timing of Birth,"
American Economic Journal: Economic Policy, American Economic Association, vol. 7(2), pages 258-293, May.
- Sara LaLumia & James M. Salle & Nicolas Turner, 2013. "New Evidence on Taxes and the Timing of Birth," Department of Economics Working Papers 2013-06, Department of Economics, Williams College.
- Sara LaLumia & James M. Sallee & Nicholas Turner, 2013. "New Evidence on Taxes and the Timing of Birth," NBER Working Papers 19283, National Bureau of Economic Research, Inc.
- Elmallakh, Nelly, 2021. "Fertility, Family Policy, and Labor Supply: Quasi-Experimental Evidence from France," GLO Discussion Paper Series 984, Global Labor Organization (GLO).
- Ortigueira, Salvador & Siassi, Nawid, 2023.
"On the optimal reform of income support for single parents,"
Journal of Public Economics, Elsevier, vol. 225(C).
- Ortigueira, Salvador & Siassi, Nawid, 2021. "On the Optimal Reform of Income Support for Single Parents," ECON WPS - Working Papers in Economic Theory and Policy 05/2021, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Ankel-Peters, Jörg & Fiala, Nathan & Neubauer, Florian, 2023.
"Is Economics Self-Correcting? Replications in the American Economic Review,"
I4R Discussion Paper Series
68, The Institute for Replication (I4R).
- Ankel-Peters, Jörg & Fiala, Nathan & Neubauer, Florian, 2023. "Is economics self-correcting? Replications in the American Economic Review," Ruhr Economic Papers 1005, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Choo, Dahae & Jales, Hugo, 2021. "Childbearing and the distribution of the reservation price of fertility: The case of the Korean baby bonus program," Journal of Asian Economics, Elsevier, vol. 77(C).
- Wookun Kim, 2020. "Baby Bonus, Fertility, and Missing Women," Departmental Working Papers 2011, Southern Methodist University, Department of Economics.
- Rannveig Kaldager Hart & Taryn A. Galloway, 2023. "Universal Transfers, Tax Breaks and Fertility: Evidence from a Regional Reform in Norway," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 42(3), pages 1-32, June.
- Silveus, Neil & Stoddard, Christiana, 2020. "Identifying the causal effect of income on religiosity using the Earned Income Tax Credit," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 903-924.
- Pinto,Maria Florencia & Posadas,Josefina & Shapira,Gil, 2021. "Financial Incentives, Fertility, and Son Preference in Armenia," Policy Research Working Paper Series 9705, The World Bank.
- Taryn Ann Galloway & Rannveig Kaldager Hart, 2015. "Effects of income and the cost of children on fertility. Quasi-experimental evidence from Norway," Discussion Papers 828, Statistics Norway, Research Department.
- Anthony A. Noce & Dhimtri Qirjo & Namini De Silva, 2016. "Enticing the Stork: Can we Evaluate Pro-Natal Policies Before Having Children?," Economic Affairs, Wiley Blackwell, vol. 36(2), pages 184-202, June.
- Wookun Kim, 2023. "Baby Bonus, Fertility, and Missing Women," Departmental Working Papers 2308, Southern Methodist University, Department of Economics.
- Lucia Granelli, 2016. "Family Tax Policy in a Model with Endogenous Fertility à la Barro-Becker," LIDAM Discussion Papers IRES 2016010, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Bishop Kelly C. & Mac Donald Diana E., 2022. "The Effect of Paying Parents to Adopt: Evidence from Minnesota's Foster-Care System," Working Papers 2022-01, Banco de México.
- Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009.
"Dealing with Limited Overlap in Estimation of Average Treatment Effects,"
Scholarly Articles
3007645, Harvard University Department of Economics.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009. "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Working Papers 0716, University of Miami, Department of Economics, revised 12 Jun 2007.
Cited by:
- Bodory, Hugo & Huber, Martin, 2018. "The causalweight package for causal inference in R," FSES Working Papers 493, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Carozzi, Felipe & Repetto, Luca, 2019.
"Distributive politics inside the city? The political economy of Spain’s Plan E,"
LSE Research Online Documents on Economics
100057, London School of Economics and Political Science, LSE Library.
- Felipe Carozzi & Luca Repetto, 2017. "Distributive politics inside the city? The political economy of Spain’s plan E," Working Papers 2017/09, Institut d'Economia de Barcelona (IEB).
- Felipe Carozzi & Luca Repetto, 2017. "Distributive Politics inside the City? The Political Economy of Spain's Plan E," CESifo Working Paper Series 6628, CESifo.
- Carozzi, Felipe & Repetto, Luca, 2019. "Distributive politics inside the city? The political economy of Spain's Plan E," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 85-106.
- Carozzi, Felipe & Repetto, Luca, 2016. "Distributive Politics inside the City? The Political Economy of Spain’s Plan E," Working Paper Series 2016:15, Uppsala University, Department of Economics.
- Felipe Carozzi & Luca Repetto, 2017. "Distributive Politics Inside the City? The Political Economy of Spain's Plan E," SERC Discussion Papers 0212, Centre for Economic Performance, LSE.
- Javier E. Báez & Adriana Camacho, 2011.
"Assessing the Long-term Effects of Conditional Cash Transfers on Human Capital: Evidence from Colombia,"
Documentos CEDE
8900, Universidad de los Andes, Facultad de Economía, CEDE.
- Baez, Javier E. & Camacho, Adriana, 2011. "Assessing the long-term effects of conditional cash transfers on human capital : evidence from Colombia," Policy Research Working Paper Series 5681, The World Bank.
- Baez, Javier E. & Camacho, Adriana, 2011. "Assessing the Long-term Effects of Conditional Cash Transfers on Human Capital: Evidence from Colombia," IZA Discussion Papers 5751, Institute of Labor Economics (IZA).
- Azzam, Tarek & Bates, Michael D. & Fairris, David, 2022. "Do learning communities increase first year college retention? Evidence from a randomized control trial," Economics of Education Review, Elsevier, vol. 89(C).
- Tarek Azzam & Michael Bates & David Fairris, 2019.
"Do Learning Communities Increase First Year College Retention? Testing Sample Selection and External Validity of Randomized Control Trials,"
Working Papers
202002, University of California at Riverside, Department of Economics.
- Tarek Azzam & Michael Bates & David Fairris, 2020. "Do Learning Communities Increase First Year College Retention? Testing Sample Selection and External Validity of Randomized Control Trials," Working Papers 202022, University of California at Riverside, Department of Economics, revised Jul 2020.
- Donna Feir & Kelly Foley & Maggie E. C. Jones, 2021. "The Distributional Impacts of Active Labor Market Programs for Indigenous Populations," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 216-220, May.
- Prem, Mounu & Purroy, Miguel E. & Vargas, Juan F., 2022.
"Landmines: the Local Effects of Demining,"
IAST Working Papers
22-132, Institute for Advanced Study in Toulouse (IAST).
- Prem, Mounu & Purroy, Miguel E. & Vargas, Juan F., 2021. "Landmines: The Local Effects of Demining," SocArXiv 3jzk6, Center for Open Science.
- Prem, M & Purroy, M. E. & Vargas, J. F., 2021. "Landmines: the local effects of demining," Documentos de Trabajo 19588, Universidad del Rosario.
- Mounu Prem & Miguel E. Purroy & Juan F. Vargas, 2021. "Landmines: The Local Effects of Demining," HiCN Working Papers 360, Households in Conflict Network.
- Mounu Prem & Miguel Purroy & Juan F. Vargas, 2021. "Landmines: The local effects of demining," Documentos de Trabajo 19733, The Latin American and Caribbean Economic Association (LACEA).
- Mounu Prem & Juan Vargas & Miguel E. Purroy, 2021. "Landmines: The Local Effects of Demining," Empirical Studies of Conflict Project (ESOC) Working Papers 28, Empirical Studies of Conflict Project.
- Prem, Mounu & Purroy, Miguel E & Vargas, Juan F., 2021. "Landmines: The Local Effects of Demining," Working papers 86, Red Investigadores de Economía.
- Prem, Mounu & Purroy, Miguel E. & Vargas, Juan F., 2022. "Landmines: the Local Effects of Demining," TSE Working Papers 22-1305, Toulouse School of Economics (TSE).
- Jeremiah Jones & Ashkan Ertefaie & Susan M. Shortreed, 2023. "Rejoinder to “Reader reaction to ‘Outcome‐adaptive Lasso: Variable selection for causal inference’ by Shortreed and Ertefaie (2017)”," Biometrics, The International Biometric Society, vol. 79(1), pages 521-525, March.
- Esaka, Taro, 2013. "Evaluating the effect of de facto pegs on currency crises," Journal of Policy Modeling, Elsevier, vol. 35(6), pages 943-963.
- Toru Kitagawa & Chris Muris, 2015.
"Model averaging in semiparametric estimation of treatment effects,"
CeMMAP working papers
46/15, Institute for Fiscal Studies.
- Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
- Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kazuaki Okamura & Nizamul Islam, 2021.
"Effects of the timing of childbirth on female labor supply: an analysis using the sequential matching approach,"
Applied Economics, Taylor & Francis Journals, vol. 53(28), pages 3253-3266, June.
- OKAMURA Kazuaki & ISLAM Nizamul, 2017. "The Effects of the Timing of Childbirth on Female Labour Supply: An Analysis using the Sequential Matching Approach," LISER Working Paper Series 2017-14, Luxembourg Institute of Socio-Economic Research (LISER).
- Jeremy G. Weber & Erin O. Sills & Simone Bauch & Subhrendu K. Pattanayak, 2011. "Do ICDPs Work? An Empirical Evaluation of Forest-Based Microenterprises in the Brazilian Amazon," Land Economics, University of Wisconsin Press, vol. 87(4), pages 661-681.
- Melissa Newham & Marica Valente, 2023.
"The Cost of Influence:How Gifts to Physicians Shape Prescriptions and Drug Costs,"
Working Papers
2023-03, Faculty of Economics and Statistics, Universität Innsbruck.
- Melissa Newham & Marica Valente, 2022. "The Cost of Influence: How Gifts to Physicians Shape Prescriptions and Drug Costs," Papers 2203.01778, arXiv.org, revised Apr 2023.
- Futoshi Yamauchi & Yanyan Liu, 2013.
"Impacts of an Early Stage Education Intervention on Students' Learning Achievement: Evidence from the Philippines,"
Journal of Development Studies, Taylor & Francis Journals, vol. 49(2), pages 208-222, February.
- Yamauchi, Futoshi & Liu, Yanyan, 2012. "Impacts of an early stage education intervention on students'learning achievement : evidence from the Philippines," Policy Research Working Paper Series 6246, The World Bank.
- Alexandra Semrad, 2015. "Modern secondary education and economic performance: the introduction of the Gewerbeschule and Realschule in nineteenth-century Bavaria," Economic History Review, Economic History Society, vol. 68(4), pages 1306-1338, November.
- Perilla, Sergio & Prem, Mounu & Purroy, Miguel E. & Vargas, Juan F., 2024.
"How peace saves lives: Evidence from Colombia,"
World Development, Elsevier, vol. 176(C).
- Sergio Perilla & Mounu Prem & Miguel E. Purroy & Juan F. Vargas, 2022. "How Peace Saves Lives: Evidence from Colombia," HiCN Working Papers 380, Households in Conflict Network.
- Perilla, S & Prem, M & Purroy, M. E & Vargas, J. F, 2022. "How peace saves lives: evidence from Colombia," Documentos de Trabajo 20596, Universidad del Rosario.
- Perilla, Sergio & Prem, Mounu & Purroy, Miguel E. & Vargas, Juan F., 2021. "How Peace Saves Lives? Evidence from Colombia," SocArXiv cxuwg, Center for Open Science.
- Perilla, Sergio & Prem, Mounu & Purroy, Miguel E. & Vargas, Juan F., 2022. "How Peace Saves Lives: Evidence from Colombia," Working papers 91, Red Investigadores de Economía.
- Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya, 2016.
"A simple and successful shrinkage method for weighting estimators of treatment effects,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 512-525.
- Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya, 2014. "A Simple and Successsful Shrinkage Method for Weighting Estimators of Treatment Effects," Economics Series 304, Institute for Advanced Studies.
- Bruno Arpino & Luca De Benedictis & Alessandra Mattei, 2017. "Implementing propensity score matching with network data: the effect of the General Agreement on Tariffs and Trade on bilateral trade," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(3), pages 537-554, April.
- Christoph Rothe, 2017.
"Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap,"
Econometrica, Econometric Society, vol. 85, pages 645-660, March.
- Rothe, Christoph, 2015. "Robust Confidence Intervals for Average Treatment Effects under Limited Overlap," IZA Discussion Papers 8758, Institute of Labor Economics (IZA).
- Gustavo A. Crespi & Alessandro Maffioli & Pierre Mohnen & Gonzalo Vázquez, 2011. "Evaluating the Impact of Science, Technology and Innovation Programs: a Methodological Toolkit," SPD Working Papers 1104, Inter-American Development Bank, Office of Strategic Planning and Development Effectiveness (SPD).
- Yoko Kijima, 2022.
"Long-term and spillover effects of rice production training in Uganda,"
Journal of Development Effectiveness, Taylor & Francis Journals, vol. 14(4), pages 395-415, October.
- Yoko Kijima, 2018. "Long-term and Spillover Effects of Rice Production Training in Uganda," Working Papers 161, JICA Research Institute.
- Yoko KIJIMA, 2022. "Long-term and Spillover Effects of Rice Production Training in Uganda," GRIPS Discussion Papers 21-06, National Graduate Institute for Policy Studies.
- Xu, Yuting & Huang, Xianjin & Bao, Helen X.H. & Ju, Xiang & Zhong, Taiyang & Chen, Zhigang & Zhou, Yan, 2018. "Rural land rights reform and agro-environmental sustainability: Empirical evidence from China," Land Use Policy, Elsevier, vol. 74(C), pages 73-87.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009.
"Inference on Counterfactual Distributions,"
Papers
0904.0951, arXiv.org, revised Sep 2013.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers 17/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008. "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series wp2008-005, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers 09/09, Institute for Fiscal Studies.
- Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013. "Inference on Counterfactual Distributions," Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers CWP05/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Li Liang & Greene Tom, 2013. "A Weighting Analogue to Pair Matching in Propensity Score Analysis," The International Journal of Biostatistics, De Gruyter, vol. 9(2), pages 215-234, July.
- Flores, Carlos A. & Mitnik, Oscar A., 2009.
"Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data,"
IZA Discussion Papers
4451, Institute of Labor Economics (IZA).
- Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-9, University of Miami, Department of Economics.
- Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-10, University of Miami, Department of Economics.
- Ferraro, Paul J. & Miranda, Juan José, 2014. "The performance of non-experimental designs in the evaluation of environmental programs: A design-replication study using a large-scale randomized experiment as a benchmark," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 344-365.
- Bladimir Carrillo & Jose Feres, 2019. "Provider Supply, Utilization, and Infant Health: Evidence from a Physician Distribution Policy," American Economic Journal: Economic Policy, American Economic Association, vol. 11(3), pages 156-196, August.
- Aronow Peter M., 2016. "Data-Adaptive Causal Effects and Superefficiency," Journal of Causal Inference, De Gruyter, vol. 4(2), pages 1-4, September.
- Vikström, Johan, 2015. "Evaluation of sequences of treatments with application to active labor market policies," Working Paper Series 2015:5, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Caliendo, Marco & Künn, Steffen & Schmidl, Ricarda, 2011. "Fighting Youth Unemployment: The Effects of Active Labor Market Policies," IZA Discussion Papers 6222, Institute of Labor Economics (IZA).
- Deininger, Klaus & Liu, Yanyan, 2013.
"Welfare and poverty impacts of India’s national rural employment guarantee scheme: Evidence from Andhra Pradesh:,"
IFPRI discussion papers
1289, International Food Policy Research Institute (IFPRI).
- Songqing Jin & Yanyan Liu, 2013. "Welfare and Poverty Impacts of India’s National Rural Employment Guarantee Scheme: Evidence from Andhra Pradesh," Working Papers id:5530, eSocialSciences.
- Sokbae Lee & Martin Weidner, 2021. "Bounding Treatment Effects by Pooling Limited Information across Observations," Papers 2111.05243, arXiv.org, revised Dec 2023.
- Huber, Martin & Solovyeva, Anna, 2018.
"Direct and indirect effects under sample selection and outcome attrition,"
FSES Working Papers
496, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Martin Huber & Anna Solovyeva, 2020. "Direct and Indirect Effects under Sample Selection and Outcome Attrition," Econometrics, MDPI, vol. 8(4), pages 1-25, December.
- Jiangang Liao & Charles Rohde, 2022. "Variance reduction in the inverse probability weighted estimators for the average treatment effect using the propensity score," Biometrics, The International Biometric Society, vol. 78(2), pages 660-667, June.
- Raphael Lafrogne-Joussier & Julien Martin & Isabelle Mejean, 2022.
"Supply Shocks in Supply Chains: Evidence from the Early Lockdown in China,"
SciencePo Working papers Main
hal-03880125, HAL.
- Raphael Lafrogne-Joussier & Julien Martin & Isabelle Mejean, 2023. "Supply Shocks in Supply Chains: Evidence from the Early Lockdown in China," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 170-215, March.
- R. Lafrogne-Joussier & J. Martin & I. Mejean, 2023. "Supply Shocks in Supply Chains: Evidence from the Early Lockdown in China," Documents de Travail de l'Insee - INSEE Working Papers 2023-08, Institut National de la Statistique et des Etudes Economiques.
- Raphael Lafrogne-Joussier & Julien Martin & Isabelle Mejean, 2022. "Supply Shocks in Supply Chains: Evidence from the Early Lockdown in China," Post-Print hal-03880125, HAL.
- Martin, Julien & Lafrogne-Joussier, Raphael & Mejean, Isabelle, 2021. "Supply shocks in supply chains: Evidence from the early lockdown in China," CEPR Discussion Papers 16813, C.E.P.R. Discussion Papers.
- Mounu Prem & Juan F. Vargas & Olga Namen, 2023.
"The Human Capital Peace Dividend,"
Journal of Human Resources, University of Wisconsin Press, vol. 58(3), pages 962-1002.
- Prem, Mounu & Vargas, Juan F. & Namen, Olga, 2020. "The Human Capital Peace Dividend," SocArXiv kd4pb, Center for Open Science.
- Vargas, Juan F. & Prem, Mounu & Namen, Olga, 2019. "The human capital peace dividend," Working papers 13, Red Investigadores de Economía.
- Olga Namen & Mounu Prem & Juan F. Vargas, 2019. "The Human Capital Peace Dividend," HiCN Working Papers 310, Households in Conflict Network.
- Namen, O & Prem, M & Vargas, J.F, 2019. "The human capital peace dividend," Documentos de Trabajo 17346, Universidad del Rosario.
- Olga Namen & Mounu Prem & Juan F. Vargas, 2019. "The human capital peace dividend," Documentos de Trabajo 17353, The Latin American and Caribbean Economic Association (LACEA).
- Hai-Yan Yu & Jing-Jing Chen & Jying-Nan Wang & Ya-Ling Chiu & Hang Qiu & Li-Ya Wang, 2019. "Identification of the Differential Effect of City-Level on the Gini Coefficient of Health Service Delivery in Online Health Community," IJERPH, MDPI, vol. 16(13), pages 1-18, June.
- Fernando A. B. Colugnati & Sergio Firpo & Paula F. Drummond Castro & Juan E. Sepulveda & Sergio L. M. Salles-Filho, 2014. "A propensity score approach in the impact evaluation on scientific production in Brazilian biodiversity research: the BIOTA Program," Scientometrics, Springer;Akadémiai Kiadó, vol. 101(1), pages 85-107, October.
- Marta Santamaría & Jaume Ventura & Ugur Yesilbayraktar, 2020. "Borders within Europe," Working Papers 1229, Barcelona School of Economics.
- Boris Kaiser & Christian Schmid, 2013.
"Does Physician Dispensing Increase Drug Expenditures?,"
Diskussionsschriften
dp1303, Universitaet Bern, Departement Volkswirtschaft.
- Boris Kaiser, Christian Schmid, 2013. "Does Physician Dispensing Increase Drug Expenditures?," Diskussionsschriften credresearchpaper02, Universitaet Bern, Departement Volkswirtschaft - CRED.
- Timothy B Armstrong & Michal Kolesár, 2018.
"A Simple Adjustment for Bandwidth Snooping,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
- Inder Ruprah, 2010.
"Does Owning Your Home Make You Happier? Impact Evidence from Latin America,"
OVE Working Papers
0210, Inter-American Development Bank, Office of Evaluation and Oversight (OVE).
- Ruprah, Inder J., 2010. "Does Owning Your Home Make You Happier?: Impact Evidence from Latin America," IDB Publications (Working Papers) 2899, Inter-American Development Bank.
- Scholl, Lynn & Martínez, Daniel & Mitnik, Oscar A. & Oviedo, Daniel & Yáñez-Pagans, Patricia, 2018.
"A Rapid Road to Employment?: The Impacts of a Bus Rapid Transit System in Lima,"
IDB Publications (Working Papers)
9452, Inter-American Development Bank.
- Scholl, Lynn & Martinez, Daniel & Mitnik, Oscar A. & Oviedo, Daniel & Yanez-Pagans, Patricia, 2018. "A Rapid Road to Employment? The Impacts of a Bus Rapid Transit System in Lima," IZA Discussion Papers 12019, Institute of Labor Economics (IZA).
- Gregory Gilpin & Michael Kofoed, 2020. "Employer-Sponsored Education Assistance and Graduate Program Choice, Cost, and Finance," Research in Higher Education, Springer;Association for Institutional Research, vol. 61(4), pages 431-458, June.
- Aur'elien Sallin, 2021. "Estimating returns to special education: combining machine learning and text analysis to address confounding," Papers 2110.08807, arXiv.org, revised Feb 2022.
- Hällsten, Martin, 2012. "Is it ever too late to study? The economic returns on late tertiary degrees in Sweden," Economics of Education Review, Elsevier, vol. 31(1), pages 179-194.
- Patrick Coate & Pawel Krolikowski & Mike Zabek, 2019.
"Parental Proximity and Earnings After Job Displacements,"
Finance and Economics Discussion Series
2019-062, Board of Governors of the Federal Reserve System (U.S.).
- Krolikowski, Pawel & Zabek, Mike & Coate, Patrick, 2020. "Parental proximity and earnings after job displacements," Labour Economics, Elsevier, vol. 65(C).
- Patrick Coate & Pawel Krolikowski & Mike Zabek, 2017. "Parental Proximity and Earnings after Job Displacements," Working Papers (Old Series) 1722, Federal Reserve Bank of Cleveland.
- Jae Kwang Kim & Seho Park & Yilin Chen & Changbao Wu, 2021. "Combining non‐probability and probability survey samples through mass imputation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 941-963, July.
- Galina Besstremyannaya, 2014. "The efficiency of labor matching and remuneration reforms: a panel data quantile regression approach with endogenous treatment variables," Working Papers w0206, New Economic School (NES).
- de Brauw, Alan & Mueller, Valerie & Woldehanna, Tassew, 2013.
"Does internal migration improve overall well-being in Ethiopia?:,"
ESSP working papers
55, International Food Policy Research Institute (IFPRI).
- Alan de Brauw & Valerie Mueller & Tassew Woldehanna, 2018. "Does Internal Migration Improve Overall Well-Being in Ethiopia?," Journal of African Economies, Centre for the Study of African Economies, vol. 27(3), pages 347-365.
- Alan de Brauw & Valerie Mueller & Tassew Woldehanna, 2018. "Does Internal Migration Improve Overall Well-Being in Ethiopia?," Journal of African Economies, Centre for the Study of African Economies, vol. 27(3), pages 367-367.
- Bazzi, Samuel & Sumarto, Sudarno & Suryahadi, Asep, 2015. "It's all in the timing: Cash transfers and consumption smoothing in a developing country," Journal of Economic Behavior & Organization, Elsevier, vol. 119(C), pages 267-288.
- Martin Huber, 2012. "Identification of Average Treatment Effects in Social Experiments Under Alternative Forms of Attrition," Journal of Educational and Behavioral Statistics, , vol. 37(3), pages 443-474, June.
- Heiler, Phillip & Kazak, Ekaterina, 2021. "Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores," Journal of Econometrics, Elsevier, vol. 222(2), pages 1083-1108.
- Sven Neelsen & Owen O’Donnell, 2016.
"Progressive Universalism? The Impact of Targeted Coverage on Healthcare Access and Expenditures in Peru,"
Tinbergen Institute Discussion Papers
16-019/V, Tinbergen Institute.
- Sven Neelsen & Owen O'Donnell, 2017. "Progressive universalism? The impact of targeted coverage on health care access and expenditures in Peru," Health Economics, John Wiley & Sons, Ltd., vol. 26(12), pages 179-203, December.
- Guido Imbens, 2014.
"Matching Methods in Practice: Three Examples,"
NBER Working Papers
19959, National Bureau of Economic Research, Inc.
- Guido W. Imbens, 2015. "Matching Methods in Practice: Three Examples," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 373-419.
- Imbens, Guido W., 2014. "Matching Methods in Practice: Three Examples," IZA Discussion Papers 8049, Institute of Labor Economics (IZA).
- Martin Huber & Michael Lechner & Conny Wunsch, 2010.
"How to control for many covariates? Reliable estimators based on the propensity score,"
University of St. Gallen Department of Economics working paper series 2010
2010-30, Department of Economics, University of St. Gallen.
- Huber, Martin & Lechner, Michael & Wunsch, Conny, 2010. "How to Control for Many Covariates? Reliable Estimators Based on the Propensity Score," IZA Discussion Papers 5268, Institute of Labor Economics (IZA).
- Faraz Usmani & Marc Jeuland & Subhrendu K. Pattanayak, 2018.
"NGOs and the effectiveness of interventions,"
WIDER Working Paper Series
wp-2018-59, World Institute for Development Economic Research (UNU-WIDER).
- Usmani, Faraz & Jeuland, Marc & Pattanayak, Subhrendu, 2021. "NGOs and the effectiveness of interventions," Ruhr Economic Papers 902, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Dettmann, Eva & Günther, Jutta, 2009. "Subsidized Vocational Training: Stepping Stone or Trap? An Evaluation Study for East Germany," IWH Discussion Papers 21/2009, Halle Institute for Economic Research (IWH).
- Huttunen, Kristiina & Moen, Jarle & Salvanes, Kjell G., 2015.
"Job Loss and Regional Mobility,"
IZA Discussion Papers
8780, Institute of Labor Economics (IZA).
- Huttunen, Kristiina & Møen, Jarle & Salvanes, Kjell G., 2016. "Job Loss and Regional Mobility," Discussion Paper Series in Economics 17/2016, Norwegian School of Economics, Department of Economics.
- Huttunen, Kristiina & Møen, Jarle & Salvanes, Kjell G., 2015. "Job Loss and Regional Mobility," Discussion Papers 2015/3, Norwegian School of Economics, Department of Business and Management Science.
- Kristiina Huttunen & Jarle Møen & Kjell G. Salvanes, 2018. "Job Loss and Regional Mobility," Journal of Labor Economics, University of Chicago Press, vol. 36(2), pages 479-509.
- Daniel S. Hosken & Luke M. Olson & Loren K. Smith, 2018. "Do retail mergers affect competition? Evidence from grocery retailing," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 27(1), pages 3-22, March.
- Adeola Oyenubi & Martin Wittenberg, 2021.
"Does the choice of balance-measure matter under genetic matching?,"
Empirical Economics, Springer, vol. 61(1), pages 489-502, July.
- Adeola Oyenubi & Martin Wittenberg, 2020. "Does the choice of balance-measure matter under Genetic Matching?," Working Papers 819, Economic Research Southern Africa.
- Alexander C. Lembcke, 2014.
"The Impact of Mandatory Entitlement to Paid Leave on Employment in the UK,"
CEP Discussion Papers
dp1262, Centre for Economic Performance, LSE.
- Lembcke, Alexander, 2014. "The impact of mandatory entitlement to paid leave on employment in the UK," LSE Research Online Documents on Economics 60270, London School of Economics and Political Science, LSE Library.
- Huber, Martin, 2019.
"An introduction to flexible methods for policy evaluation,"
FSES Working Papers
504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Martin Huber, 2019. "An introduction to flexible methods for policy evaluation," Papers 1910.00641, arXiv.org.
- Andrea Repetto & Francisco Henriquez & Bernardo Lara & Alejandro Mizala, 2011.
"Effective Schools Do Exist: Low Income Children's Academic Performance in Chile,"
Working Papers
wp_010, Adolfo Ibáñez University, School of Government.
- Francisco Henr�quez & Bernardo Lara & Alejandra Mizala & Andrea Repetto, 2012. "Effective schools do exist: low-income children's academic performance in Chile," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 445-451, March.
- Sankar Mukhopadhyay & Jeanne Wendel, 2013. "Evaluating an employee wellness program," International Journal of Health Economics and Management, Springer, vol. 13(3), pages 173-199, December.
- William Crown, 2014. "Propensity-Score Matching in Economic Analyses: Comparison with Regression Models, Instrumental Variables, Residual Inclusion, Differences-in-Differences, and Decomposition Methods," Applied Health Economics and Health Policy, Springer, vol. 12(1), pages 7-18, February.
- Lucia Mangiavacchi & Paolo Verme, 2013. "Minimum income in a transition economy," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(4), pages 683-712, October.
- María Elvira Guerra-Cújar & Mounu Prem & Paul Rodríguez-Lesmes & Juan F. Vargas, 2020.
"The Peace Baby Boom: Evidence from Colombia’s peace agreement with the FARC,"
Documentos de Trabajo
18485, The Latin American and Caribbean Economic Association (LACEA).
- Guerra-Cújar, María Elvira & Prem, Mounu & Rodríguez-Lesmes, Paul & Vargas, Juan F., 2022. "A Peace Baby Boom? Evidence from Colombia’s Peace Agreement," IAST Working Papers 22-135, Institute for Advanced Study in Toulouse (IAST).
- Guerra-Cújar, MarÃa Elvira & Prem, Mounu & RodrÃguez-Lesmes, Paul & Vargas, Juan F., 2020. "The Peace Baby Boom: Evidence from Colombia's peace agreement with the FARC," Working papers 64, Red Investigadores de Economía.
- María Elvira Guerra-Cújar & Mounu Prem & Paul Rodríguez-Lesmes & Juan Fernando Vargas, 2020. "The Peace Baby Boom: Evidence from Colombia's peace agreement with the FARC," HiCN Working Papers 337, Households in Conflict Network.
- Guerra-Cújar, María Elvira & Prem, Mounu & Rodriguez-Lesmes, Paul & Vargas, Juan F., 2020. "The Peace Baby Boom: Evidence from Colombia’s peace agreement with FARC," SocArXiv c2ypd, Center for Open Science.
- Prem, M & Guerra, M. E. & Rodríguez, P & Vargas, J. F., 2020. "The Peace Baby Boom: Evidence from Colombia’s peace agreement with the FARC," Documentos de Trabajo 18430, Universidad del Rosario.
- Caliendo, Marco & Künn, Steffen, 2012.
"Getting Back into the Labor Market: The Effects of Start-Up Subsidies for Unemployed Females,"
IZA Discussion Papers
6830, Institute of Labor Economics (IZA).
- Marco Caliendo & Steffen Künn, 2012. "Getting back into the Labor Market: The Effects of Start-up Subsidies for Unemployed Females," Discussion Papers of DIW Berlin 1260, DIW Berlin, German Institute for Economic Research.
- Marco Caliendo & Steffen Künn, 2015. "Getting back into the labor market: the effects of start-up subsidies for unemployed females," Journal of Population Economics, Springer;European Society for Population Economics, vol. 28(4), pages 1005-1043, October.
- Bodory, Hugo & Camponovo, Lorenzo & Huber, Martin & Lechner, Michael, 2016.
"The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators,"
IZA Discussion Papers
9706, Institute of Labor Economics (IZA).
- Bodory, Hugo & Huber, Martin & Camponovo, Lorenzo & Lechner, Michael, 2016. "The finite sample performance of inference methods for propensity score matching and weighting estimators," FSES Working Papers 466, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Bodory, Hugo & Camponovo, Lorenzo & Huber, Martin & Lechner, Michael, 2016. "The finite sample performance of inference methods for propensity score matching and weighting estimators," Economics Working Paper Series 1604, University of St. Gallen, School of Economics and Political Science.
- Hugo Bodory & Lorenzo Camponovo & Martin Huber & Michael Lechner, 2020. "The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 183-200, January.
- Naseer, Muhammad Farooq & Patnam, Manasa & Raza, Reehana R., 2010. "Transforming public schools: Impact of the CRI program on child learning in Pakistan," Economics of Education Review, Elsevier, vol. 29(4), pages 669-683, August.
- Felipe González & Mounu Prem, 2017.
"Losing Your Dictator: Firms During Political Transition,"
Documentos de Trabajo
506, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Felipe González & Mounu Prem, 2019. "Losing Your Dictator: Firms During Political Transition," Working Papers ClioLab 27, EH Clio Lab. Instituto de Economía. Pontificia Universidad Católica de Chile.
- Felipe González & Mounu Prem, 2019. "Losing Your Dictator: Firms During Political Transition," Working papers 6, Red Investigadores de Economía.
- Felipe González & Mounu Prem, 2018. "Losing Your Dictator: Firms During Political Transition," Documentos de Trabajo 15978, Universidad del Rosario.
- Felipe González & Mounu Prem, 2020. "Losing your dictator: firms during political transition," Journal of Economic Growth, Springer, vol. 25(2), pages 227-257, June.
- Hernández, Pedro, 2012. "Is there a producer quality wage premium similar to the exporter wage premium?," MPRA Paper 41082, University Library of Munich, Germany.
- Yuta Kikuchi & Ryo Nakajima, 2017. "Evaluating Professor Value-added: Evidence from Professor and Student Matching in Physics," Keio-IES Discussion Paper Series 2017-007, Institute for Economics Studies, Keio University.
- Miquel-Àngel Garcia-López & Albert Solé-Ollé & Elisabet Viladecans-Marsal, 2014.
"Do land use policies follow road construction?,"
Working Papers
2014/2, Institut d'Economia de Barcelona (IEB).
- Miquel-Àngel Garcia-López & Albert Solé-Ollé & Elisabet Viladecans Marsal, 2014. "Do Land Use Policies Follow Road Construction," CESifo Working Paper Series 4672, CESifo.
- Galina Besstremyannaya, 2014. "The efficiency of labor matching and remuneration reforms: a panel data quantile regression approach with endogenous treatment variables," Working Papers w0206, Center for Economic and Financial Research (CEFIR).
- Uusitalo, Roope & Verho, Jouko, 2010. "The effect of unemployment benefits on re-employment rates: Evidence from the Finnish unemployment insurance reform," Labour Economics, Elsevier, vol. 17(4), pages 643-654, August.
- Jeffrey Smith & Arthur Sweetman, 2016.
"Viewpoint: Estimating the causal effects of policies and programs,"
Canadian Journal of Economics, Canadian Economics Association, vol. 49(3), pages 871-905, August.
- Jeffrey Smith & Arthur Sweetman, 2016. "Viewpoint: Estimating the causal effects of policies and programs," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(3), pages 871-905, August.
- Smith, Jeffrey A. & Sweetman, Arthur, 2016. "Viewpoint: Estimating the Causal Effects of Policies and Programs," IZA Discussion Papers 10108, Institute of Labor Economics (IZA).
- Marco Caliendo & Steffen Künn & Martin Weißenberger, 2016.
"Personality Traits and the Evaluation of Start-Up Subsidies,"
CESifo Working Paper Series
5733, CESifo.
- Caliendo, Marco & Künn, Steffen & Weißenberger, Martin, 2016. "Personality traits and the evaluation of start-up subsidies," European Economic Review, Elsevier, vol. 86(C), pages 87-108.
- Caliendo, Marco & Künn, Steffen & Weißenberger, Martin, 2016. "Personality Traits and the Evaluation of Start-Up Subsidies," IZA Discussion Papers 9628, Institute of Labor Economics (IZA).
- Gabriel Okasa & Kenneth A. Younge, 2022. "Sample Fit Reliability," Papers 2209.06631, arXiv.org.
- Matthias Draheim & Peter Schanbacher & Ruben Seiberlich, 2021.
"On the effectiveness of case management for people with disabilities,"
Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 55(1), pages 1-16, December.
- Draheim, Matthias & Schanbacher, Peter & Seiberlich, Ruben, 2021. "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 55, pages 1-15.
- Noémi Kreif & Richard Grieve & M. Zia Sadique, 2013. "Statistical Methods For Cost‐Effectiveness Analyses That Use Observational Data: A Critical Appraisal Tool And Review Of Current Practice," Health Economics, John Wiley & Sons, Ltd., vol. 22(4), pages 486-500, April.
- Pedro H. C. Sant'Anna & Xiaojun Song, 2016.
"Specification Tests for the Propensity Score,"
Papers
1611.06217, arXiv.org, revised Feb 2019.
- Sant’Anna, Pedro H.C. & Song, Xiaojun, 2019. "Specification tests for the propensity score," Journal of Econometrics, Elsevier, vol. 210(2), pages 379-404.
- Frakes, Michael & Jena, Anupam B., 2016. "Does medical malpractice law improve health care quality?," Journal of Public Economics, Elsevier, vol. 143(C), pages 142-158.
- Mary Ying-Fang Wang & Paul Tuss & Lihong Qi, 2019. "Augmented Weighted Estimators Dealing with Practical Positivity Violation to Causal inferences in a Random Coefficient Model," Psychometrika, Springer;The Psychometric Society, vol. 84(2), pages 447-467, June.
- Mireille Jacobson & Heather Royer, 2011.
"Aftershocks: The Impact of Clinic Violence on Abortion Services,"
American Economic Journal: Applied Economics, American Economic Association, vol. 3(1), pages 189-223, January.
- Mireille Jacobson & Heather Royer, 2010. "Aftershocks: The Impact of Clinic Violence on Abortion Services," NBER Working Papers 16603, National Bureau of Economic Research, Inc.
- Aoki, Yu & Santiago, Lualhati, 2018. "Speak better, do better? Education and health of migrants in the UK," Labour Economics, Elsevier, vol. 52(C), pages 1-17.
- Beard, T. Randolph & Ford, George S. & Saba, Richard P. & Seals, Richard A., 2012.
"Internet use and job search,"
Telecommunications Policy, Elsevier, vol. 36(4), pages 260-273.
- T. Randolph Beard & George S. Ford & Richard P. Saba & Richard A. Seals Jr., 2010. "Internet Use and Job Search," Auburn Economics Working Paper Series auwp2010-07, Department of Economics, Auburn University.
- Inés Berniell & Jan Bietenbeck, 2018.
"The Effect of Working Hours on Health,"
CEDLAS, Working Papers
0237, CEDLAS, Universidad Nacional de La Plata.
- Inés Berniell & Jan Bietenbeck, 2017. "The Effect of Working Hours on Health," CINCH Working Paper Series 1703, Universitaet Duisburg-Essen, Competent in Competition and Health.
- Berniell, Inés & Bietenbeck, Jan, 2020. "The effect of working hours on health," Economics & Human Biology, Elsevier, vol. 39(C).
- Berniell, Ines & Bietenbeck, Jan, 2017. "The Effect of Working Hours on Health," IZA Discussion Papers 10524, Institute of Labor Economics (IZA).
- Schilling, Brian J. & Attavanich, Witsanu & Sullivan, Kevin P. & Marxen, Lucas J., 2014. "Measuring the effect of farmland preservation on farm profitability," MPRA Paper 100122, University Library of Munich, Germany, revised Jun 2014.
- Audinga Beltrunaite, 2017.
"Political Contributions and Public Procurement: Evidence from Lithuania,"
Working Papers
100, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
- Audinga Baltrunaite, 2020. "Political Contributions and Public Procurement: Evidence from Lithuania," Journal of the European Economic Association, European Economic Association, vol. 18(2), pages 541-582.
- Paul Burkander & Nan Maxwell & Menbere Shiferaw & Matt Jacobus & Alma Vigil & Charles Tilley & Alicia Harrington & Erin Dillon & Hande Inanc & Peter Schochet, "undated". "Building College and Career Pathways for High School Students: Youth CareerConnect, Technical Report for the Impact Study," Mathematica Policy Research Reports c0b91a97d65342eb82cf8eb7f, Mathematica Policy Research.
- Gonzalez, Felipe & Prem, Mounu & von Dessauer, Cristine, 2023. "Empowerment or Indoctrination? Women Centers Under Dictatorship," SocArXiv 64mf9, Center for Open Science.
- Yamauchi, Futoshi & Liu, Yanyan, 2012. "School quality, labor markets and human capital investments : long-term impacts of an early stage education intervention in the Philippines," Policy Research Working Paper Series 6247, The World Bank.
- John Gibson & David Mckenzie, 2010. "The Development Impact of a Best Practice Seasonal Worker Policy: New Zealand’s Recognised Seasonal Employer (RSE) Scheme," Working Papers in Economics 10/08, University of Waikato.
- Adam Szentpeteri & Almos Telegdy, 2009.
"Political Selection of Firms into Privatization Programs. Evidence from Romanian Comprehensive Data,"
CERS-IE WORKING PAPERS
0916, Institute of Economics, Centre for Economic and Regional Studies.
- Adam Szentpeteri & Almos Telegdy, 2008. "Political Selection of Firms into Privatization Programs - Evidence from Romanian Comprehensive Data," CERS-IE WORKING PAPERS 0826, Institute of Economics, Centre for Economic and Regional Studies.
- Ádám Szentpéteri & Álmos Telegdy, 2010. "Political Selection Of Firms Into Privatization Programs. Evidence From Romanian Comprehensive Data," Economics and Politics, Wiley Blackwell, vol. 22(3), pages 298-328, November.
- Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2022.
"Contamination Bias in Linear Regressions,"
Working Papers
2022-15, Princeton University. Economics Department..
- Paul Goldsmith-Pinkham & Peter Hull & Michal Koles'ar, 2021. "Contamination Bias in Linear Regressions," Papers 2106.05024, arXiv.org, revised Feb 2024.
- Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2022. "Contamination Bias in Linear Regressions," NBER Working Papers 30108, National Bureau of Economic Research, Inc.
- Sajid Anwar & Sizhong Sun, 2015. "Unionisation and Firm Performance in China’s Manufacturing Industries," Journal of Labor Research, Springer, vol. 36(1), pages 78-102, March.
- Myoung‐jae Lee, 2021. "Instrument residual estimator for any response variable with endogenous binary treatment," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(3), pages 612-635, July.
- Friebel, Guido & Heinz, Matthias, 2012.
"Media Slant Against Foreign Owners: Downsizing,"
IZA Discussion Papers
6859, Institute of Labor Economics (IZA).
- Friebel, Guido & Heinz, Matthias, 2014. "Media slant against foreign owners: Downsizing," Journal of Public Economics, Elsevier, vol. 120(C), pages 97-106.
- Friebel, Guido & Heinz, Matthias, 2012. "Media slant against foreign owners: Downsizing," CEPR Discussion Papers 9192, C.E.P.R. Discussion Papers.
- Sanglestsawai, Santi & Rejesus, Roderick M. & Yorobe, Jose M., 2014. "Do lower yielding farmers benefit from Bt corn? Evidence from instrumental variable quantile regressions," Food Policy, Elsevier, vol. 44(C), pages 285-296.
- Jason Abrevaya & Yu-Chin Hsu & Robert P. Lieli, 2012.
"Estimating Conditional Average Treatment Effects,"
CEU Working Papers
2012_16, Department of Economics, Central European University, revised 20 Jul 2012.
- Jason Abrevaya & Yu-Chin Hsu & Robert P. Lieli, 2015. "Estimating Conditional Average Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 485-505, October.
- Carrillo, B.; Feres, J.;, 2017. "More Doctors, Better Health? Evidence from a Physician Distribution Policy," Health, Econometrics and Data Group (HEDG) Working Papers 17/29, HEDG, c/o Department of Economics, University of York.
- Vladimir Atanasov & Bernard Black, 2021. "The Trouble with Instruments: The Need for Pretreatment Balance in Shock-Based Instrumental Variable Designs," Management Science, INFORMS, vol. 67(2), pages 1270-1302, February.
- Ola Lotherington Vestad, 2012.
"Labour supply effects of early retirement provision,"
Discussion Papers
717, Statistics Norway, Research Department.
- Vestad, Ola Lotherington, 2013. "Labour supply effects of early retirement provision," Labour Economics, Elsevier, vol. 25(C), pages 98-109.
- Benjamin Lu & Eli Ben-Michael & Avi Feller & Luke Miratrix, 2023. "Is It Who You Are or Where You Are? Accounting for Compositional Differences in Cross-Site Treatment Effect Variation," Journal of Educational and Behavioral Statistics, , vol. 48(4), pages 420-453, August.
- Lechner, Michael & Strittmatter, Anthony, 2014.
"Practical Procedures to Deal with Common Support Problems in Matching Estimation,"
Economics Working Paper Series
1410, University of St. Gallen, School of Economics and Political Science.
- Michael Lechner & Anthony Strittmatter, 2019. "Practical procedures to deal with common support problems in matching estimation," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 193-207, February.
- Lechner, Michael & Strittmatter, Anthony, 2017. "Practical Procedures to Deal with Common Support Problems in Matching Estimation," IZA Discussion Papers 10532, Institute of Labor Economics (IZA).
- Steven Lehrer & Gregory Kordas, 2004.
"Matching using Semiparametric Propensity Scores,"
Econometric Society 2004 North American Summer Meetings
441, Econometric Society.
- Steven Lehrer & Gregory Kordas, 2013. "Matching using semiparametric propensity scores," Empirical Economics, Springer, vol. 44(1), pages 13-45, February.
- Brenøe, Anne Ardila & Canaan, Serena & Harmon, Nikolaj & Royer, Heather, 2019.
"Is Parental Leave Costly for Firms and Coworkers?,"
IZA Discussion Papers
12870, Institute of Labor Economics (IZA).
- Brenøe, Anne & Canaan, Serena & Royer, Heather & Harmon, Nikolaj, 2022. "Is Parental Leave Costly for Firms and Coworkers?," VfS Annual Conference 2022 (Basel): Big Data in Economics 264012, Verein für Socialpolitik / German Economic Association.
- Anne A. Brenøe & Serena P. Canaan & Nikolaj A. Harmon & Heather N. Royer, 2020. "Is Parental Leave Costly for Firms and Coworkers?," NBER Working Papers 26622, National Bureau of Economic Research, Inc.
- Słoczyński, Tymon, 2013.
"The Oaxaca–Blinder Unexplained Component as a Treatment Effects Estimator,"
MPRA Paper
50660, University Library of Munich, Germany.
- Tymon Słoczyński, 2015. "The Oaxaca–Blinder Unexplained Component as a Treatment Effects Estimator," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(4), pages 588-604, August.
- Tymon Sloczynski, 2012. "The Oaxaca-Blinder unexplained component as a treatment effects estimator," Working Papers 61, Department of Applied Econometrics, Warsaw School of Economics.
- Garlick, Robert, 2014.
"Academic peer effects with different group assignment policies : residential tracking versus random assignment,"
Policy Research Working Paper Series
6787, The World Bank.
- Robert Garlick, 2018. "Academic Peer Effects with Different Group Assignment Policies: Residential Tracking versus Random Assignment," American Economic Journal: Applied Economics, American Economic Association, vol. 10(3), pages 345-369, July.
- Schilling, Brian J. & Attavanich, Witsanu & Jin, Yanhong, 2014. "Does Agritourism Enhance Farm Profitability?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(1), pages 1-28, April.
- Dana Rotz & Brian Goesling & Molly Crofton & Jennifer Manlove & Kate Welti, "undated". "Final Impacts of Teen PEP (Teen Prevention Education Program) in New Jersey and North Carolina High Schools," Mathematica Policy Research Reports 40fc2bb74d874e59a8e424638, Mathematica Policy Research.
- Boris Kaiser, 2013.
"Decomposing Differences in Arithmetic Means: A Doubly-Robust Estimation Approach,"
Diskussionsschriften
dp1308, Universitaet Bern, Departement Volkswirtschaft.
- Boris Kaiser, 2016. "Decomposing differences in arithmetic means: a doubly robust estimation approach," Empirical Economics, Springer, vol. 50(3), pages 873-899, May.
- Heid, Benedikt & Márquez-Ramos, Laura, 2023. "International environmental agreements and imperfect enforcement: Evidence from CITES," Journal of Environmental Economics and Management, Elsevier, vol. 118(C).
- Tarjei Havnes & Magne Mogstad, 2009.
"No Child Left Behind. Universal Child Care and Children's Long-Run Outcomes,"
Discussion Papers
582, Statistics Norway, Research Department.
- Havnes, Tarjei & Mogstad, Magne, 2009. "No Child Left Behind: Universal Child Care and Children’s Long-Run Outcomes," IZA Discussion Papers 4561, Institute of Labor Economics (IZA).
- Havnes, Tarjei & Mogstad, Magne, 2009. "No Child Left Behind: Universal Child Care and Children's Long-Run Outcomes," Memorandum 23/2009, Oslo University, Department of Economics.
- Caloffi, Annalisa & Freo, Marzia & Ghinoi, Stefano & Mariani, Marco & Rossi, Federica, 2022. "Assessing the effects of a deliberate policy mix: The case of technology and innovation advisory services and innovation vouchers," Research Policy, Elsevier, vol. 51(6).
- Rahman, Mohammad Mahbubur & Pallikadavath, Saseendran, 2018. "How much do conditional cash transfers increase the utilization of maternal and child health care services? New evidence from Janani Suraksha Yojana in India," Economics & Human Biology, Elsevier, vol. 31(C), pages 164-183.
- Zhang, Wendong & Irwin, Elena G. & Nickerson, Cynthia J., 2012. "The Expanding Ethanol Market and Farmland Values: Identifying the Changing Influence of Proximity to Agricultural Delivery Points," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124690, Agricultural and Applied Economics Association.
- Hanson, Andrew & Rohlin, Shawn, 2013. "Do spatially targeted redevelopment programs spillover?," Regional Science and Urban Economics, Elsevier, vol. 43(1), pages 86-100.
- Manda, J. & Gardebroek, C. & Kuntashula, E. & Alene, A.D., 2018. "Impact of Improved Maize Varieties on Food Security in Eastern Zambia: a doubly robust analysis," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277004, International Association of Agricultural Economists.
- Black, Dan A. & Joo, Joonhwi & LaLonde, Robert & Smith, Jeffrey A. & Taylor, Evan J., 2022.
"Simple Tests for Selection: Learning More from Instrumental Variables,"
Labour Economics, Elsevier, vol. 79(C).
- Dan Black & Joonhwi Joo & Robert LaLonde & Jeffrey Smith & Evan Taylor, 2020. "Simple Tests for Selection: Learning More from Instrumental Variables," Working Papers 2020-048, Human Capital and Economic Opportunity Working Group.
- Dan A. Black & Joonhwi Joo & Robert LaLonde & Jeffrey Andrew Smith & Evan J. Taylor, 2017. "Simple Tests for Selection: Learning More from Instrumental Variables," CESifo Working Paper Series 6392, CESifo.
- Dan A. Black & Joonhwi Joo & Robert LaLonde & Jeffrey A. Smith & Evan J. Taylor, 2022. "Simple Tests for Selection: Learning More from Instrumental Variables," NBER Working Papers 30291, National Bureau of Economic Research, Inc.
- Lang, Kevin & Weinstein, Russell, 2013.
"The wage effects of not-for-profit and for-profit certifications: Better data, somewhat different results,"
Labour Economics, Elsevier, vol. 24(C), pages 230-243.
- Kevin Lang & Russell Weinstein, 2013. "The Wage Effects of Not-for-Profit and For-Profit Certifications: Better Data, Somewhat Different Results," NBER Working Papers 19135, National Bureau of Economic Research, Inc.
- Michael LeGower & Randall Walsh, 2014.
"Promise Scholarship Programs as Place-Making Policy: Evidence from School Enrollment and Housing Prices,"
NBER Working Papers
20056, National Bureau of Economic Research, Inc.
- LeGower, Michael & Walsh, Randall, 2017. "Promise scholarship programs as place-making policy: Evidence from school enrollment and housing prices," Journal of Urban Economics, Elsevier, vol. 101(C), pages 74-89.
- Frölich, Markus & Huber, Martin, 2014.
"Treatment evaluation with multiple outcome periods under endogeneity and attrition,"
Economics Working Paper Series
1404, University of St. Gallen, School of Economics and Political Science.
- Markus Frölich & Martin Huber, 2014. "Treatment Evaluation With Multiple Outcome Periods Under Endogeneity and Attrition," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(508), pages 1697-1711, December.
- Frölich, Markus & Huber, Martin, 2014. "Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition," IZA Discussion Papers 7972, Institute of Labor Economics (IZA).
- Genz, Sabrina & Schnabel, Claus, 2021.
"Digging into the digital divide: Workers' exposure to digitalization and its consequences for individual employment,"
Discussion Papers
118, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
- Genz, Sabrina & Schnabel, Claus, 2021. "Digging into the digital divide: Workers' exposure to digitalization and its consequences for individual employment," FAU Discussion Papers in Economics 04/2021, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Genz, Sabrina & Schnabel, Claus, 2021. "Digging into the Digital Divide: Workers' Exposure to Digitalization and Its Consequences for Individual Employment," IZA Discussion Papers 14649, Institute of Labor Economics (IZA).
- Andrew E. Clark & Huifu Nong & Hongjia Zhu & Rong Zhu, 2021.
"Compensating for academic loss: Online learning and student performance during the COVID-19 pandemic,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-03467128, HAL.
- Clark, Andrew E. & Nong, Huifu & Zhu, Hongjia & Zhu, Rong, 2021. "Compensating for academic loss: Online learning and student performance during the COVID-19 pandemic," China Economic Review, Elsevier, vol. 68(C).
- Andrew E. Clark & Huifu Nong & Hongjia Zhu & Rong Zhu, 2020. "Compensating for Academic Loss: Online Learning and Student Performance during the COVID-19 Pandemic," PSE Working Papers halshs-02901505, HAL.
- Andrew E. Clark & Huifu Nong & Hongjia Zhu & Rong Zhu, 2021. "Compensating for academic loss: Online learning and student performance during the COVID-19 pandemic," Post-Print halshs-03467128, HAL.
- Andrew E. Clark & Huifu Nong & Hongjia Zhu & Rong Zhu, 2020. "Compensating for Academic Loss: Online Learning and Student Performance during the COVID-19 Pandemic," Working Papers halshs-02901505, HAL.
- Wichman, Casey J. & Ferraro, Paul J., 2017. "A cautionary tale on using panel data estimators to measure program impacts," Economics Letters, Elsevier, vol. 151(C), pages 82-90.
- Hasan, Syed & Shakur, Shamim & Breunig, Robert, 2021. "Exchange rates and expenditure of households with foreign-born members: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 977-997.
- Serena Masino & Miguel Niño-Zarazúa, 2014.
"Social Service Delivery and Access to Financial Innovation: The Impact of Oportunidades' Electronic Payment System in Mexico,"
WIDER Working Paper Series
wp-2014-034, World Institute for Development Economic Research (UNU-WIDER).
- Masino, Serena & Niño-Zarazúa, Miguel, 2014. "Social service delivery and access to financial innovation. The impact of Oportunidades’ electronic payment system in Mexico," MPRA Paper 53430, University Library of Munich, Germany.
- Alix-Garcia, Jennifer M. & Shapiro, Elizabeth N. & Sims, Katharine R. E., 2010.
"Forest Conservation and Slippage: Evidence from Mexico's National Payments for Ecosystem Services Program,"
Staff Paper Series
548, University of Wisconsin, Agricultural and Applied Economics.
- Jennifer M. Alix-Garcia & Elizabeth N. Shapiro & Katharine R. E. Sims, 2012. "Forest Conservation and Slippage: Evidence from Mexico’s National Payments for Ecosystem Services Program," Land Economics, University of Wisconsin Press, vol. 88(4), pages 613-638.
- Alix-Garcia, Jennifer Marie & Shapiro, Elizabeth N. & Sims, Katharine R.E., 2010. "Forest Conservation and Slippage: Evidence from Mexico's National Payments for Ecosystem Services Program," Staff Papers 93045, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
- Carolina Bernal & Mónica Ortiz & Mounu Prem & Juan F. Vargas, 2022.
"Peaceful entry: Entrepreneurship dynamics during Colombia’s peace agreement,"
Documentos de Trabajo
19939, The Latin American and Caribbean Economic Association (LACEA).
- Bernal, C & Ortiz, M & Prem, M & Vargas, J. F, 2022. "Peaceful Entry: Entrepreneurship Dynamics During Colombia s Peace Agreement," Documentos de Trabajo 19938, Universidad del Rosario.
- Bernal, Carolina & Prem, Mounu & Vargas, Juan F. & Ortiz, Mónica, 2024. "Peaceful entry: Entrepreneurship dynamics during Colombia’s peace agreement," Journal of Development Economics, Elsevier, vol. 166(C).
- Gibson, John & McKenzie, David, 2010.
"The development impact of a best practice seasonal worker policy,"
Policy Research Working Paper Series
5488, The World Bank.
- John Gibson & David McKenzie, 2014. "The Development Impact of a Best Practice Seasonal Worker Policy," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 229-243, May.
- John Gibson & David McKenzie, 2010. "The Development Impact of a Best Practice Seasonal Worker Policy," RF Berlin - CReAM Discussion Paper Series 1029, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Chi Wang & Giovanni Parmigiani & Francesca Dominici, 2012. "Rejoinder: Bayesian Effect Estimation Accounting for Adjustment Uncertainty," Biometrics, The International Biometric Society, vol. 68(3), pages 680-686, September.
- Siying Guo & Jianxuan Liu & Qiu Wang, 2022. "Effective Learning During COVID-19: Multilevel Covariates Matching and Propensity Score Matching," Annals of Data Science, Springer, vol. 9(5), pages 967-982, October.
- Alberto Dalmazzo & Guido de Blasio & Samuele Poy, 2021.
"Gimme shelter. Public housing programs and industrialization. The INA-casa plan, Italy,"
Discussion Paper series in Regional Science & Economic Geography
2021-09, Gran Sasso Science Institute, Social Sciences, revised Jun 2021.
- Alberto Dalmazzo & Guido de Blasio & Samuele Poy, 2021. "Gimme Shelter. Public Housing Programs and Industrialization. The INA-Casa plan, Italy," Department of Economics University of Siena 856, Department of Economics, University of Siena.
- Jasper Grashuis & Theodoros Skevas, 2023. "What is the benefit of membership in farm producer organizations? The case of coffee producers in Peru," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 94(2), pages 423-443, June.
- Paik, Myungho & Black, Bernard & Hyman, David A., 2017. "Damage caps and defensive medicine, revisited," Journal of Health Economics, Elsevier, vol. 51(C), pages 84-97.
- Callaway, Brantly & Li, Tong, 2023.
"Policy evaluation during a pandemic,"
Journal of Econometrics, Elsevier, vol. 236(1).
- Brantly Callaway & Tong Li, 2021. "Policy Evaluation during a Pandemic," Papers 2105.06927, arXiv.org, revised Oct 2022.
- Guido W. Imbens & Jeffrey M. Wooldridge, 2009.
"Recent Developments in the Econometrics of Program Evaluation,"
Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
- Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Peter Elek & Balazs Varadi & Marton Varga, 2015.
"Effects of geographical accessibility on the use of outpatient care services: quasi-experimental evidence from panel count data,"
CERS-IE WORKING PAPERS
1518, Institute of Economics, Centre for Economic and Regional Studies.
- Péter Elek & Balázs Váradi & Márton Varga, 2015. "Effects of Geographical Accessibility on the Use of Outpatient Care Services: Quasi‐Experimental Evidence from Panel Count Data," Health Economics, John Wiley & Sons, Ltd., vol. 24(9), pages 1131-1146, September.
- Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
- Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202117, University of Kansas, Department of Economics, revised Aug 2021.
- Martin Wiegand, 2019. "Do early-ending conditional cash transfer programs crowd out school enrollment?," Tinbergen Institute Discussion Papers 19-053/V, Tinbergen Institute.
- Fedesarrollo, 2018. "Evaluación de los impactos causados en las regiones productoras de hidrocarburos y minerales con el actual Sistema General de Regalías," Informes de Investigación 17194, Fedesarrollo.
- Gary King & Christopher Lucas & Richard A. Nielsen, 2017. "The Balance‐Sample Size Frontier in Matching Methods for Causal Inference," American Journal of Political Science, John Wiley & Sons, vol. 61(2), pages 473-489, April.
- Miguel Cantillo, 2015. "Dynamic Investment with Adverse Selection and Moral Hazard," Working Papers 201501, Universidad de Costa Rica, revised Mar 2015.
- Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro, 2009.
"cem: Coarsened exact matching in Stata,"
Stata Journal, StataCorp LP, vol. 9(4), pages 524-546, December.
- Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro, 2010. "CEM: Coarsened Exact Matching in Stata," BOS10 Stata Conference 8, Stata Users Group.
- Raul Silveira Neto & Klebson Moura, 2015. "Commuting Time and Urban Violence in Brazil," ERSA conference papers ersa15p757, European Regional Science Association.
- Lateef B. Amusa & Temesgen Zewotir & Delia North, 2019. "A Weighted Covariate Balancing Method of Estimating Causal Effects in Case-Control Studies," Modern Applied Science, Canadian Center of Science and Education, vol. 13(4), pages 1-40, April.
- Simón Borrero Escobar, 2017. "Longer school days, less teenage mothers: Evidence from Colombia," Documentos CEDE 15817, Universidad de los Andes, Facultad de Economía, CEDE.
- Bernard Black & José-Antonio Espín-Sánchez & Eric French & Kate Litvak, 2017.
"The Long-Term Effect of Health Insurance on Near-Elderly Health and Mortality,"
American Journal of Health Economics, MIT Press, vol. 3(3), pages 281-311, Summer.
- Bernard Black & José-Antonio EspÃn-Sánchez & Eric French & Kate Litvak, 2017. "The Long-Term Effect of Health Insurance on Near-Elderly Health and Mortality," American Journal of Health Economics, University of Chicago Press, vol. 3(3), pages 281-311, Summer.
- Mary F. Evans, 2016. "The Clean Air Act Watch List: An Enforcement and Compliance Natural Experiment," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(3), pages 627-665.
- Hill, Matthew J. & Maestas, Nicole & Mullen, Kathleen J., 2016.
"Employer accommodation and labor supply of disabled workers,"
Labour Economics, Elsevier, vol. 41(C), pages 291-303.
- Matthew J. Hill & Nicole Maestas & Kathleen J. Mullen, 2014. "Employer accommodation and labor supply of disabled workers," Economics Working Papers 1450, Department of Economics and Business, Universitat Pompeu Fabra.
- Mellace, Giovanni & Ventura, Marco, 2019.
"Intended and unintended effects of public incentives for innovation. Quasi-experimental evidence from Italy,"
Discussion Papers on Economics
9/2019, University of Southern Denmark, Department of Economics.
- Giovanni Mellace & Marco Ventura, 2021. "Intended and unintended effects of public incentives for innovation. Quasi-experimental evidence from Italy," Working Papers in Public Economics 199, University of Rome La Sapienza, Department of Economics and Law.
- Ao Yuan & Anqi Yin & Ming T. Tan, 2021. "Enhanced Doubly Robust Procedure for Causal Inference," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(3), pages 454-478, December.
- Hanson, Andrew & Rohlin, Shawn, 2017. "Do Spatially Targeted Redevelopment Incentives Work? The Answer Depends on How You Ask the Question," Working Papers 06910, George Mason University, Mercatus Center.
- Miyoshi, Chikage & Rubio Molina-Prados, Jesus, 2022. "Measuring the impact of long-haul low-cost carriers on lowering fares: A quasi-experimental design to assess the pre-COVID market," Transport Policy, Elsevier, vol. 128(C), pages 52-64.
- Paul B. Ellickson & Wreetabrata Kar & James C. Reeder, 2023. "Estimating Marketing Component Effects: Double Machine Learning from Targeted Digital Promotions," Marketing Science, INFORMS, vol. 42(4), pages 704-728, July.
- Huan Li & Neha Khanna & Martina Vidovic, 2018. "The effects of third party certification on voluntary self-regulation of accidents in the U.S. chemical industry," Journal of Regulatory Economics, Springer, vol. 53(3), pages 327-356, June.
- Esaka, Taro, 2014. "Are consistent pegs really more prone to currency crises?," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 136-163.
- Timothy B. Armstrong & Michal Koles'r, 2017.
"Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness,"
Cowles Foundation Discussion Papers
2115, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesár, 2021. "Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Econometrica, Econometric Society, vol. 89(3), pages 1141-1177, May.
- Timothy B. Armstrong & Michal Koles'ar, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Papers 1712.04594, arXiv.org, revised Jan 2021.
- Timothy B. Armstrong & Michal Koles'r, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers 2115R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2018.
- Shu Yang & Guido W. Imbens & Zhanglin Cui & Douglas E. Faries & Zbigniew Kadziola, 2016.
"Propensity score matching and subclassification in observational studies with multi‐level treatments,"
Biometrics, The International Biometric Society, vol. 72(4), pages 1055-1065, December.
- Yang, Shu & Imbens, Guido W. & Cui, Zhanglin & Faries, Douglas E. & Kadziola, Zbigniew, 2015. "Propensity Score Matching and Subclassification in Observational Studies with Multi-level Treatments," Research Papers 3381, Stanford University, Graduate School of Business.
- Xiaodan Hu & Pedro Villarreal, 2019. "Public Tuition on the Rise: Estimating the Effects of Louisiana’s Performance-Based Funding Policy on Institutional Tuition Levels," Research in Higher Education, Springer;Association for Institutional Research, vol. 60(5), pages 636-669, August.
- Tamara Bischof & Boris Kaiser, 2019.
"Who Cares When You Close Down? The Effects of Primary Care Practice Closures on Patients,"
Diskussionsschriften
dp1907, Universitaet Bern, Departement Volkswirtschaft.
- Tamara Bischof & Boris Kaiser, 2021. "Who cares when you close down? The effects of primary care practice closures on patients," Health Economics, John Wiley & Sons, Ltd., vol. 30(9), pages 2004-2025, September.
- Janet Currie & W. Reed Walker, 2009.
"Traffic Congestion and Infant Health: Evidence from E-ZPass,"
NBER Working Papers
15413, National Bureau of Economic Research, Inc.
- Janet Currie & Reed Walker, 2011. "Traffic Congestion and Infant Health: Evidence from E-ZPass," American Economic Journal: Applied Economics, American Economic Association, vol. 3(1), pages 65-90, January.
- Bellmann, Lutz & Caliendo, Marco & Tübbicke, Stefan, 2017.
"The Post-Reform Effectiveness of the New German Start-Up Subsidy for the Unemployed,"
IZA Discussion Papers
11055, Institute of Labor Economics (IZA).
- Lutz Bellmann & Marco Caliendo & Stefan Tübbicke, 2018. "The Post‐Reform Effectiveness of the New German Start‐Up Subsidy for the Unemployed," LABOUR, CEIS, vol. 32(3), pages 293-319, September.
- Colin B. Fogarty & Mark E. Mikkelsen & David F. Gaieski & Dylan S. Small, 2016. "Discrete Optimization for Interpretable Study Populations and Randomization Inference in an Observational Study of Severe Sepsis Mortality," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 447-458, April.
- Marco Caliendo & Steffen Künn, 2010.
"Start-up Subsidies for the Unemployed: Long-Term Evidence and Effect Heterogeneity,"
Discussion Papers of DIW Berlin
985, DIW Berlin, German Institute for Economic Research.
- Caliendo, Marco & Künn, Steffen, 2011. "Start-up subsidies for the unemployed: Long-term evidence and effect heterogeneity," Journal of Public Economics, Elsevier, vol. 95(3-4), pages 311-331, April.
- Caliendo, Marco & Künn, Steffen, 2010. "Start-Up Subsidies for the Unemployed: Long-Term Evidence and Effect Heterogeneity," IZA Discussion Papers 4790, Institute of Labor Economics (IZA).
- Caliendo, Marco & Künn, Steffen, 2011. "Start-up subsidies for the unemployed: Long-term evidence and effect heterogeneity," Journal of Public Economics, Elsevier, vol. 95(3), pages 311-331.
- Byeong Yeob Choi, 2021. "Instrumental variable estimation of truncated local average treatment effects," PLOS ONE, Public Library of Science, vol. 16(4), pages 1-12, April.
- Daniel Burkhard & Christian Schmid & Kaspar W thrich, 2015.
"Financial incentives and physician prescription behavior: Evidence from dispensing regulations,"
Diskussionsschriften
dp1511, Universitaet Bern, Departement Volkswirtschaft.
- Burkhard, D.; & Schmid, C.P.R.; & Wüthrich, K.;, 2018. "Financial incentives and physician prescription behavior.Evidence from dispensing regulations," Health, Econometrics and Data Group (HEDG) Working Papers 18/17, HEDG, c/o Department of Economics, University of York.
- Daniel Burkhard & Christian P. R. Schmid & Kaspar Wüthrich, 2019. "Financial incentives and physician prescription behavior: Evidence from dispensing regulations," Health Economics, John Wiley & Sons, Ltd., vol. 28(9), pages 1114-1129, September.
- David Cheng & Abhishek Chakrabortty & Ashwin N. Ananthakrishnan & Tianxi Cai, 2020. "Estimating average treatment effects with a double‐index propensity score," Biometrics, The International Biometric Society, vol. 76(3), pages 767-777, September.
- Ioana C. Salagean & Nicholas T. Longford, 2013. "The effect of unemployment benefits on labour market behaviour in Luxembourg," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 14(2), pages 249-272, June.
- Martin Huber, 2010. "Identification of average treatment effects in social experiments under different forms of attrition," University of St. Gallen Department of Economics working paper series 2010 2010-22, Department of Economics, University of St. Gallen.
- Wagener, Andreas & Zenker, Juliane, 2018. "Decoupled but not neutral: The effects of stochastic transfers on investment and incomes in rural Thailand," TVSEP Working Papers wp-008, Leibniz Universitaet Hannover, Institute of Development and Agricultural Economics, Project TVSEP.
- Juan Robalino & Alexander Pfaff & Laura Villalobos, 2015. "Deforestation spillovers from Costa Rican protected areas," Working Papers 201502, Universidad de Costa Rica, revised Sep 2015.
- Lloyd Chigusiwa & George Kembo & Terrence Kairiza, 2023. "Drought and social conflict in rural Zimbabwe: Does the burden fall on women and girls?," Review of Development Economics, Wiley Blackwell, vol. 27(1), pages 178-197, February.
- Sean Yiu & Li Su, 2018. "Covariate association eliminating weights: a unified weighting framework for causal effect estimation," Biometrika, Biometrika Trust, vol. 105(3), pages 709-722.
- Dana Rotz & Brian Goesling & Hande Inanc & Gregory Chojnacki, "undated". "Economic Benefits of Delayed Sexual Activity," Mathematica Policy Research Reports 248b878cd4254142ac8c13102, Mathematica Policy Research.
- Barry, L.E. & O'Neill, S. & Heaney, L.G. & O'Neill, C., 2021. "Stress-related health depreciation: Using allostatic load to predict self-rated health," Social Science & Medicine, Elsevier, vol. 283(C).
- Toru Kitagawa & Chris Muris, 2013.
"Covariate selection and model averaging in semiparametric estimation of treatment effects,"
CeMMAP working papers
61/13, Institute for Fiscal Studies.
- Toru Kitagawa & Chris Muris, 2013. "Covariate selection and model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP61/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Aldunate, F & González, F & Prem, M & Urzúa, F, 2019.
"The Evolution of Ownership Structures: Privatization, Business Groups, and Pyramids,"
Documentos de Trabajo
17348, Universidad del Rosario.
- Felipe González & Felipe Aldunate & Mounu Prem & Francisco Urzúa, 2020. "Privatization and business groups: Evidence from the Chicago Boys in Chile," Documentos de Trabajo 537, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Aldunate, Felipe & González, Felipe & Prem, Mounu & Urzúa, Francisco, 2020. "Privatization and business groups: Evidence from the Chicago Boys in Chile," Explorations in Economic History, Elsevier, vol. 78(C).
- Felipe González & Felipe Aldunate & Mounu Prem & Francisco Urzúa, 2019. "The Evolution of Ownership Structures: Privatization, Business Groups, and Pyramids," Documentos de Trabajo 523, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Jasper Tjaden & Horace Gninafon, 2022. "Raising Awareness About the Risk of Irregular Migration: Quasi‐Experimental Evidence from Guinea," Population and Development Review, The Population Council, Inc., vol. 48(3), pages 745-766, September.
- Weber, Jeremy G. & Burnett, J.Wesley & Xiarchos, Irene M., 2016.
"Broadening benefits from natural resource extraction: Housing values and taxation of natural gas wells as property,"
MPRA Paper
68900, University Library of Munich, Germany.
- Jeremy G. Weber & J. Wesley Burnett & Irene M. Xiarchos, 2016. "Broadening Benefits from Natural Resource Extraction: Housing Values and Taxation of Natural Gas Wells as Property," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 35(3), pages 587-614, June.
- Morawetz, Ulrich & Sinabell, Franz, 2015. "Assessment Of Targeting In The Rural Development Programme: A Case Study Of The Austria Investment Support Measure," 55th Annual Conference, Giessen, Germany, September 23-25, 2015 210576, German Association of Agricultural Economists (GEWISOLA).
- Paul Burkander, 2013. "The Causal Effect of School Reform: Evidence from California's Quality Education Investment Act," 2013 Papers pbu326, Job Market Papers.
- Aldunate, Felipe & González, Felipe & Prem, Mounu, 2024.
"The limits of hegemony: U.S. banks and Chilean firms in the Cold War,"
Journal of Development Economics, Elsevier, vol. 166(C).
- Felipe Aldunate & Felipe Gonzalez & Mounu Prem, 2023. "The limits of hegemony: U.S. banks and Chilean firms in the Cold War," Working Papers 952, Queen Mary University of London, School of Economics and Finance.
- Aldunate, Felipe & Gonzalez, Felipe & Prem, Mounu, 2021.
"Make the Economy Scream? U.S. Banks and Foreign Firms During the Cold War,"
SocArXiv
bhwk7, Center for Open Science.
- Aldunate, Felipe & Gonzalez, Felipe & Prem, Mounu, 2022. "The Limits of Hegemony: Banks, Covert Actions, and Foreign Firms," IAST Working Papers 22-139, Institute for Advanced Study in Toulouse (IAST).
- Aldunate, F & González, F & Prem, M, 2022. "The Limits of Hegemony: Banks, Covert Actions, and Foreign Firms," Documentos de Trabajo 20055, Universidad del Rosario.
- Felipe Aldunate & Felipe Gonzalez & Mounu Prem, 2023. "The limits of hegemony: U.S. banks and Chilean firms in the Cold War," Working Papers 952, Queen Mary University of London, School of Economics and Finance.
- Aldunate, Felipe & Gonzalez, Felipe & Prem, Mounu, 2022. "The Limits of Hegemony: Banks, Covert Actions, and Foreign Firms," SocArXiv z8f4h, Center for Open Science.
- Peress, Joël & Goldman, Jim, 2017. "Firm R&D and Financial Analysis: How Do They Interact?," CEPR Discussion Papers 12433, C.E.P.R. Discussion Papers.
- de Brauw, Alan & Hoddinott, John, 2011.
"Must conditional cash transfer programs be conditioned to be effective? The impact of conditioning transfers on school enrollment in Mexico,"
Journal of Development Economics, Elsevier, vol. 96(2), pages 359-370, November.
- de Brauw, Alan & Hoddinott, John, 2008. "Must conditional cash transfer programs be conditioned to be effective?: The impact of conditioning transfers on school enrollment in Mexico," IFPRI discussion papers 757, International Food Policy Research Institute (IFPRI).
- Tohari, Achmad & Parsons, Christopher & Rammohan, Anu, 2019. "Targeting poverty under complementarities: Evidence from Indonesia's unified targeting system," Journal of Development Economics, Elsevier, vol. 140(C), pages 127-144.
- Thor Berger & Kerstin Enflo, 2013.
"Locomotives of Local Growth: The Short- and Long-Term Impact of Railroads in Sweden,"
Working Papers
0042, European Historical Economics Society (EHES).
- Berger, Thor & Enflo, Kerstin, 2014. "Locomotives of Local Growth: The Short- and Long-Term Impact of Railroads in Sweden," Lund Papers in Economic History 132, Lund University, Department of Economic History.
- Berger, Thor & Enflo, Kerstin, 2017. "Locomotives of local growth: The short- and long-term impact of railroads in Sweden," Journal of Urban Economics, Elsevier, vol. 98(C), pages 124-138.
- Samuel Bazzi & Sudarno Sumarto & Asep Suryahadi, "undated". "It’s All in the Timing: Household Expenditure and Labor Supply Responses to Unconditional Cash Transfers," Working Papers 280, Publications Department.
- Dettmann, Eva & Becker, Claudia & Schmeißer, Christian, 2010. "Is there a Superior Distance Function for Matching in Small Samples?," IWH Discussion Papers 3/2010, Halle Institute for Economic Research (IWH).
- Deininger, Klaus & Liu, Yanyan, 2019. "Heterogeneous welfare impacts of National Rural Employment Guarantee Scheme: Evidence from Andhra Pradesh, India," World Development, Elsevier, vol. 117(C), pages 98-111.
- Elek, P. & Varadi, B. & Varga, M., 2014. "Effects of geographical accessibility on the use of outpatient care services: quasi-experimental evidence from administrative panel data," Health, Econometrics and Data Group (HEDG) Working Papers 14/17, HEDG, c/o Department of Economics, University of York.
- Stefan Tubbicke, 2020.
"Entropy Balancing for Continuous Treatments,"
Papers
2001.06281, arXiv.org, revised May 2020.
- Stefan Tübbicke, 2020. "Entropy Balancing for Continuous Treatments," CEPA Discussion Papers 21, Center for Economic Policy Analysis.
- Tübbicke Stefan, 2022. "Entropy Balancing for Continuous Treatments," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 71-89, January.
- David J. Harding & Lisa Sanbonmatsu & Greg J. Duncan & Lisa A. Gennetian & Lawrence F. Katz & Ronald C. Kessler & Jeffrey R. Kling & Matthew Sciandra & Jens Ludwig, 2023.
"Evaluating Contradictory Experimental and Nonexperimental Estimates of Neighborhood Effects on Economic Outcomes for Adults,"
Housing Policy Debate, Taylor & Francis Journals, vol. 33(2), pages 453-486, March.
- David J. Harding & Lisa Sanbonmatsu & Greg J. Duncan & Lisa A. Gennetian & Lawrence F. Katz & Ronald C. Kessler & Jeffrey R. Kling & Matthew Sciandra & Jens Ludwig, 2021. "Evaluating Contradictory Experimental and Non-Experimental Estimates of Neighborhood Effects on Economic Outcomes for Adults," NBER Working Papers 28454, National Bureau of Economic Research, Inc.
- Brantly Callaway & Pedro H. C. Sant'Anna, 2018.
"Difference-in-Differences with Multiple Time Periods,"
Papers
1803.09015, arXiv.org, revised Dec 2020.
- Callaway, Brantly & Sant’Anna, Pedro H.C., 2021. "Difference-in-Differences with multiple time periods," Journal of Econometrics, Elsevier, vol. 225(2), pages 200-230.
- José R. Zubizarreta, 2015. "Stable Weights that Balance Covariates for Estimation With Incomplete Outcome Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 910-922, September.
- Durevall, Dick & Lindskog, Annika, 2015. "Intimate Partner Violence and HIV Infection in sub-Saharan Africa," World Development, Elsevier, vol. 72(C), pages 27-42.
- Guido Blasio & Samuele Poy, 2017. "THE IMPACT OF LOCAL WAGE REGULATION ON EMPLOYMENT: A BORDER ANALYSIS FROM ITALY IN THE 1950s," Journal of Regional Science, Wiley Blackwell, vol. 57(1), pages 48-74, January.
- Joel Peress & jim goldman, 2016. "Firm Innovation and Financial Analysis: How Do They Interact?," 2016 Meeting Papers 531, Society for Economic Dynamics.
- Martha J. Bailey & Andrew Goodman-Bacon, 2014.
"The War on Poverty's Experiment in Public Medicine: Community Health Centers and the Mortality of Older Americans,"
NBER Working Papers
20653, National Bureau of Economic Research, Inc.
- Martha J. Bailey & Andrew Goodman-Bacon, 2015. "The War on Poverty's Experiment in Public Medicine: Community Health Centers and the Mortality of Older Americans," American Economic Review, American Economic Association, vol. 105(3), pages 1067-1104, March.
- Martin Huber & Michael Lechner & Andreas Steinmayr, 2015.
"Radius matching on the propensity score with bias adjustment: tuning parameters and finite sample behaviour,"
Empirical Economics, Springer, vol. 49(1), pages 1-31, August.
- Huber, Martin & Lechner, Michael & Steinmayr, Andreas, 2012. "Radius matching on the propensity score with bias adjustment: finite sample behaviour, tuning parameters and software implementation," Economics Working Paper Series 1226, University of St. Gallen, School of Economics and Political Science.
- Tom Boot & Didier Nibbering, 2024. "Inference on LATEs with covariates," Papers 2402.12607, arXiv.org.
- Andrea ALBANESE & Bart COCKX, 2015.
"Permanent Wage Cost Subsidies for Older Workers. An Effective Tool for Increasing Working Time and Postponing Early Retirement?,"
LIDAM Discussion Papers IRES
2015006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Andrea Albanese & Bart Cockx, 2015. "Permanent Wage Cost Subsidies for Older Workers. An Effective Tool for Increasing Working Time and Postponing Early Retirement?," CESifo Working Paper Series 5301, CESifo.
- Albanese, Andrea & Cockx, Bart, 2015. "Permanent Wage Cost Subsidies for Older Workers: An Effective Tool for Increasing Working Time and Postponing Early Retirement?," IZA Discussion Papers 8988, Institute of Labor Economics (IZA).
- Andrea Albanese & Bart Cockx, 2015. "Permanent Wage Cost Subsidies For Older Workers. An Effective Tool For Increasing Working Time And Postponing Early Retirement?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/902, Ghent University, Faculty of Economics and Business Administration.
- Sallin, Aurelién, 2021. "Estimating returns to special education: combining machine learning and text analysis to address confounding," Economics Working Paper Series 2109, University of St. Gallen, School of Economics and Political Science.
- Paul Hünermund & Dirk Czarnitzki, 2016.
"Estimating the local average treatment effect of R&D subsidies in a pan-European program,"
Working Papers of Department of Management, Strategy and Innovation, Leuven
541177, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
- Hünermund, Paul & Czarnitzki, Dirk, 2016. "Estimating the local average treatment effect of R&D subsidies in a pan-European program," ZEW Discussion Papers 16-039, ZEW - Leibniz Centre for European Economic Research.
- D’Amour, Alexander & Ding, Peng & Feller, Avi & Lei, Lihua & Sekhon, Jasjeet, 2021. "Overlap in observational studies with high-dimensional covariates," Journal of Econometrics, Elsevier, vol. 221(2), pages 644-654.
- Deininger, Klaus & Liu, Yanyan, 2013. "Welfare and poverty impacts of India's national rural employment guarantee scheme : evidence from Andhra Pradesh," Policy Research Working Paper Series 6543, The World Bank.
- W. Attavanich, 2016. "Did the Thai rice-pledging programme improve the economic performance and viability of rice farming?," Applied Economics, Taylor & Francis Journals, vol. 48(24), pages 2253-2265, May.
- Yuta Kikuchi & Ryo Nakajima, 2016. "Evaluating Professor Value-added: Evidence from Professor and Student Matching in Physics," Keio-IES Discussion Paper Series 2016-002, Institute for Economics Studies, Keio University.
- Sakaue, Katsuki & Wokadala, James, 2022. "Effects of including refugees in local government schools on pupils’ learning achievement: Evidence from West Nile, Uganda," International Journal of Educational Development, Elsevier, vol. 90(C).
- Sadayuki, Taisuke & Arimura, Toshi H., 2021. "Do regional emission trading schemes lead to carbon leakage within firms? Evidence from Japan," Energy Economics, Elsevier, vol. 104(C).
- Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P., 2014.
"Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion,"
Statistics & Probability Letters, Elsevier, vol. 95(C), pages 132-138.
- Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014. "Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion," IEAS Working Paper : academic research 14-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Aug 2014.
- Marco Caliendo & Stefan Tübbicke, 2019.
"New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and their Robustness,"
CEPA Discussion Papers
06, Center for Economic Policy Analysis.
- Caliendo, Marco & Tübbicke, Stefan, 2019. "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and Their Robustness," IZA Discussion Papers 12261, Institute of Labor Economics (IZA).
- Marco Caliendo & Stefan Tübbicke, 2020. "New evidence on long-term effects of start-up subsidies: matching estimates and their robustness," Empirical Economics, Springer, vol. 59(4), pages 1605-1631, October.
- Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2021. "On Estimating Multiple Treatment Effects with Regression," Working Papers 2021-41, Princeton University. Economics Department..
- Dettmann, E. & Becker, C. & Schmeißer, C., 2011. "Distance functions for matching in small samples," Computational Statistics & Data Analysis, Elsevier, vol. 55(5), pages 1942-1960, May.
- Collins, J. Michael, 2013. "The impacts of mandatory financial education: Evidence from a randomized field study," Journal of Economic Behavior & Organization, Elsevier, vol. 95(C), pages 146-158.
- Méndez, Ildefonso & Abellán Perpiñán, Jose M. & Sánchez Martínez, Fernando I. & Martínez Pérez, Jorge E., 2011. "Inverse probability weighted estimation of social tariffs: An illustration using the SF-6D value sets," Journal of Health Economics, Elsevier, vol. 30(6), pages 1280-1292.
- Baten, Jörg & Cappelli, Gabriele, 2016. "The Evolution of Human Capital in Africa, 1730 – 1970: A Colonial Legacy?," CEPR Discussion Papers 11273, C.E.P.R. Discussion Papers.
- John M. Krieg & Steven E. Henson, 2016. "The Educational Impact of Online Learning: How Do University Students Perform in Subsequent Courses?," Education Finance and Policy, MIT Press, vol. 11(4), pages 426-448, Fall.
- Kang, Songman, 2017. "The consequences of sex offender residency restriction: Evidence from North Carolina," International Review of Law and Economics, Elsevier, vol. 49(C), pages 10-22.
- Tingting Zhou & Michael R. Elliott & Roderick J. A. Little, 2022. "Addressing Disparities in the Propensity Score Distributions for Treatment Comparisons from Observational Studies," Stats, MDPI, vol. 5(4), pages 1-17, December.
- Kono, Hisaki & Sawada, Yasuyuki & Shonchoy, Abu S., 2016. "DVD-based distance-learning program for university entrance exams -- RCT experiments in rural Bangladesh," IDE Discussion Papers 580, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Matteo Picchio, 2023. "Microchipped bags and waste sorting," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 25(1), pages 1-30, January.
- Martinez, Daniel & Mitnik, Oscar A. & Salgado, Edgar & Scholl, Lynn & Yanez-Pagans, Patricia, 2018.
"Connecting to Economic Opportunity? The Role of Public Transport in Promoting Women's Employment in Lima,"
IZA Discussion Papers
12020, Institute of Labor Economics (IZA).
- Daniel F. Martinez & Oscar A. Mitnik & Edgar Salgado & Lynn Scholl & Patricia Yañez-Pagans, 2020. "Connecting to Economic Opportunity: the Role of Public Transport in Promoting Women’s Employment in Lima," Journal of Economics, Race, and Policy, Springer, vol. 3(1), pages 1-23, March.
- Uri Shalit, 2022. "Commentary on “Causal Decision Making and Causal Effect Estimation Are Not the Same…and Why It Matters”," INFORMS Joural on Data Science, INFORMS, vol. 1(1), pages 19-20, April.
- Hünermund, Paul & Czarnitzki, Dirk, 2015. "Estimating the Local Average Treatment Effect of R&D Subsidies in a Virtual Common Pot," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112869, Verein für Socialpolitik / German Economic Association.
- Susan Athey & Guido W. Imbens & Stefan Wager, 2016.
"Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensions,"
Papers
1604.07125, arXiv.org, revised Jan 2018.
- Susan Athey & Guido W. Imbens & Stefan Wager, 2018. "Approximate residual balancing: debiased inference of average treatment effects in high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(4), pages 597-623, September.
- David A. Freedman & Richard A. Berk, 2008. "Weighting Regressions by Propensity Scores," Evaluation Review, , vol. 32(4), pages 392-409, August.
- Kraft, Kornelius & Lammers, Alexander, 2021. "The Effects of Reforming a Federal Employment Agency on Labor Demand," IZA Discussion Papers 14629, Institute of Labor Economics (IZA).
- Galina Besstremyannaya, 2014. "Heterogeneous effect of coinsurance rate on healthcare costs: generalized finite mixtures and matching estimators," Discussion Papers 14-014, Stanford Institute for Economic Policy Research.
- Huber, Martin & Lechner, Michael & Wunsch, Conny, 2013. "The performance of estimators based on the propensity score," Journal of Econometrics, Elsevier, vol. 175(1), pages 1-21.
- Ventura, Jaume & Santamaria, Marta & YeÅŸilbayraktar, UÄŸur, 2021. "Borders within Europe," CEPR Discussion Papers 15633, C.E.P.R. Discussion Papers.
- Boris Kaiser & Christian Schmid, 2016. "Does Physician Dispensing Increase Drug Expenditures? Empirical Evidence from Switzerland," Health Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-90, January.
- Chad D. Meyerhoefer & Muzhe Yang, 2011.
"The Relationship between Food Assistance and Health: A Review of the Literature and Empirical Strategies for Identifying Program Effects,"
Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(3), pages 304-344.
- Chad D. Meyerhoefer & Muzhe Yang, 2011. "The Relationship between Food Assistance and Health: A Review of the Literature and Empirical Strategies for Identifying Program Effects," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(3), pages 304-344.
- Klebson Humberto De Lucena Moura & Raul Da Mota Silveira Neto, 2016. "Does A Longer Commuting Time Increases The Probability Of Being Victim Of Urban Violence? The Evidence From Brazilian Metropolitan Regions," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 159, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Koch, Nicolas & Basse Mama, Houdou, 2019. "Does the EU Emissions Trading System induce investment leakage? Evidence from German multinational firms," Energy Economics, Elsevier, vol. 81(C), pages 479-492.
- Marta Schoch, 2020. "Essays on political economy, inequality and development," Economics PhD Theses 0120, Department of Economics, University of Sussex Business School.
- Inés Berniell & Jan Bietenbeck, 2019. "The E↵ect of Working Hours on Health," Asociación Argentina de Economía Política: Working Papers 4210, Asociación Argentina de Economía Política.
- Goldman, Jim & Peress, Joel, 2023. "Firm R&D and financial analysis: How do they interact?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Giebel, Marek & Kraft, Kornelius, 2021. "Subsidies and innovation in the recent financial crisis," ZEW Discussion Papers 21-097, ZEW - Leibniz Centre for European Economic Research.
- Hisaki Kono & Yasuyuki Sawada & Abu S. Shonchoy, 2016. "DVD-based Distance-learning Program for University Entrance Exams: Experimental Evidence from Rural Bangladesh," CIRJE F-Series CIRJE-F-1027, CIRJE, Faculty of Economics, University of Tokyo.
- Stephen J. Choi & A. C. Pritchard, 2016. "SEC Investigations and Securities Class Actions: An Empirical Comparison," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 13(1), pages 27-49, March.
- Santamaría, Marta & Ventura, Jaume & Yesilbayraktar, Ugur, 2021. "Borders within Europe," The Warwick Economics Research Paper Series (TWERPS) 1355, University of Warwick, Department of Economics.
- Fedesarrollo, 2018. "Evaluación de los impactos causados en las regiones productoras de hidrocarburos y minerales con el actual Sistema General de Regalías," Informes de Investigación 17258, Fedesarrollo.
- Sylvia Klosin, 2021. "Automatic Double Machine Learning for Continuous Treatment Effects," Papers 2104.10334, arXiv.org.
- Yuzi Zhang & Howard H. Chang & Qu Cheng & Philip A. Collender & Ting Li & Jinge He & Justin V. Remais, 2023. "A hierarchical model for analyzing multisite individual‐level disease surveillance data from multiple systems," Biometrics, The International Biometric Society, vol. 79(2), pages 1507-1519, June.
- Dridi, Ichrak & Boughrara, Adel, 2023. "Flexible inflation targeting and stock market volatility: Evidence from emerging market economies," Economic Modelling, Elsevier, vol. 126(C).
- Stephen Machin & Sandra McNally & Camille Terrier & Guglielmo Ventura, 2023.
"Closing the Gap Between Vocational and General Education? Evidence from University Technical Colleges in England,"
Working Papers
963, Queen Mary University of London, School of Economics and Finance.
- Stephen Machin & Sandra McNally & Camille Terrier & Guglielmo Ventura, 2020. "Closing the Gap Between Vocational and General Education? Evidence from University Technical Colleges in England," CVER Research Papers 031, Centre for Vocational Education Research.
- Terrier, Camille & Machin, Stephen & McNally, Sandra & Ventura, Guglielmo, 2020. "Closing the Gap Between Vocational and General Education? Evidence from University Technical Colleges in England," CEPR Discussion Papers 15456, C.E.P.R. Discussion Papers.
- Machin, Stephen & McNally, Sandra & Terrier, Camille & Ventura, Guglielmo, 2020. "Closing the Gap between Vocational and General Education? Evidence from University Technical Colleges in England," IZA Discussion Papers 13837, Institute of Labor Economics (IZA).
- Steve Machin & Sandra McNally & Camille Terrier & Guglielmo Ventura, 2020. "Closing the Gap between Vocational and General Education? Evidence from University Technical Colleges in England," CESifo Working Paper Series 8678, CESifo.
- Altindag, Duha T. & Baek, Deokrye & Lee, Hong & Merkle, Jessica, 2020. "Free lunch for all? The impact of universal school lunch on student misbehavior," Economics of Education Review, Elsevier, vol. 74(C).
- Zelin Zhang & Kejia Yang & Jonathan Z. Zhang & Robert W. Palmatier, 2023. "Uncovering Synergy and Dysergy in Consumer Reviews: A Machine Learning Approach," Management Science, INFORMS, vol. 69(4), pages 2339-2360, April.
- Wencong Lu & Kwabena Nyarko Addai & John N. Ng'ombe, 2021. "Impact of improved rice varieties on household food security in Northern Ghana: A doubly robust analysis," Journal of International Development, John Wiley & Sons, Ltd., vol. 33(2), pages 342-359, March.
- Dana Rotz & Brian Goesling & Molly Crofton & Christopher Trenholm & Jennifer Manlove & Kate Welti, "undated". "Interim Impacts of Teen PEP in New Jersey and North Carolina High Schools," Mathematica Policy Research Reports 74b7aa859c364d8c920644a13, Mathematica Policy Research.
- Andrew Goodman-Bacon & Jamein P. Cunningham, 2019. "Changes in Family Structure and Welfare Participation Since the 1960s: The Role of Legal Services," NBER Working Papers 26238, National Bureau of Economic Research, Inc.
- Takahashi, Ryo, 2021. "How to stimulate environmentally friendly consumption: Evidence from a nationwide social experiment in Japan to promote eco-friendly coffee," Ecological Economics, Elsevier, vol. 186(C).
- Dolton, Peter & Smith, Jeffrey A., 2011. "The Impact of the UK New Deal for Lone Parents on Benefit Receipt," IZA Discussion Papers 5491, Institute of Labor Economics (IZA).
- Wagener, Andreas & Zenker, Juliane, 2015. "Stochastic Transfers, Risky Investment and Incomes: Evidence from an Income Guarantee Program in Thailand," Hannover Economic Papers (HEP) dp-562, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Solé-Ollé, Albert & Sorribas-Navarro, Pilar, 2018. "Trust no more? On the lasting effects of corruption scandals," European Journal of Political Economy, Elsevier, vol. 55(C), pages 185-203.
- Gevrek, Z. Eylem & Seiberlich, Ruben R., 2014.
"Semiparametric decomposition of the gender achievement gap: An application for Turkey,"
Labour Economics, Elsevier, vol. 31(C), pages 27-44.
- Z. Eylem Gevrek & Ruben R. Seiberlich, 2012. "Semiparametric Decomposition of the Gender Achievement Gap: An Application for Turkey," Working Paper Series of the Department of Economics, University of Konstanz 2012-32, Department of Economics, University of Konstanz.
- Rapoport, Benoît & Thibout, Claire, 2018. "Why do boys and girls make different educational choices? The influence of expected earnings and test scores," Economics of Education Review, Elsevier, vol. 62(C), pages 205-229.
- Huber, Martin, 2012. "Identifying causal mechanisms in experiments (primarily) based on inverse probability weighting," Economics Working Paper Series 1213, University of St. Gallen, School of Economics and Political Science, revised May 2013.
- Bazzi, Samuel & Sumarto, Sudarno & Suryahadi, Asep, 2013. "It's All in the Timing:Household Expenditure and Labor Supply Responses to Unconditional Cash Transfers," MPRA Paper 57892, University Library of Munich, Germany, revised 31 Nov 2013.
- Weicong Lyu & Jee-Seon Kim & Youmi Suk, 2023. "Estimating Heterogeneous Treatment Effects Within Latent Class Multilevel Models: A Bayesian Approach," Journal of Educational and Behavioral Statistics, , vol. 48(1), pages 3-36, February.
- Michele Campolieti & Morley K.L. Gunderson & Jeffrey A. Smith, "undated".
"The Effect of Vocational Rehabilitation on the Employment Outcomes of Disability Insurance Beneficiaries: New Evidence from Canada,"
Mathematica Policy Research Reports
bcacf7439f25478da771aa142, Mathematica Policy Research.
- Michele Campolieti & Morley Gunderson & Jeffrey Smith, 2014. "The effect of vocational rehabilitation on the employment outcomes of disability insurance beneficiaries: new evidence from Canada," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-29, December.
- Michael Bradley & Dong Chen, 2015. "Does Board Independence Reduce the Cost of Debt?," Financial Management, Financial Management Association International, vol. 44(1), pages 15-47, March.
- Joshua Angrist & Ivan Fernandez-Val, 2010. "ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework," NBER Working Papers 16566, National Bureau of Economic Research, Inc.
- Wenbo Meng, 2022. "Understanding the Heterogeneity in the Effect of Driving Restriction Policies on Air Quality: Evidence from Chinese Cities," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 82(1), pages 133-175, May.
- Marica Valente, 2021.
"Policy Evaluation of Waste Pricing Programs Using Heterogeneous Causal Effect Estimation,"
Discussion Papers of DIW Berlin
1980, DIW Berlin, German Institute for Economic Research.
- Valente, Marica, 2023. "Policy evaluation of waste pricing programs using heterogeneous causal effect estimation," Journal of Environmental Economics and Management, Elsevier, vol. 117(C).
- Marica Valente, 2020. "Policy evaluation of waste pricing programs using heterogeneous causal effect estimation," Papers 2010.01105, arXiv.org, revised Nov 2022.
- Aoki, Yu & Santiago, Lualhati, 2018. "Deprivation, Segregation, and Socioeconomic Class of UK Immigrants: Does English Proficiency Matter?," IZA Discussion Papers 11368, Institute of Labor Economics (IZA).
- Santamaria, Marta & Ventura, Jaume & Yesilbayraktar, Ugur, 2021. "Borders within Europe," CAGE Online Working Paper Series 560, Competitive Advantage in the Global Economy (CAGE).
- Juergen Jung & Vinish Shrestha, 2016.
"The Affordable Care Act and College Enrollment Decisions,"
Working Papers
2016-16, Towson University, Department of Economics, revised May 2017.
- Juergen Jung & Vinish Shrestha, 2018. "The Affordable Care Act And College Enrollment Decisions," Economic Inquiry, Western Economic Association International, vol. 56(4), pages 1980-2009, October.
- Shohei Nakamura, 2014. "Impact of slum formalization on self-help housing construction: A case of slum notification in India," Urban Studies, Urban Studies Journal Limited, vol. 51(16), pages 3420-3444, December.
- Marta Santamaría & Jaume Ventura & Uğur Yeşilbayraktar, 2020. "Borders within Europe," Economics Working Papers 1763, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2024.
- Eva Dettmann & Jutta Günther, 2013. "Subsidized Vocational Training: Stepping Stone or Trap? Assessing Empirical Effects Using Matching Techniques," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 405-443, December.
- Kim Kwangho & Kennedy Edward H. & Naimi Ashley I., 2021. "Incremental intervention effects in studies with dropout and many timepoints#," Journal of Causal Inference, De Gruyter, vol. 9(1), pages 302-344, January.
- Takahashi, R. & Todo, Y., 2018. "When do consumers stand up for the environment? Evidence from a large-scale social experiment to promote environmentally friendly coffee," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277507, International Association of Agricultural Economists.
- Saavedra, Anna Rosefsky & Saavedra, Juan Esteban, 2011. "Do colleges cultivate critical thinking, problem solving, writing and interpersonal skills?," Economics of Education Review, Elsevier, vol. 30(6), pages 1516-1526.
- Marco Mariani & Fabrizia Mealli, 2018. "The Effects of R&D Subsidies to Small and Medium-Sized Enterprises. Evidence from a Regional Program," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 4(2), pages 249-281, July.
- Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
- Yamauchi, Futoshi & Liu, Yanyan, 2011. "Girls take over: Long-term impacts of an early stage education intervention in the Philippines," IFPRI discussion papers 1144, International Food Policy Research Institute (IFPRI).
- Clark, David E. & Dybicz, Catherine & Hanson, Andrew & Nourzad, Farrokh, 2017. "“No shut-off” policies and natural gas consumption," Resource and Energy Economics, Elsevier, vol. 48(C), pages 19-29.
- Barrera-Osorio, Felipe & García, Sandra & Rodríguez, Catherine & Sánchez, Fabio & Arbeláez, Mateo, 2018. "Concentrating efforts on low-performing schools: Impact estimates from a quasi-experimental design," Economics of Education Review, Elsevier, vol. 66(C), pages 73-91.
- Oleg Sidorkin & Martin Srholec, 2022. "Do Direct Subsidies Stimulate New R&D Outputs in Firms? Evidence from the Czech Republic," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(3), pages 2203-2229, September.
- Ildefonso Méndez Martínez & Antonio Villar Notario & Carmen Herrero Blanco, 2013. "Analysis of group performance with categorical data when agents are heterogeneous: The case of compulsory education in the OECD," Working Papers. Serie AD 2013-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Guido Imbens & Stefan Wager, 2019. "Optimized Regression Discontinuity Designs," The Review of Economics and Statistics, MIT Press, vol. 101(2), pages 264-278, May.
- Paul Wabiga & Neil Rankin, 2023. "Foreign acquisition and firm performance in sub‐Saharan Africa: Empirical evidence from Ghana," South African Journal of Economics, Economic Society of South Africa, vol. 91(2), pages 242-269, June.
- John Gibson & Bonggeun Kim, 2018. "Home Ownership and Political Participation: Longitudinal Evidence Suggests There is No Causal Relationship," Working Papers in Economics 18/02, University of Waikato.
- Paweł Strawiński, 2013. "Controlling for overlap in matching," Working Papers 2013-10, Faculty of Economic Sciences, University of Warsaw.
- Aliou Diagne & Steven Glover & Ben Groom & Jonathan Phillips, 2012. "Africa's Green Revolution? The determinants of the adoption of NERICAs in West Africa," Working Papers 174, Department of Economics, SOAS University of London, UK.
- Adeola Oyenubi, 2020. "A note on Covariate Balancing Propensity Score and Instrument-like variables," Economics Bulletin, AccessEcon, vol. 40(1), pages 202-209.
- Chen, Bowen & Gramig, Ben & Yun, Seong Do, 2020. "A Causal Analysis of the Effect of Conservation Tillage on U.S. Corn and Soybean Yield and Profitability," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304296, Agricultural and Applied Economics Association.
- Xinwei Ma & Jingshen Wang, 2018. "Robust Inference Using Inverse Probability Weighting," Papers 1810.11397, arXiv.org, revised May 2019.
- Hernández, Pedro Jesús, 2012. "Is there a Producer Quality Wage Premium similar to the Exporter Wage Premium," UMUFAE Economics Working Papers 28517, DIGITUM. Universidad de Murcia.
- Monica Harber Carney, 2021. "The impact of mental health parity laws on birth outcomes," Health Economics, John Wiley & Sons, Ltd., vol. 30(4), pages 748-765, April.
- Mellace, Giovanni & Ventura, Marco, 2023. "The short-run effects of public incentives for innovation in Italy," Economic Modelling, Elsevier, vol. 120(C).
- Deininger, Klaus & Liu, Yanyan, 2013. "Economic and Social Impacts of an Innovative Self-Help Group Model in India," World Development, Elsevier, vol. 43(C), pages 149-163.
- Pizer, William A. & Morgenstern, Richard & Shih, Jhih-Shyang, 2011. "The performance of industrial sector voluntary climate programs: Climate Wise and 1605(b)," Energy Policy, Elsevier, vol. 39(12), pages 7907-7916.
- Simon Porcher, 2019. "Does Contracting for the Provision of Public Services Decrease Prices? Evidence from French Water Public Services," Working Papers hal-02145863, HAL.
- Dalmazzo, Alberto & de Blasio, Guido & Poy, Samuele, 2022. "Can Public Housing Trigger Industrialization?," Journal of Housing Economics, Elsevier, vol. 57(C).
- Backes, Ben & Cowan, James, 2019. "Is the pen mightier than the keyboard? The effect of online testing on measured student achievement," Economics of Education Review, Elsevier, vol. 68(C), pages 89-103.
- Paul Ferraro & Merlin Hanauer, 2011. "Protecting Ecosystems and Alleviating Poverty with Parks and Reserves: ‘Win-Win’ or Tradeoffs?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 48(2), pages 269-286, February.
- Meg Elkins & Simon Feeny & David Prentice, 2015. "Do Poverty Reduction Strategy Papers reduce poverty and improve well-being?," Discussion Papers 15/02, University of Nottingham, School of Economics.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009.
"Robust Data-Driven Inference for Density-Weighted Average Derivatives,"
CREATES Research Papers
2009-46, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
Cited by:
- Hiroaki Kaido, 2014.
"Asymptotically efficient estimation of weighted average derivatives with an interval censored variable,"
CeMMAP working papers
03/14, Institute for Fiscal Studies.
- Hiroaki Kaido, 2013. "Asymptotically Efficient Estimation of Weighted Average Derivatives with an Inverval Censored Variable," Boston University - Department of Economics - Working Papers Series 2013-022, Boston University - Department of Economics.
- Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers CWP03/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kaido, Hiroaki, 2017. "Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1218-1241, October.
- Valeri Voev, 2009. "On the Economic Evaluation of Volatility Forecasts," CREATES Research Papers 2009-56, Department of Economics and Business Economics, Aarhus University.
- Yukitoshi Matsushita & Taisuke Otsu, 2018.
"Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect,"
The Japanese Economic Review, Japanese Economic Association, vol. 69(2), pages 133-155, June.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2018. "Likelihood inference on semiparametric models: average derivative and treatment effect," LSE Research Online Documents on Economics 85870, London School of Economics and Political Science, LSE Library.
- Yukitoshi Matsushita & Taisuke Otsu, 2017. "Likelihood inference on semiparametric models: Average derivative and treatment effect," STICERD - Econometrics Paper Series 592, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2019.
"Average derivative estimation under measurement error,"
STICERD - Econometrics Paper Series
602, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Average Derivative Estimation Under Measurement Error," Departmental Working Papers 1901, Southern Methodist University, Department of Economics.
- Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2021. "Average Derivative Estimation Under Measurement Error," Econometric Theory, Cambridge University Press, vol. 37(5), pages 1004-1033, October.
- Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2020. "Average derivative estimation under measurement error," LSE Research Online Documents on Economics 106489, London School of Economics and Political Science, LSE Library.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015.
"Alternative Asymptotics and the Partially Linear Model with Many Regressors,"
Papers
1505.08120, arXiv.org.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers CWP36/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers 36/15, Institute for Fiscal Studies.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2012. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," CREATES Research Papers 2012-02, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K., 2018. "Alternative Asymptotics And The Partially Linear Model With Many Regressors," Econometric Theory, Cambridge University Press, vol. 34(2), pages 277-301, April.
- Ulrich K. Müller & Yulong Wang, 2017. "Fixed- Asymptotic Inference About Tail Properties," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1334-1343, July.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018.
"Characteristic-Sorted Portfolios: Estimation and Inference,"
Papers
1809.03584, arXiv.org, revised Oct 2019.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016. "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports 788, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020. "Characteristic-Sorted Portfolios: Estimation and Inference," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2013. "Rejoinder," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1265-1268, December.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018.
"Two-Step Estimation and Inference with Possibly Many Included Covariates,"
Papers
1807.10100, arXiv.org.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
- Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1095-1122.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011.
"Conditional quantile processes based on series or many regressors,"
CeMMAP working papers
CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val, 2011. "Conditional Quantile Processes based on Series or Many Regressors," Papers 1105.6154, arXiv.org, revised Aug 2018.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Atchadé, Yves F. & Cattaneo, Matias D., 2014. "A martingale decomposition for quadratic forms of Markov chains (with applications)," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 646-677.
- Donald W.K. Andrews & Xiaoxia Shi, 2011.
"Nonparametric Inference Based on Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
- Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
- Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2013.
- Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840, Cowles Foundation for Research in Economics, Yale University.
- Dennis Kristensen, 2009. "Semiparametric modelling and estimation (in Russian)," Quantile, Quantile, issue 7, pages 53-83, September.
- Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014.
"Small Bandwidth Asymptotics For Density-Weighted Average Derivatives,"
Department of Economics, Working Paper Series
qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008. "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives," CREATES Research Papers 2008-24, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, vol. 30(1), pages 176-200, February.
- Yukitoshi Matsushita & Taisuke Otsu, 2019. "Jackknife, small bandwidth and high-dimensional asymptotics," STICERD - Econometrics Paper Series 605, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Yukitoshi Matsushita & Taisuke Otsu, 2018. "Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect," The Japanese Economic Review, Springer, vol. 69(2), pages 133-155, June.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008.
"Small Bandwidth Asymptotics for Density-Weighted Average Derivatives,"
CREATES Research Papers
2008-24, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, vol. 30(1), pages 176-200, February.
- Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
Cited by:
- Hiroaki Kaido, 2014.
"Asymptotically efficient estimation of weighted average derivatives with an interval censored variable,"
CeMMAP working papers
03/14, Institute for Fiscal Studies.
- Hiroaki Kaido, 2013. "Asymptotically Efficient Estimation of Weighted Average Derivatives with an Inverval Censored Variable," Boston University - Department of Economics - Working Papers Series 2013-022, Boston University - Department of Economics.
- Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers CWP03/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kaido, Hiroaki, 2017. "Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1218-1241, October.
- Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
- Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2021.
"Rates of Expansions for Functional Estimators,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 121-139, December.
- Kotlyarova, Yulia & Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2021. "Rates of expansions for functional estimators," LSE Research Online Documents on Economics 113436, London School of Economics and Political Science, LSE Library.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2019.
"Average derivative estimation under measurement error,"
STICERD - Econometrics Paper Series
602, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Average Derivative Estimation Under Measurement Error," Departmental Working Papers 1901, Southern Methodist University, Department of Economics.
- Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2021. "Average Derivative Estimation Under Measurement Error," Econometric Theory, Cambridge University Press, vol. 37(5), pages 1004-1033, October.
- Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2020. "Average derivative estimation under measurement error," LSE Research Online Documents on Economics 106489, London School of Economics and Political Science, LSE Library.
- Bryan S. Graham, 2019.
"Network Data,"
NBER Working Papers
26577, National Bureau of Economic Research, Inc.
- Bryan S. Graham, 2019. "Network Data," Papers 1912.06346, arXiv.org.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018.
"Two-Step Estimation and Inference with Possibly Many Included Covariates,"
Papers
1807.10100, arXiv.org.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
- Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1095-1122.
- Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bryan S. Graham, 2019. "Dyadic Regression," Papers 1908.09029, arXiv.org.
- Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Jackknife empirical likelihood: small bandwidth, sparse network and high-dimension asymptotic," LSE Research Online Documents on Economics 106488, London School of Economics and Political Science, LSE Library.
- Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010.
"Robust Data-Driven Inference for Density-Weighted Average Derivatives,"
Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, Department of Economics and Business Economics, Aarhus University.
- Bryan S. Graham, 2019. "Network Data," CeMMAP working papers CWP71/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bryan S. Graham, 2020. "Sparse network asymptotics for logistic regression," Papers 2010.04703, arXiv.org.
- Yukitoshi Matsushita & Taisuke Otsu, 2019. "Jackknife, small bandwidth and high-dimensional asymptotics," STICERD - Econometrics Paper Series 605, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2015. "Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference," Journal of Econometrics, Elsevier, vol. 187(1), pages 201-216.
- Wang, Yulong & Xiao, Zhijie, 2022. "Estimation and inference about tail features with tail censored data," Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
- Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K., 2008.
"Nonparametric Tests for Treatment Effect Heterogeneity,"
Scholarly Articles
3039049, Harvard University Department of Economics.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," Working Papers 0609, University of Miami, Department of Economics.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
- Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute of Labor Economics (IZA).
Cited by:
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004.
"Dealing with Limited Overlap in Estimation of Average Treatment Effects,"
Working Papers
0716, University of Miami, Department of Economics, revised 12 Jun 2007.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009. "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
- Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Scholarly Articles 3007645, Harvard University Department of Economics.
- Daniel Kaliski, 2023. "Identifying the impact of health insurance on subgroups with changing rates of diagnosis," Health Economics, John Wiley & Sons, Ltd., vol. 32(9), pages 2098-2112, September.
- Rajeev Dehejia & Cristian Pop-Eleches & Cyrus Samii, 2021.
"From Local to Global: External Validity in a Fertility Natural Experiment,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 217-243, January.
- Rajeev H. Dehejia & Cristian Pop-Eleches & Cyrus Samii, 2015. "From Local to Global: External Validity in a Fertility Natural Experiment," CESifo Working Paper Series 5493, CESifo.
- Dehejia, Rajeev & Pop-Eleches, Cristian & Samii, Cyrus, 2015. "From Local to Global: External Validity in a Fertility Natural Experiment," IZA Discussion Papers 9300, Institute of Labor Economics (IZA).
- Rajeev Dehejia & Cristian Pop-Eleches & Cyrus Samii, 2015. "From Local to Global: External Validity in a Fertility Natural Experiment," NBER Working Papers 21459, National Bureau of Economic Research, Inc.
- Rajeev Dehejia & Cristian Pop-Eleches & Cyrus Samii, 2019. "From Local to Global: External Validity in a Fertility Natural Experiment," Papers 1906.08096, arXiv.org.
- Yuanyuan Shen & Tianxi Cai, 2016. "Identifying predictive markers for personalized treatment selection," Biometrics, The International Biometric Society, vol. 72(4), pages 1017-1025, December.
- Timothy B. Armstrong & Shu Shen, 2013.
"Inference on Optimal Treatment Assignments,"
Cowles Foundation Discussion Papers
1927R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
- Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927RR, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
- Peng Ding & Avi Feller & Luke Miratrix, 2016. "Randomization inference for treatment effect variation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(3), pages 655-671, June.
- Bedoya Arguelles,Guadalupe & Bittarello,Luca & Davis,Jonathan Martin Villars & Mittag,Nikolas Karl & Bedoya Arguelles,Guadalupe & Bittarello,Luca & Davis,Jonathan Martin Villars & Mittag,Nikolas Karl, 2017.
"Distributional impact analysis: toolkit and illustrations of impacts beyond the average treatment effect,"
Policy Research Working Paper Series
8139, The World Bank.
- Bedoya, Guadalupe & Bittarello, Luca & Davis, Jonathan & Mittag, Nikolas, 2018. "Distributional Impact Analysis: Toolkit and Illustrations of Impacts beyond the Average Treatment Effect," IZA Discussion Papers 11863, Institute of Labor Economics (IZA).
- Ferraro, Paul J. & Miranda, Juan José, 2013. "Heterogeneous treatment effects and mechanisms in information-based environmental policies: Evidence from a large-scale field experiment," Resource and Energy Economics, Elsevier, vol. 35(3), pages 356-379.
- Eleonora Patacchini & Tiziano Arduini & Edoardo Rainone, 2014.
"Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities,"
Center for Policy Research Working Papers
167, Center for Policy Research, Maxwell School, Syracuse University.
- Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2014. "Identification and estimation of outcome response with heterogeneous treatment externalities," Temi di discussione (Economic working papers) 974, Bank of Italy, Economic Research and International Relations Area.
- Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2014. "Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities," EIEF Working Papers Series 1407, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2014.
- Słoczyński, Tymon, 2012.
"New Evidence on Linear Regression and Treatment Effect Heterogeneity,"
MPRA Paper
39524, University Library of Munich, Germany.
- Sloczynski, Tymon, 2015. "New Evidence on Linear Regression and Treatment Effect Heterogeneity," IZA Discussion Papers 9491, Institute of Labor Economics (IZA).
- Bart Cockx & Michael Lechner & Joost Bollens, 2020.
"Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
20/998, Ghent University, Faculty of Economics and Business Administration.
- Bart Cockx & Michael Lechner & Joost Bollens, 2020. "Priority of Unemployed Immigrants? A Causal Machine Learning Evaluation of Training in Belgium," CESifo Working Paper Series 8297, CESifo.
- Lechner, Michael & Cockx, Bart & Bollens, Joost, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," CEPR Discussion Papers 14270, C.E.P.R. Discussion Papers.
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," ROA Research Memorandum 006, Maastricht University, Research Centre for Education and the Labour Market (ROA).
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," Research Memorandum 015, Maastricht University, Graduate School of Business and Economics (GSBE).
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," Economics Working Paper Series 2001, University of St. Gallen, School of Economics and Political Science.
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2019. "Priority to Unemployed Immigrants? A Causal Machine Learning Evaluation of Training in Belgium," IZA Discussion Papers 12875, Institute of Labor Economics (IZA).
- Bart Cockx & Michael Lechner & Joost Bollens, 2019. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," Papers 1912.12864, arXiv.org, revised Dec 2022.
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2023. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," Labour Economics, Elsevier, vol. 80(C).
- Bart Cockx & Michael Lechner & Joost Bollens, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," LIDAM Discussion Papers IRES 2020016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2019.
"Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds,"
Journal of Finance, American Finance Association, vol. 74(4), pages 1931-1973, August.
- Adrian, Tobias & Crump, Richard K. & Vogt, Erik, 2016. "Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds," CEPR Discussion Papers 11401, C.E.P.R. Discussion Papers.
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2015. "Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds," Staff Reports 723, Federal Reserve Bank of New York.
- Edward Feser, 2013. "Isserman’s Impact," International Regional Science Review, , vol. 36(1), pages 44-68, January.
- Lehrer, Steven F. & Pohl, R. Vincent & Song, Kyungchul, 2018.
"Multiple Testing and the Distributional Effects of Accountability Incentives in Education,"
MPRA Paper
89532, University Library of Munich, Germany.
- Lehrer, Steven F. & Pohl, R. Vincent & Song, Kyungchul, 2019. "Multiple testing and the distributional effects of accountability incentives in education," Ruhr Economic Papers 799, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Steven F. Lehrer & R. Vincent Pohl & Kyungchul Song, 2022. "Multiple Testing and the Distributional Effects of Accountability Incentives in Education," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1552-1568, October.
- Marusca De Castris & Guido Pellegrini, 2015. "Caratteristiche delle imprese ed eterogeneit? degli effetti degli incentivi alla r&s," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2015(3 Suppl.), pages 61-79.
- Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
- Gabriel Okasa & Kenneth A. Younge, 2022. "Sample Fit Reliability," Papers 2209.06631, arXiv.org.
- Naureen Fatema & Shahriar Kibriya, 2018. "Givers of great dinners know few enemies: The impact of household food sufficiency and food sharing on low intensity interhousehold and community conflict in Eastern Democratic Republic of Congo," HiCN Working Papers 267, Households in Conflict Network.
- Ana Beatriz Galvão & James Mitchell, 2024.
"Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 81-114, February.
- Galvão, Ana Beatriz & Mitchell, James, 2021. "Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP," CEPR Discussion Papers 16417, C.E.P.R. Discussion Papers.
- Ana Galvao & James Mitchell, 2021. "Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2021-06, Economic Statistics Centre of Excellence (ESCoE).
- Ana B. Galvão & James Mitchell, 2021. "Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP," Working Papers 21-28R, Federal Reserve Bank of Cleveland, revised 13 Jul 2022.
- Huang, W. & Linton, O. & Zhang, Z., 2021.
"A Unified Framework for Specification Tests of Continuous Treatment Effect Models,"
Cambridge Working Papers in Economics
2113, Faculty of Economics, University of Cambridge.
- Wei Huang & Oliver Linton & Zheng Zhang, 2021. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Papers 2102.08063, arXiv.org, revised Sep 2021.
- Yoonseok Lee & Sung Jae Jun & Youngki Shin, 2014.
"Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach,"
Center for Policy Research Working Papers
169, Center for Policy Research, Maxwell School, Syracuse University.
- Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016. "Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 302-311, April.
- Augsburg, Britta & Bancalari, Antonella & Durrani, Zara & Vaidyanathan, Madhav & White, Zach, 2022.
"When nature calls back: Sustaining behavioral change in rural Pakistan,"
Journal of Development Economics, Elsevier, vol. 158(C).
- Britta Augsburg & Antonella Bancalari & Zara Durrani & Madhav Vaidyanathan & Zach White, 2021. "When nature calls back: sustaining behavioural change in rural Pakistan," IFS Working Papers W21/46, Institute for Fiscal Studies.
- Brigham R. Frandsen & Lars J. Lefgren, 2021. "Partial identification of the distribution of treatment effects with an application to the Knowledge is Power Program (KIPP)," Quantitative Economics, Econometric Society, vol. 12(1), pages 143-171, January.
- Judith Favereau & Nicolas Brisset, 2016. "Randomization of What? Moving from Libertarian to "Democratic Paternalism"," GREDEG Working Papers 2016-34, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Andrea Mercatanti & Fan Li, 2017. "Do debit cards decrease cash demand?: causal inference and sensitivity analysis using principal stratification," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(4), pages 759-776, August.
- Sokbae Lee & Yoon-Jae Whang, 2009.
"Nonparametric Tests of Conditional Treatment Effects,"
Cowles Foundation Discussion Papers
1740, Cowles Foundation for Research in Economics, Yale University.
- Sokbae (Simon) Lee & Yoon-Jae Whang, 2009. "Nonparametric tests of conditional treatment effects," CeMMAP working papers CWP36/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006.
"Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand,"
Working Papers
0608, University of Miami, Department of Economics.
- Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," IZA Discussion Papers 2347, Institute of Labor Economics (IZA).
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers 0330, National Bureau of Economic Research, Inc.
- Guido W. Imbens & Jeffrey M. Wooldridge, 2009.
"Recent Developments in the Econometrics of Program Evaluation,"
Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
- Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
- Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202117, University of Kansas, Department of Economics, revised Aug 2021.
- Nathan Kallus, 2023. "Treatment Effect Risk: Bounds and Inference," Management Science, INFORMS, vol. 69(8), pages 4579-4590, August.
- Pedro H. C. Sant'Anna, 2016.
"Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes,"
Papers
1612.02090, arXiv.org, revised Feb 2020.
- Pedro H. C. Sant’Anna, 2021. "Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 816-832, July.
- Sianesi, Barbara, 2017. "Evidence of randomisation bias in a large-scale social experiment: The case of ERA," Journal of Econometrics, Elsevier, vol. 198(1), pages 41-64.
- Julius Owusu, 2023. "Randomization Inference of Heterogeneous Treatment Effects under Network Interference," Papers 2308.00202, arXiv.org, revised Jan 2024.
- Albrecht, Konstanze & von Essen, Emma & Parys, Juliane & Szech, Nora, 2011.
"Updating, Self-Confidence and Discrimination,"
IZA Discussion Papers
6203, Institute of Labor Economics (IZA).
- Albrecht, Konstanze & von Essen, Emma & Parys, Juliane & Szech, Nora, 2013. "Updating, self-confidence, and discrimination," European Economic Review, Elsevier, vol. 60(C), pages 144-169.
- Onur Altindag & Theodore J. Joyce & Julie A. Reeder, 2015. "Effects of Peer Counseling to Support Breastfeeding: Assessing the External Validity of a Randomized Field Experiment," NBER Working Papers 21013, National Bureau of Economic Research, Inc.
- Nathan Kallus & Miruna Oprescu, 2022. "Robust and Agnostic Learning of Conditional Distributional Treatment Effects," Papers 2205.11486, arXiv.org, revised Feb 2023.
- Manuel S. Santos & Juan Pablo Rincon-Zapatero, 2007. "Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions," Working Papers 0614, University of Miami, Department of Economics.
- Susan Athey & Guido Imbens, 2016. "The Econometrics of Randomized Experiments," Papers 1607.00698, arXiv.org.
- Lépine, A. & Lagarde, M. & Le Nestour, A., 2015. "Free primary care in Zambia: an impact evaluation using a pooled synthetic control method," Health, Econometrics and Data Group (HEDG) Working Papers 15/20, HEDG, c/o Department of Economics, University of York.
- John Cai & Weinan Wang, 2022. "A Systematic Paradigm for Detecting, Surfacing, and Characterizing Heterogeneous Treatment Effects (HTE)," Papers 2211.01547, arXiv.org.
- Chengfeng Yu & Jiyu Yu & Da Gao, 2024. "Smart Cities and Greener Futures: Evidence from a Quasi-Natural Experiment in China’s Smart City Construction," Sustainability, MDPI, vol. 16(2), pages 1-28, January.
- Vandercasteelen, Joachim & Dereje, Mekdim & Minten, Bart & Taffesse, Alemayehu Seyoum, 2013.
"Scaling-up adoption of improved technologies: The impact of the promotion of row planting on farmers’ teff yields in Ethiopia:,"
ESSP working papers
60, International Food Policy Research Institute (IFPRI).
- Joachim Vandercasteelen & Mekdim Dereje & Bart Minten & Alemayehu Seyoum Taffesse, 2013. "Scaling-up adoption of improved technologies: The impact of the promotion of row planting on farmers’ teff yields in Ethiopia," LICOS Discussion Papers 34413, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
- Nathan Kallus, 2022. "Treatment Effect Risk: Bounds and Inference," Papers 2201.05893, arXiv.org, revised Jul 2022.
- Pender, John & Reeder, Richard, 2011. "Impacts of Regional Approaches to Rural Development: Initial Evidence on the Delta Regional Authority," Economic Research Report 262240, United States Department of Agriculture, Economic Research Service.
- Philip M. Gleason & Alexandra M. Resch & Jillian A. Berk, "undated". "Replicating Experimental Impact Estimates Using a Regression Discontinuity Approach," Mathematica Policy Research Reports c7ecf8b35c8d402491d09b2d0, Mathematica Policy Research.
- Marianne P. Bitler & Jonah B. Gelbach & Hilary W. Hoynes, 2017.
"Can Variation in Subgroups' Average Treatment Effects Explain Treatment Effect Heterogeneity? Evidence from a Social Experiment,"
The Review of Economics and Statistics, MIT Press, vol. 99(4), pages 683-697, July.
- Marianne P. Bitler & Jonah B. Gelbach & Hilary W. Hoynes, 2014. "Can Variation in Subgroups' Average Treatment Effects Explain Treatment Effect Heterogeneity? Evidence from a Social Experiment," NBER Working Papers 20142, National Bureau of Economic Research, Inc.
- Layla Parast & Tianxi Cai & Lu Tian, 2023. "Testing for heterogeneity in the utility of a surrogate marker," Biometrics, The International Biometric Society, vol. 79(2), pages 799-810, June.
- Khalil, Umair & Yıldız, Neşe, 2022. "A test of the selection on observables assumption using a discontinuously distributed covariate," Journal of Econometrics, Elsevier, vol. 226(2), pages 423-450.
- Seán M. Muller, 2021. "Evidence for a YETI? A Cautionary Tale from South Africa's Youth Employment Tax Incentive," Development and Change, International Institute of Social Studies, vol. 52(6), pages 1301-1342, November.
- Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2020. "Inferences for Partially Conditional Quantile Treatment Effect Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202005, University of Kansas, Department of Economics, revised Feb 2020.
- Luo Wei & Wu Wenbo & Zhu Yeying, 2019. "Learning Heterogeneity in Causal Inference Using Sufficient Dimension Reduction," Journal of Causal Inference, De Gruyter, vol. 7(1), pages 1-14, March.
- Pons Rotger, Gabriel & Rosholm, Michael, 2020. "The Role of Beliefs in Long Sickness Absence: Experimental Evidence from a Psychological Intervention," IZA Discussion Papers 13582, Institute of Labor Economics (IZA).
- Susan Athey & Guido Imbens, 2015. "Recursive Partitioning for Heterogeneous Causal Effects," Papers 1504.01132, arXiv.org, revised Dec 2015.
- Yu‐Chin Hsu & Shu Shen, 2021. "Testing monotonicity of conditional treatment effects under regression discontinuity designs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 346-366, April.
- Alejandro Sanchez-Becerra, 2023. "Robust inference for the treatment effect variance in experiments using machine learning," Papers 2306.03363, arXiv.org.
- Yanchun Jin, 2016. "Nonparametric tests for the effect of treatment on conditional variance," KIER Working Papers 948, Kyoto University, Institute of Economic Research.
- Chung, EunYi & Olivares, Mauricio, 2021. "Permutation test for heterogeneous treatment effects with a nuisance parameter," Journal of Econometrics, Elsevier, vol. 225(2), pages 148-174.
- Steinkraus, Arne, 2018. "Rethinking Policy Evaluation – Do Simple Neural Nets Bear Comparison with Synthetic Control Method?," EconStor Preprints 177390, ZBW - Leibniz Information Centre for Economics.
- Steven F. Lehrer & R. Vincent Pohl & Kyungchul Song, 2016. "Targeting Policies: Multiple Testing and Distributional Treatment Effects," NBER Working Papers 22950, National Bureau of Economic Research, Inc.
- Judith Favereau & Nicolas Brisset, 2016. "Randomization of What? Moving from Libertarian to "Democratic Paternalism". GREDEG Working Papers Series," Working Papers hal-02092638, HAL.
- Fatema, Naureen & Kibriya, Shahriar, 2017. "Givers of great dinners know few enemies: The impact of household food security on micro-level communal conflict in Eastern Democratic Republic of Congo," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258482, Agricultural and Applied Economics Association.
- Paul Ferraro & Merlin Hanauer, 2011. "Protecting Ecosystems and Alleviating Poverty with Parks and Reserves: ‘Win-Win’ or Tradeoffs?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 48(2), pages 269-286, February.
- Philip Gleason & Alexandra Resch & Jillian Berk, 2018. "RD or Not RD: Using Experimental Studies to Assess the Performance of the Regression Discontinuity Approach," Evaluation Review, , vol. 42(1), pages 3-33, February.
- Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007.
"Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors,"
CREATES Research Papers
2007-11, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012. "Optimal inference for instrumental variables regression with non-Gaussian errors," Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
Cited by:
- Kaplan, David M. & Sun, Yixiao, 2012.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
University of California at San Diego, Economics Working Paper Series
qt888657tp, Department of Economics, UC San Diego.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- Aviv Nevo & Adam Rosen, 2008.
"Identification with imperfect instruments,"
CeMMAP working papers
CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Aviv Nevo & Adam M. Rosen, 2008. "Identification with Imperfect Instruments," NBER Working Papers 14434, National Bureau of Economic Research, Inc.
- Aviv Nevo & Adam M. Rosen, 2012. "Identification With Imperfect Instruments," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 659-671, August.
- Marmer, Vadim & Yu, Zhengfei, 2015. "Efficient Inference in the Classical IV Regression Model with Weak Identification: Asymptotic Power Against Arbitrarily Large Deviations from the Null Hypothesis," Microeconomics.ca working papers vadim_marmer-2015-17, Vancouver School of Economics, revised 02 Sep 2015.
- Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
- Patrik Guggenberger, "undated".
"Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007,"
UCLA Economics Online Papers
414, UCLA Department of Economics.
- Andrews, Donald W.K. & Guggenberger, Patrik, 2010. "Applications of subsampling, hybrid, and size-correction methods," Journal of Econometrics, Elsevier, vol. 158(2), pages 285-305, October.
- Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
- Keisuke Hirano & Jack R. Porter, 2023. "Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits," Papers 2302.03117, arXiv.org.
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- Sølvsten, Mikkel, 2020. "Robust estimation with many instruments," Journal of Econometrics, Elsevier, vol. 214(2), pages 495-512.
- Keisuke Hirano & Jack R. Porter, 2015. "Location Properties of Point Estimators in Linear Instrumental Variables and Related Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 720-733, December.
- Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014. "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363.
- Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006.
"Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand,"
IZA Discussion Papers
2347, Institute of Labor Economics (IZA).
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers 0330, National Bureau of Economic Research, Inc.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," Working Papers 0608, University of Miami, Department of Economics.
Cited by:
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004.
"Dealing with Limited Overlap in Estimation of Average Treatment Effects,"
Working Papers
0716, University of Miami, Department of Economics, revised 12 Jun 2007.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009. "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
- Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Scholarly Articles 3007645, Harvard University Department of Economics.
- Rahman, Mohammad Mahbubur, 2012. "Estimating the Effects of Social Safety Net Programmes in Bangladesh on Calorie Consumption of Poor Households," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 35(2), pages 67-85, June.
- Reiling, Rune Borgan & Salvanes, Kari Vea & Sandsør, Astrid Marie Jorde & Strøm, Bjarne, 2021. "The effect of central government grants on local educational policy," European Journal of Political Economy, Elsevier, vol. 69(C).
- Thierry Foucault & David Sraer & David J. Thesmar, 2011.
"Individual Investors and Volatility,"
Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
- Foucault, Thierry & Thesmar, David & Sraer, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
- Thierry Foucault & David Thesmar & David Sraer, 2008. "Individual Investors and Volatility," Working Papers hal-00578370, HAL.
- Thierry Foucault & David Sraer & David Thesmar, 2011. "Individual Investors and Volatility," Post-Print hal-00630297, HAL.
- Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," HEC Research Papers Series 899, HEC Paris.
- Suzuki, Aya & Mano, Yukichi & Abebe, Girum, 2018.
"Earnings, savings, and job satisfaction in a labor-intensive export sector: Evidence from the cut flower industry in Ethiopia,"
World Development, Elsevier, vol. 110(C), pages 176-191.
- SUZUKI, Aya & 真野, 裕吉 & MANO, Yukichi & ABEBE, Girum, 2017. "Earnings, Savings, and Job Satisfaction in a Labor-intensive Export Sector: Evidence from the Cut Flower Industry in Ethiopia," Discussion paper series HIAS-E-55, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Jeffrey Clemens, 2015. "The Minimum Wage and the Great Recession: Evidence from the Current Population Survey," NBER Working Papers 21830, National Bureau of Economic Research, Inc.
- Filmer, Deon & Schady, Norbert, 2006.
"Getting girls into school : evidence from a scholarship program in Cambodia,"
Policy Research Working Paper Series
3910, The World Bank.
- Deon Filmer & Norbert Schady, 2008. "Getting Girls into School: Evidence from a Scholarship Program in Cambodia," Economic Development and Cultural Change, University of Chicago Press, vol. 56(3), pages 581-617, April.
- Kevin Blattler & Hannes Wallimann & Widar von Arx, 2024. "Free public transport to the destination: A causal analysis of tourists' travel mode choice," Papers 2401.14945, arXiv.org, revised Feb 2024.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006.
"Nonparametric Tests for Treatment Effect Heterogeneity,"
Working Papers
0609, University of Miami, Department of Economics.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
- Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K., 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," Scholarly Articles 3039049, Harvard University Department of Economics.
- Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute of Labor Economics (IZA).
- D'Elia, Vanesa Valeria & Grand, Mariana Conte & León, Sonia, 2020. "Bus rapid transit and property values in Buenos Aires: Combined spatial hedonic pricing and propensity score techniques," Research in Transportation Economics, Elsevier, vol. 80(C).
- Kathleen Beegle & Joachim Weerdt & Stefan Dercon, 2010. "Orphanhood and human capital destruction: Is there persistence into adulthood?," Demography, Springer;Population Association of America (PAA), vol. 47(1), pages 163-180, February.
- Shikuku, Kelvin Mashisia & Okello, Julius Juma & Wambugu, Stella & Sindi, Kirimi & Low, Jan W. & McEwan, Margaret, 2019. "Nutrition and food security impacts of quality seeds of biofortified orange-fleshed sweetpotato: Quasi-experimental evidence from Tanzania," World Development, Elsevier, vol. 124(C), pages 1-1.
- Timothy B Armstrong & Michal Kolesár, 2018.
"A Simple Adjustment for Bandwidth Snooping,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
- Wagstaff, Adam & Lindelow, Magnus & Jun, Gao & Ling, Xu & Juncheng, Qian, 2009.
"Extending health insurance to the rural population: An impact evaluation of China's new cooperative medical scheme,"
Journal of Health Economics, Elsevier, vol. 28(1), pages 1-19, January.
- Wagstaff, Adam & Lindelow, Magnus & Gao Jun & Xu Ling & Qian Juncheng, 2007. "Extending health insurance to the rural population : an impact evaluation of China's new cooperative medical scheme," Policy Research Working Paper Series 4150, The World Bank.
- Mr. Mauricio Moura & Mr. Caio Piza & Mr. Marcos Poplawski Ribeiro, 2011. "The Distributive Effects of Land Titleon Labor Supply: Evidence From Brazil," IMF Working Papers 2011/131, International Monetary Fund.
- Li, Lingling & Tchetgen Tchetgen, Eric & van der Vaart, Aad & Robins, James M., 2011. "Higher order inference on a treatment effect under low regularity conditions," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 821-828, July.
- Habimana, Dominique & Haughton, Jonathan & Nkurunziza, Joseph & Haughton, Dominique Marie-Annick, 2021. "Measuring the impact of unconditional cash transfers on consumption and poverty in Rwanda," World Development Perspectives, Elsevier, vol. 23(C).
- Susan Athey & Guido Imbens & Thai Pham & Stefan Wager, 2017.
"Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges,"
American Economic Review, American Economic Association, vol. 107(5), pages 278-281, May.
- Susan Athey & Guido Imbens & Thai Pham & Stefan Wager, 2017. "Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges," Papers 1702.01250, arXiv.org.
- Kathleen Beegle & Joachim De Weerdt & Stefan Dercon, 2006.
"Orphanhood and the Long-Run Impact on Children,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(5), pages 1266-1272.
- Kathleen Beegle & Joachim De Weerdt & Stefan Dercon, 2007. "Orphanhood and the long-run impact on children," CSAE Working Paper Series 2007-08, Centre for the Study of African Economies, University of Oxford.
- Chen, Shaohua & Mu, Ren & Ravallion, Martin, 2009. "Are there lasting impacts of aid to poor areas?," Journal of Public Economics, Elsevier, vol. 93(3-4), pages 512-528, April.
- DellaVigna, Stefano & Kaplan, Ethan, 2006.
"The Fox News Effect: Media Bias and Voting,"
Seminar Papers
748, Stockholm University, Institute for International Economic Studies.
- Stefano DellaVigna & Ethan Kaplan, 2006. "The Fox News Effect: Media Bias and Voting," NBER Working Papers 12169, National Bureau of Economic Research, Inc.
- Stefano DellaVigna & Ethan Kaplan, 2007. "The Fox News Effect: Media Bias and Voting," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(3), pages 1187-1234.
- Li, Weijun & Bai, Xiwen & Yang, Dong & Hou, Yao, 2023. "Maritime connectivity, transport infrastructure expansion and economic growth: A global perspective," Transportation Research Part A: Policy and Practice, Elsevier, vol. 170(C).
- Deininger, Klaus & Liu, Yanyan, 2009.
"Economic and social impacts of self-help groups in India,"
Policy Research Working Paper Series
4884, The World Bank.
- Deininger, Klaus W. & Liu, Yanyan, 2008. "Economic and Social Impacts of Self-Help Groups in India," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6482, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Shikuku, Kelvin Mashisia, 2019. "Information exchange links, knowledge exposure, and adoption of agricultural technologies in northern Uganda," World Development, Elsevier, vol. 115(C), pages 94-106.
- Yang Shu, 2018. "Propensity Score Weighting for Causal Inference with Clustered Data," Journal of Causal Inference, De Gruyter, vol. 6(2), pages 1-19, September.
- Megan Sheahan & Yanyan Liu & Sudha Narayanan & Christopher B. Barrett, 2020.
"Disaggregated labor supply implications of guaranteed employment in India,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2020-035, Indira Gandhi Institute of Development Research, Mumbai, India.
- Sheahan, Megan & Liu, Yanyan & Narayanan, Sudha & Barrett, Christopher B., 2015. "Disaggregated labor supply implications of guaranteed employment in India," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 237345, Agricultural and Applied Economics Association.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006.
"Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand,"
Working Papers
0608, University of Miami, Department of Economics.
- Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," IZA Discussion Papers 2347, Institute of Labor Economics (IZA).
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers 0330, National Bureau of Economic Research, Inc.
- Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
- Zhao, Zhong, 2005.
"Sensitivity of Propensity Score Methods to the Specifications,"
IZA Discussion Papers
1873, Institute of Labor Economics (IZA).
- Zhao, Zhong, 2008. "Sensitivity of propensity score methods to the specifications," Economics Letters, Elsevier, vol. 98(3), pages 309-319, March.
- Jason Fletcher & David Frisvold, 2014. "The long run health returns to college quality," Review of Economics of the Household, Springer, vol. 12(2), pages 295-325, June.
- Mohammad Mahbubur Rahman, 2014. "Estimating the Average Treatment Effect of Social Safety Net Programmes in Bangladesh," Journal of Development Studies, Taylor & Francis Journals, vol. 50(11), pages 1550-1569, November.
- Suzuki, Aya & Igei, Kengo, 2017. "Can Efficient Provision of Business Development Services Bring Better Results for SMEs?: Evidence from a Networking Project in Thailand," Working Papers 147, JICA Research Institute.
- Nan L. Maxwell & Dana Rotz, 2017. "Potential Assistance for Disadvantaged Workers: Employment Social Enterprises," Journal of Labor Research, Springer, vol. 38(2), pages 145-168, June.
- Ravallion, Martin, 2012.
"Can we trust shoestring evaluations ?,"
Policy Research Working Paper Series
5983, The World Bank.
- Martin Ravallion, 2014. "Can We Trust Shoestring Evaluations?," The World Bank Economic Review, World Bank, vol. 28(3), pages 413-431.
- Allcott, Hunt & Ortega, Daniel E., 2009. "The performance of decentralized school systems : evidence from Fe y Alegría in Venezuela," Policy Research Working Paper Series 4879, The World Bank.
- Busso, Matias & Kline, Patrick, 2008.
"Do Local Economic Development Programs Work? Evidence from the Federal Empowerment Zone Program,"
Working Papers
36, Yale University, Department of Economics.
- Matias Busso & Patrick Kline, 2008. "Do Local Economic Development Programs Work? Evidence from the Federal Empowerment Zone Program," Cowles Foundation Discussion Papers 1639, Cowles Foundation for Research in Economics, Yale University.
- Sudhanshu Handa & John Maluccio, 2008.
"Matching the gold standard: Comparing experimental and non-experimental evaluation techniques for a geographically targeted program,"
Middlebury College Working Paper Series
0813, Middlebury College, Department of Economics.
- Sudhanshu Handa & John A. Maluccio, 2010. "Matching the Gold Standard: Comparing Experimental and Nonexperimental Evaluation Techniques for a Geographically Targeted Program," Economic Development and Cultural Change, University of Chicago Press, vol. 58(3), pages 415-447, April.
- de Brauw, Alan & Hoddinott, John, 2011.
"Must conditional cash transfer programs be conditioned to be effective? The impact of conditioning transfers on school enrollment in Mexico,"
Journal of Development Economics, Elsevier, vol. 96(2), pages 359-370, November.
- de Brauw, Alan & Hoddinott, John, 2008. "Must conditional cash transfer programs be conditioned to be effective?: The impact of conditioning transfers on school enrollment in Mexico," IFPRI discussion papers 757, International Food Policy Research Institute (IFPRI).
- Ahmed Elsayed & Soiliou Daw Namoro & Rania Roushdy, 2022. "Empowering women in conservative settings: evidence from an intervention in rural Egypt," Review of Economics of the Household, Springer, vol. 20(4), pages 1287-1322, December.
- Fletcher, Jason M. & Frisvold, David E., 2011. "College selectivity and young adult health behaviors," Economics of Education Review, Elsevier, vol. 30(5), pages 826-837, October.
- Qingyuan Zhao & Dylan S. Small & Ashkan Ertefaie, 2022. "Selective inference for effect modification via the lasso," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(2), pages 382-413, April.
- Manuel S. Santos & Juan Pablo Rincon-Zapatero, 2007. "Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions," Working Papers 0614, University of Miami, Department of Economics.
- Guy David & Lorens A. Helmchen & Robert A. Henderson, 2009. "Does advanced medical technology encourage hospitalist use and their direct employment by hospitals?," Health Economics, John Wiley & Sons, Ltd., vol. 18(2), pages 237-247, February.
- D’Amour, Alexander & Ding, Peng & Feller, Avi & Lei, Lihua & Sekhon, Jasjeet, 2021. "Overlap in observational studies with high-dimensional covariates," Journal of Econometrics, Elsevier, vol. 221(2), pages 644-654.
- Fahner, Gerald, 2012. "Estimating causal effects of credit decisions," International Journal of Forecasting, Elsevier, vol. 28(1), pages 248-260.
- Philip J. Cook & Robert MacCoun & Clara Muschkin & Jacob Vigdor, 2008. "The negative impacts of starting middle school in sixth grade," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 27(1), pages 104-121.
- Pablo Gonzalez Ginestet & Ales Kotalik & David M. Vock & Julian Wolfson & Erin E. Gabriel, 2021. "Stacked inverse probability of censoring weighted bagging: A case study in the InfCareHIV Register," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 51-65, January.
- Evan Borkum & Paolo Abarcar & Laura Meyer & Matthew Spitzer, "undated". "Jordan Refugee Livelihoods Development Impact Bond Evaluation Framework," Mathematica Policy Research Reports 602dafe521fe4467854dcd45e, Mathematica Policy Research.
- Juan Robalino & Alexander Pfaff, 2013. "Ecopayments and Deforestation in Costa Rica: A Nationwide Analysis of PSA’s Initial Years," Land Economics, University of Wisconsin Press, vol. 89(3), pages 432-448.
- Christiano A. Coelho & João Manoel Pinho de Mello & Leonardo Rezende, 2007. "Are Public Banks pro-Competitive? Evidence from Concentrated Local Markets in Brazil," Textos para discussão 551, Department of Economics PUC-Rio (Brazil), revised Sep 2007.
- Kevin Lang & Russell Weinstein, 2012. "Evaluating Student Outcomes at For-Profit Colleges," NBER Working Papers 18201, National Bureau of Economic Research, Inc.
- Dana Rotz & Nan Maxwell & Adam Dunn, "undated". "Economic Self-Sufficiency and Life Stability One Year After Starting a Social Enterprise Job," Mathematica Policy Research Reports 24697e16229b4f6b8fd5763f2, Mathematica Policy Research.
- Weibin Mo & Yufeng Liu, 2022. "Efficient learning of optimal individualized treatment rules for heteroscedastic or misspecified treatment‐free effect models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(2), pages 440-472, April.
- Stewart, James I., 2012. "Migration to U.S. frontier cities and job opportunity, 1860–1880," Explorations in Economic History, Elsevier, vol. 49(4), pages 528-542.
- Deininger, Klaus & Liu, Yanyan, 2009. "Longer-term economic impacts of self-help groups in india," Policy Research Working Paper Series 4886, The World Bank.
- Stijn Vansteelandt & Oliver Dukes, 2022. "Assumption‐lean inference for generalised linear model parameters," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 657-685, July.
- Peng Ding, 2022. "Peng Ding’s contribution to the Discussion of ‘Assumption‐lean inference for generalised linear model parameters’ by Vansteelandt and Dukes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 691-693, July.
- Chen, Shaohua & Mu, Ren & Ravallion, Martin, 2008. "Are there lasting impacts of aid to poor areas ? Evidence from rural China," Policy Research Working Paper Series 4084, The World Bank.
- Wagstaff, Adam, 2007. "Health insurance for the poor : initial impacts of Vietnam's health care fund for the poor," Policy Research Working Paper Series 4134, The World Bank.
- Nan L. Maxwell & Dana Rotz, "undated". "Building the Employment and Economic Self-Sufficiency of the Disadvantaged: The Potential of Social Enterprises," Mathematica Policy Research Reports 37f4ab94fb044cc1945cb04dc, Mathematica Policy Research.
- Kevin P. Josey & Elizabeth Juarez‐Colunga & Fan Yang & Debashis Ghosh, 2021. "A framework for covariate balance using Bregman distances," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(3), pages 790-816, September.
- Stijn Vansteelandt & Oliver Dukes, 2022. "Authors' reply to the Discussion of ‘Assumption‐lean inference for generalised linear model parameters’ by Vansteelandt and Dukes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 729-739, July.
- Elsayed, Ahmed & Roushdy, Rania, 2017. "Empowering Women under Social Constraints: Evidence from a Field Intervention in Rural Egypt," IZA Discussion Papers 11240, Institute of Labor Economics (IZA).
- Onur Baser, 2007. "Propensity Score Matching with Limited Overlap," Economics Bulletin, AccessEcon, vol. 9(8), pages 1-8.
- Shor, Boris & McCarty, Nolan, 2010. "The Ideological Mapping of American Legislatures," Papers 8-11-2010, Princeton University, Research Program in Political Economy.
- Nolan McCarty & Keith T. Poole & Howard Rosenthal, 2009. "Does Gerrymandering Cause Polarization?," American Journal of Political Science, John Wiley & Sons, vol. 53(3), pages 666-680, July.
- Deininger, Klaus & Liu, Yanyan, 2013. "Economic and Social Impacts of an Innovative Self-Help Group Model in India," World Development, Elsevier, vol. 43(C), pages 149-163.
- Jason M. Fletcher & David E. Frisvold, 2009. "Higher Education and Health Investments: Does More Schooling Affect Preventive Health Care Use?," Journal of Human Capital, University of Chicago Press, vol. 3(2), pages 144-176.
Articles
- Richard K. Crump & Nikolay Gospodinov, 2022.
"On the Factor Structure of Bond Returns,"
Econometrica, Econometric Society, vol. 90(1), pages 295-314, January.
Cited by:
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022.
"What Moves Treasury Yields?,"
CEPR Discussion Papers
15978, C.E.P.R. Discussion Papers.
- Soroosh Soofi-Siavash & Emanuel Moench, 2021. "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series 88, Bank of Lithuania.
- Moench, Emanuel & Soofi-Siavash, Soroosh, 2022. "What moves treasury yields?," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
- Dennis Schroers, 2024. "Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions," Papers 2401.16286, arXiv.org.
- Pablo Guerrón-Quintana & Alexey Khazanov & Molin Zhong, 2023. "Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model," Finance and Economics Discussion Series 2023-027, Board of Governors of the Federal Reserve System (U.S.).
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022.
"What Moves Treasury Yields?,"
CEPR Discussion Papers
15978, C.E.P.R. Discussion Papers.
- Crump, Richard K. & Eusepi, Stefano & Tambalotti, Andrea & Topa, Giorgio, 2022.
"Subjective intertemporal substitution,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 118-133.
See citations under working paper version above.
- Stefano Eusepi & Giorgio Topa & Andrea Tambalotti & Richard Crump, 2016. "Subjective Intertemporal Substitution," 2016 Meeting Papers 83, Society for Economic Dynamics.
- Richard K. Crump & Stefano Eusepi & Andrea Tambalotti & Giorgio Topa, 2015. "Subjective Intertemporal Substitution," Staff Reports 734, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020.
"Characteristic-Sorted Portfolios: Estimation and Inference,"
The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
See citations under working paper version above.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016. "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports 788, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018. "Characteristic-Sorted Portfolios: Estimation and Inference," Papers 1809.03584, arXiv.org, revised Oct 2019.
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2019.
"Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds,"
Journal of Finance, American Finance Association, vol. 74(4), pages 1931-1973, August.
See citations under working paper version above.
- Adrian, Tobias & Crump, Richard K. & Vogt, Erik, 2016. "Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds," CEPR Discussion Papers 11401, C.E.P.R. Discussion Papers.
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2015. "Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds," Staff Reports 723, Federal Reserve Bank of New York.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2019.
"A Unified Approach to Measuring u,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(1 (Spring), pages 143-238.
See citations under working paper version above.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A Unified Approach to Measuring u," NBER Working Papers 25930, National Bureau of Economic Research, Inc.
- Giannoni, Marc & Crump, Richard K. & Eusepi, Stefano & Sahin, Aysegul, 2019. "A Unified Approach to Measuring u," CEPR Discussion Papers 13939, C.E.P.R. Discussion Papers.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A unified approach to measuring u," Staff Reports 889, Federal Reserve Bank of New York.
- Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui, 2016.
"Decomposing real and nominal yield curves,"
Journal of Monetary Economics, Elsevier, vol. 84(C), pages 182-200.
See citations under working paper version above.
- Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012. "Decomposing real and nominal yield curves," Staff Reports 570, Federal Reserve Bank of New York.
- Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2016.
"Fundamental disagreement,"
Journal of Monetary Economics, Elsevier, vol. 83(C), pages 106-128.
See citations under working paper version above.
- P. Andrade & R. Crump & S. Eusepi & E. Moench, 2014. "Fundamental disagreement," Working papers 524, Banque de France.
- Philippe Andrade & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2013. "Fundamental disagreement," Staff Reports 655, Federal Reserve Bank of New York.
- Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015.
"Regression-based estimation of dynamic asset pricing models,"
Journal of Financial Economics, Elsevier, vol. 118(2), pages 211-244.
See citations under working paper version above.
- Moench, Emanuel & Adrian, Tobias & Crump, Richard K., 2015. "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers 10449, C.E.P.R. Discussion Papers.
- Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014.
"Bootstrapping Density-Weighted Average Derivatives,"
Econometric Theory, Cambridge University Press, vol. 30(6), pages 1135-1164, December.
See citations under working paper version above.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010. "Bootstrapping density-weighted average derivatives," Staff Reports 452, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010. "Bootstrapping Density-Weighted Average Derivatives," CREATES Research Papers 2010-23, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014.
"Small Bandwidth Asymptotics For Density-Weighted Average Derivatives,"
Econometric Theory, Cambridge University Press, vol. 30(1), pages 176-200, February.
See citations under working paper version above.
- Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008. "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives," CREATES Research Papers 2008-24, Department of Economics and Business Economics, Aarhus University.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2013.
"Generalized Jackknife Estimators of Weighted Average Derivatives,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1243-1256, December.
See citations under working paper version above.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2011. "Generalized Jackknife Estimators of Weighted Average Derivatives," CREATES Research Papers 2011-12, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2013. "Generalized Jackknife Estimators of Weighted Average Derivatives," Department of Economics, Working Paper Series qt4nv5q5hp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2013.
"Pricing the term structure with linear regressions,"
Journal of Financial Economics, Elsevier, vol. 110(1), pages 110-138.
- Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York.
Cited by:
- Valentin Haddad & David Sraer, 2020.
"The Banking View of Bond Risk Premia,"
Journal of Finance, American Finance Association, vol. 75(5), pages 2465-2502, October.
- David Sraer & Valentin Haddad, 2016. "The Banking View of Bond Risk Premia," 2016 Meeting Papers 814, Society for Economic Dynamics.
- Sraer, David & Haddad, Valentin, 2019. "The Banking View of Bond Risk Premia," CEPR Discussion Papers 14207, C.E.P.R. Discussion Papers.
- Valentin Haddad & David A. Sraer, 2019. "The Banking View of Bond Risk Premia," NBER Working Papers 26369, National Bureau of Economic Research, Inc.
- Richhild Moessner, 2018.
"Effects of asset purchases and financial stability measures on term premia in the euro area,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
489, National Institute of Economic and Social Research.
- Richhild Moessner, 2018. "Effects of asset purchases and financial stability measures on term premia in the euro area," BIS Working Papers 721, Bank for International Settlements.
- Richhild Moessner, 2018. "Effects of asset purchases and financial stability measures on term premia in the euro area," Applied Economics, Taylor & Francis Journals, vol. 50(43), pages 4617-4631, September.
- Adrian, Tobias & Etula, Erkko & Groen, Jan J.J., 2011.
"Financial amplification of foreign exchange risk premia,"
European Economic Review, Elsevier, vol. 55(3), pages 354-370, April.
- Tobias Adrian & Erkko Etula & Jan J. J. Groen, 2010. "Financial amplification of foreign exchange risk premia," Staff Reports 461, Federal Reserve Bank of New York.
- Michael D. Bauer & Glenn D. Rudebusch, 2017.
"Interest Rates Under Falling Stars,"
CESifo Working Paper Series
6571, CESifo.
- Michael D. Bauer & Glenn D. Rudebusch, 2019. "Interest Rates Under Falling Stars," Working Paper Series 2017-16, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2020. "Interest Rates under Falling Stars," American Economic Review, American Economic Association, vol. 110(5), pages 1316-1354, May.
- Sangyong Joo & Daehwan Kim & Jeffrey Nilsen, 2021. "Monetary Policy and Long-Term Interest Rates in Korea: A Decomposition Analysis," Korean Economic Review, Korean Economic Association, vol. 37, pages 327-366.
- Lloyd, Simon, 2018.
"Estimating nominal interest rate expectations: overnight indexed swaps and the term structure,"
Bank of England working papers
763, Bank of England.
- Lloyd, S. P., 2017. "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics 1734, Faculty of Economics, University of Cambridge.
- Lloyd, Simon P., 2020. "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, vol. 119(C).
- Rebecca Hellerstein, 2011. "Global bond risk premiums," Staff Reports 499, Federal Reserve Bank of New York.
- Marcello Pericoli & Marco Taboga, 2018.
"Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models,"
Temi di discussione (Economic working papers)
1189, Bank of Italy, Economic Research and International Relations Area.
- Marcello Pericoli & Marco Taboga, 2022. "Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models [Pricing the Term Structure with Linear Regressions]," Journal of Financial Econometrics, Oxford University Press, vol. 20(5), pages 807-838.
- Mr. Tao Wu, 2014. "Unconventional Monetary Policy and Long-Term Interest Rates," IMF Working Papers 2014/189, International Monetary Fund.
- Mitsuru Katagiri & Koji Takahashi, 2021.
"Do term premiums matter? Transmission via exchange rate dynamics,"
BIS Working Papers
971, Bank for International Settlements.
- Mitsuru Katagiri & Koji Takahashi, 2017. "Do Term Premiums Matter? Transmission via Exchange Rate Dynamics," Bank of Japan Working Paper Series 17-E-7, Bank of Japan.
- Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014.
"Low Frequency Effects of Macroeconomic News on Government Bond Yields,"
Working Papers ECARES
ECARES 2014-34, ULB -- Universite Libre de Bruxelles.
- Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017. "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 31-46.
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," CSEF Working Papers 372, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Wayne Passmore & Judit Temesvary, 2020. "Investor Demands for Safety, Bank Capital, and Liquidity Measurement," Finance and Economics Discussion Series 2020-079, Board of Governors of the Federal Reserve System (U.S.).
- Michael D. Bauer & Glenn D. Rudebusch, 2016. "Why Are Long-Term Interest Rates So Low?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Luis Ceballos & Jorge A. Fornero & Andrés Gatty, 2017. "Nuevas estimaciones de la tasa real neutral de Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 120-143, December.
- Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
- Malik, Sheheryar & Meldrum, Andrew, 2016.
"Evaluating the robustness of UK term structure decompositions using linear regression methods,"
Journal of Banking & Finance, Elsevier, vol. 67(C), pages 85-102.
- Malik, Sheheryar & Meldrum, Andrew, 2014. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Bank of England working papers 518, Bank of England.
- Alfaro, Rodrigo & Piña, Marco, 2023. "Estimates of the US Shadow-Rate," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(1).
- Christoph Görtz & Mallory Yeromonahos, 2021.
"Asymmetries in risk premia, macroeconomic uncertainty and business cycles,"
CAMA Working Papers
2021-101, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christoph Görtz & Mallory Yeromonahos, 2019. "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles," CESifo Working Paper Series 7959, CESifo.
- Görtz, Christoph & Yeromonahos, Mallory, 2022. "Asymmetries in risk premia, macroeconomic uncertainty and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Christoph Görtz & Mallory Yeromonahos, 2021. "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles," Working Paper series 21-25, Rimini Centre for Economic Analysis.
- Lo Duca, Marco & Nicoletti, Giulio & Vidal Martínez, Ariadna, 2016.
"Global corporate bond issuance: What role for US quantitative easing?,"
Journal of International Money and Finance, Elsevier, vol. 60(C), pages 114-150.
- Lo Duca, Marco & Nicoletti, Giulio & Vidal Martinez, Ariadna, 2014. "Global corporate bond issuance: what role for US quantitative easing?," Working Paper Series 1649, European Central Bank.
- Zhengyang Chen, 2019.
"The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission,"
2019 Papers
pch1858, Job Market Papers.
- Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," EconStor Preprints 204579, ZBW - Leibniz Information Centre for Economics.
- Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," MPRA Paper 96339, University Library of Munich, Germany.
- Bruno Feunou & Jean-Sébastien Fontaine, 2021. "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers 21-14, Bank of Canada.
- Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2021.
"Does a big bazooka matter? Quantitative easing policies and exchange rates,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 489-506.
- Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2020. "Does a big bazooka matter? Quantitative easing policies and exchange rates," Research Bulletin, European Central Bank, vol. 76.
- Mehl, Arnaud & Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes, 2020. "Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates," CEPR Discussion Papers 14324, C.E.P.R. Discussion Papers.
- Mr. Eugenio M Cerutti & Mr. Maurice Obstfeld & Haonan Zhou, 2019.
"Covered Interest Parity Deviations: Macrofinancial Determinants,"
IMF Working Papers
2019/014, International Monetary Fund.
- Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021. "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, vol. 130(C).
- Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2020. "Covered Interest Parity Deviations: Macrofinancial Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
- Obstfeld, Maurice & Cerutti, Eugenio & Zhou, Haonan, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," CEPR Discussion Papers 13886, C.E.P.R. Discussion Papers.
- Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," NBER Working Papers 26129, National Bureau of Economic Research, Inc.
- Gianni Amisano & Oreste Tristani, 2023. "Monetary policy and long‐term interest rates," Quantitative Economics, Econometric Society, vol. 14(2), pages 689-716, May.
- Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015.
"Regression-based estimation of dynamic asset pricing models,"
Journal of Financial Economics, Elsevier, vol. 118(2), pages 211-244.
- Moench, Emanuel & Adrian, Tobias & Crump, Richard K., 2015. "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers 10449, C.E.P.R. Discussion Papers.
- Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York.
- Steenkamp, Daan & Erasmus, Ruan, 2022. "Term premium estimation for South Africa," MPRA Paper 114895, University Library of Munich, Germany.
- Carrillo Julio A. & Elizondo Rocío & Rodríguez-Pérez Cid Alonso & Roldán-Peña Jessica, 2018. "What Determines the Neutral Rate of Interest in an Emerging Economy?," Working Papers 2018-22, Banco de México.
- Simon Beyeler & Sylvia Kaufmann, 2021. "Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 989-1012, November.
- Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2020.
"Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds,"
CEPR Discussion Papers
14986, C.E.P.R. Discussion Papers.
- Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2023. "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," Journal of International Economics, Elsevier, vol. 140(C).
- Mikhail Chernov & Drew Creal & Peter Hördahl, 2021. "Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds," BIS Working Papers 918, Bank for International Settlements.
- Mikhail Chernov & Drew D. Creal & Peter Hördahl, 2020. "Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds," NBER Working Papers 27500, National Bureau of Economic Research, Inc.
- Valentin Jouvanceau & Ieva Mikaliunaite, 2020. "Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks," Bank of Lithuania Working Paper Series 79, Bank of Lithuania.
- Sushanta K Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2017.
"Market volatility, monetary policy and the term premium,"
BIS Working Papers
606, Bank for International Settlements.
- Abhishek Kumar & Sushanta Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2023. "Market Volatility, Monetary Policy and the Term Premium," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 208-237, February.
- Kaminska, Iryna & Zinna, Gabriele, 2019.
"Official demand for US debt: implications for US real rates,"
Bank of England working papers
796, Bank of England.
- Iryna Kaminska & Gabriele Zinna, 2020. "Official Demand for U.S. Debt: Implications for U.S. Real Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
- Chunya Bu & John Rogers & Wenbin Wu, 2019.
"A Unified Measure of Fed Monetary Policy Shocks,"
Finance and Economics Discussion Series
2019-043, Board of Governors of the Federal Reserve System (U.S.).
- Bu, Chunya & Rogers, John & Wu, Wenbin, 2021. "A unified measure of Fed monetary policy shocks," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 331-349.
- Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019.
"The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r,"
CEPR Discussion Papers
14201, C.E.P.R. Discussion Papers.
- Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," NBER Working Papers 26560, National Bureau of Economic Research, Inc.
- Jordi Galí, 2020. "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 465-496, December.
- Maurice Obstfeld & Haonan Zhou, 2023.
"The Global Dollar Cycle,"
NBER Working Papers
31004, National Bureau of Economic Research, Inc.
- Maurice Obstfeld & Haonan Zhou, 2022. "The Global Dollar Cycle," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 53(2 (Fall)), pages 361-447.
- Obstfeld, Maurice & Zhou, Haonan, 2023. "The Global Dollar Cycle," CEPR Discussion Papers 17940, C.E.P.R. Discussion Papers.
- Richhild Moessner & Phurichai Rungcharoenkitkul, 2019. "The zero lower bound, forward guidance and how markets respond to news," BIS Quarterly Review, Bank for International Settlements, March.
- Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.
- De Rezende, Rafael B. & Ristiniemi, Annukka, 2023.
"A shadow rate without a lower bound constraint,"
Journal of Banking & Finance, Elsevier, vol. 146(C).
- De Rezende, Rafael B. & Ristiniemi, Annukka, 2018. "A shadow rate without a lower bound constraint," Working Paper Series 355, Sveriges Riksbank (Central Bank of Sweden).
- B De Rezende, Rafael & Ristiniemi, Annukka, 2020. "A shadow rate without a lower bound constraint," Bank of England working papers 864, Bank of England.
- Michael D. Bauer & Glenn D. Rudebusch, 2015.
"Resolving the spanning puzzle in macro-finance term structure models,"
Working Paper Series
2015-1, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2017. "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," Review of Finance, European Finance Association, vol. 21(2), pages 511-553.
- Michael D. Bauer & Glenn D. Rudebusch, 2015. "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," CESifo Working Paper Series 5187, CESifo.
- Martin M. Andreasen & Andrew C. Meldrum, 2018. "A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States," Finance and Economics Discussion Series 2018-056, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2019.
"Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds,"
Journal of Finance, American Finance Association, vol. 74(4), pages 1931-1973, August.
- Adrian, Tobias & Crump, Richard K. & Vogt, Erik, 2016. "Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds," CEPR Discussion Papers 11401, C.E.P.R. Discussion Papers.
- Tobias Adrian & Richard K. Crump & Erik Vogt, 2015. "Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds," Staff Reports 723, Federal Reserve Bank of New York.
- Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019.
"Volatility risk premia and future commodity returns,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 341-360.
- José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility Risk Premia and Future Commodity Returns," Working Papers Series 455, Central Bank of Brazil, Research Department.
- Stefania D’Amico & N Aaron Pancost, 2022. "Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium [Pr icing the term structure with linear regressions]," Review of Finance, European Finance Association, vol. 26(1), pages 117-162.
- Martin M. Andreasen & Tom Engsted & Stig V. Møller & Magnus Sander, 2016. "Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia," CREATES Research Papers 2016-26, Department of Economics and Business Economics, Aarhus University.
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022.
"What Moves Treasury Yields?,"
CEPR Discussion Papers
15978, C.E.P.R. Discussion Papers.
- Soroosh Soofi-Siavash & Emanuel Moench, 2021. "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series 88, Bank of Lithuania.
- Moench, Emanuel & Soofi-Siavash, Soroosh, 2022. "What moves treasury yields?," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
- Peter Van Tassel, 2017.
"Global Variance Term Premia and Intermediary Risk Appetite,"
2017 Meeting Papers
149, Society for Economic Dynamics.
- Peter Van Tassel & Erik Vogt, 2016. "Global variance term premia and intermediary risk appetite," Staff Reports 789, Federal Reserve Bank of New York.
- Adrian, Tobias & Fleming, Michael J. & Shachar, Or & Vogt, Erik, 2017.
"Market Liquidity after the Financial Crisis,"
CEPR Discussion Papers
12248, C.E.P.R. Discussion Papers.
- Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt, 2016. "Market liquidity after the financial crisis," Staff Reports 796, Federal Reserve Bank of New York.
- Erik Vogt & Michael Fleming & Or Shachar & Tobias Adrian, 2017. "Market Liquidity After the Financial Crisis," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 43-83, November.
- Tobias Adrian & Michael J. Fleming & Or Shachar, 2017. "Market Liquidity after the Financial Crisis," Liberty Street Economics 20170628, Federal Reserve Bank of New York.
- Christian Grisse & Silvio Schumacher, 2018. "Term structure dynamics at low and negative interest rates—evidence from Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-17, December.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve's Balance Sheet Normalization,"
FRB Atlanta Working Paper
2018-7, Federal Reserve Bank of Atlanta.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," Liberty Street Economics 20180109, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Working Papers 747, Federal Reserve Bank of Minneapolis.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Finance and Economics Discussion Series 2018-002, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2018-01-09-2, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal implications of the Federal Reserve's balance sheet normalization," Staff Reports 833, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2019. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 255-306, December.
- Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2017. "Level and Volatility Shocks to Fiscal Policy: Term Structure Implications," 2017 Meeting Papers 258, Society for Economic Dynamics.
- Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017.
"Decomposition of the Czech government bond yield curve,"
Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 125-134,
Czech National Bank.
- Michal Dvorák & Zlatuše Komárková & Adam Kucera, 2019. "The Czech Government Yield Curve Decomposition at the Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 2-36, February.
- Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova, 2017. "Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve," Working Papers 2017/12, Czech National Bank.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2023. "What is mine is yours: Sovereign risk transmission during the European debt crisis," Journal of Financial Stability, Elsevier, vol. 65(C).
- Rodrigo Vergara & Elías Albagli, 2015. "Tasas de Interés de Largo Plazo en Economías Desarrolladas: Tendencias Recientes e Implicancias de Política Monetaria en Chile," Economic Policy Papers Central Bank of Chile 52, Central Bank of Chile.
- Schupp, Fabian & Geiger, Felix, 2018.
"With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound,"
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy
181529, Verein für Socialpolitik / German Economic Association.
- Geiger, Felix & Schupp, Fabian, 2018. "With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound," Discussion Papers 27/2018, Deutsche Bundesbank.
- Dr. Thomas Nitschka & Diego M. Hager, 2022. "Responses of Swiss bond yields and stock prices to ECB policy surprises," Working Papers 2022-08, Swiss National Bank.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014.
"An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?,"
Borradores de Economia
11311, Banco de la Republica.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Borradores de Economia 822, Banco de la Republica de Colombia.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 68-86, June.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 129-158, Bank for International Settlements.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 68-86, June.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
- Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.
- Almeida, Caio & Ardison, Kym & Kubudi, Daniela, 2014. "Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 34(2), November.
- Jonathan Hambur & Qazi Haque, 2023.
"Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? Yes and no!,"
School of Economics and Public Policy Working Papers
2023-03 Classification-E4, University of Adelaide, School of Economics and Public Policy.
- Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-Frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," CAMA Working Papers 2023-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," RBA Research Discussion Papers rdp2023-04, Reserve Bank of Australia.
- Diego Aragon & Emanuel Moench & James Vickery, 2010. "Why is the market share of adjustable-rate mortgages so low?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 16(Dec).
- Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021.
"The international spillover effects of US monetary policy uncertainty,"
Journal of International Economics, Elsevier, vol. 133(C).
- Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2020. "The International Spillover Effects of US Monetary Policy Uncertainty," Working Papers 2020-8, Michigan State University, Department of Economics.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2021.
"A structural investigation of quantitative easing,"
Discussion Papers
01/2021, Deutsche Bundesbank.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," Working Papers 691, DNB.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2020. "A structural investigation of quantitative easing," IMFS Working Paper Series 142, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," CRC TR 224 Discussion Paper Series crctr224_2020_193, University of Bonn and University of Mannheim, Germany.
- Alexie ALUPOAIEI & Matei KUBINSCHI & Adam ALTĂR-SAMUEL, 2017. "Estimating the Term Premium From A Gaussian Dynamic Term Structure Model – The Case of Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(4), pages 173-188.
- Tobias Adrian & Erkko Etula, 2010. "Funding liquidity risk and the cross-section of stock returns," Staff Reports 464, Federal Reserve Bank of New York.
- Martin Ellison & Andreas Tischbirek, 2018.
"Beauty Contests and the Term Structure,"
Discussion Papers
1807, Centre for Macroeconomics (CFM).
- Martin Ellison & Andreas Tischbirek, 2021. "Beauty Contests and the Term Structure [Risk Premia and Term Premia in General Equilibrium]," Journal of the European Economic Association, European Economic Association, vol. 19(4), pages 2234-2282.
- Ellison, Martin & Tischbirek, Andreas, 2018. "Beauty Contests and the Term Structure," CEPR Discussion Papers 12762, C.E.P.R. Discussion Papers.
- Ellison, Martin & Tischbirek, Andreas, 2018. "Beauty contests and the term structure," LSE Research Online Documents on Economics 87384, London School of Economics and Political Science, LSE Library.
- Martin Ellison & Andreas Tischbirek, 2018. "Beauty Contests and the Term Structure," Economics Series Working Papers 846, University of Oxford, Department of Economics.
- Grzegorz Wesoƚowski, 2018.
"Do long-term interest rates drive GDP and inflation in small open economies? Evidence from Poland,"
Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6174-6192, December.
- Grzegorz Wesołowski, 2016. "Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland," NBP Working Papers 242, Narodowy Bank Polski.
- Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020.
"Monetary Policy Uncertainty and Monetary Policy Surprises,"
Finance and Economics Discussion Series
2020-032, Board of Governors of the Federal Reserve System (U.S.).
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 112(C).
- Passmore, Wayne & Temesvary, Judit, 2022. "How investor demands for safety influence bank capital and liquidity trade-offs," Journal of Financial Stability, Elsevier, vol. 60(C).
- Mr. Ales Bulir & Mr. Jan Vlcek, 2020.
"Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve,"
IMF Working Papers
2020/004, International Monetary Fund.
- Ales Bulir & Jan Vlcek, 2019. "Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve," Working Papers 2019/3, Czech National Bank.
- Aleš Bulíř & Jan Vlček, 2023. "Monetary Policy is Not Always Systematic and Data-Driven: Evidence from the Yield Curve," Open Economies Review, Springer, vol. 34(1), pages 93-112, February.
- Li, Haitao & Ye, Xiaoxia & Yu, Fan, 2020. "Unifying Gaussian dynamic term structure models from a Heath–Jarrow–Morton perspective," European Journal of Operational Research, Elsevier, vol. 286(3), pages 1153-1167.
- Martin Kliem & Alexander Meyer-Gohde, 2018.
"(Un)expected Monetary Policy Shocks and Term Premia,"
2018 Meeting Papers
102, Society for Economic Dynamics.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers SFB649DP2017-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Riccardo Rebonato & Ivan Saroka & Vlad Putiatyn, 2020. "Principal-Component-Based Gaussian Affine Term Structure Models: Constraints And Their Financial Implications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 23(02), pages 1-25, March.
- Hördahl, Peter & Tristani, Oreste, 2019.
"Modelling yields at the lower bound through regime shifts,"
Working Paper Series
2320, European Central Bank.
- Peter Hördahl & Oreste Tristani, 2019. "Modelling yields at the lower bound through regime shifts," BIS Working Papers 813, Bank for International Settlements.
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Li, Jing, 2018. "Essays on model uncertainty in financial models," Other publications TiSEM 202cd910-7ef1-4db4-94ae-d, Tilburg University, School of Economics and Management.
- Christopher J. Gust & Kyungmin Kim & Romina Ruprecht, 2023. "The Effects of CBDC on the Federal Reserve's Balance Sheet," Finance and Economics Discussion Series 2023-068, Board of Governors of the Federal Reserve System (U.S.).
- Meldrum, Andrew & Roberts-Sklar, Matt, 2015. "Long-run priors for term structure models," Bank of England working papers 575, Bank of England.
- Adam Kucera & Evzen Kocenda & Ales Marsal, 2022.
"Yield Curve Dynamics and Fiscal Policy Shocks,"
Working Papers IES
2022/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2022.
- Adam Kuèera & Evžen Koèenda & Aleš Maršál, 2019. "Yield Curve Dynamics and Fiscal Policy Shocks," Working and Discussion Papers WP 2/2019, Research Department, National Bank of Slovakia.
- Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2014.
"Targeting Long Rates in a Model with Segmented Markets,"
Working Papers (Old Series)
1419, Federal Reserve Bank of Cleveland.
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2017. "Targeting Long Rates in a Model with Segmented Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(1), pages 205-242, January.
- Mr. Phurichai Rungcharoenkitkul, 2011. "Risk Sharing and Financial Contagion in Asia: An Asset Price Perspective," IMF Working Papers 2011/242, International Monetary Fund.
- Buncic, Daniel & Lentner, Philipp, 2016. "The term structure of interest rates in an estimated New Keynesian policy model," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 126-150.
- Ali Alichi & Kevin Clinton & Charles Freedman & Mr. Ondrej Kamenik & Michel Juillard & Mr. Douglas Laxton & Mr. Jarkko Turunen & Hou Wang, 2015. "Avoiding Dark Corners: A Robust Monetary Policy Framework for the United States," IMF Working Papers 2015/134, International Monetary Fund.
- Hideaki Matsuoka, 2022.
"Debt Intolerance: Threshold Level and Composition,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 894-932, August.
- Hideaki Matsuoka, 2020. "Debt intolerance: Threshold level and composition," Working Papers e147, Tokyo Center for Economic Research.
- Hideaki Matsuoka, 2020. "Debt intolerance: Threshold level and composition," Working Papers on Central Bank Communication 014, University of Tokyo, Graduate School of Economics.
- Matsuoka,Hideaki, 2020. "Debt Intolerance : Threshold Level and Composition," Policy Research Working Paper Series 9276, The World Bank.
- Rita Pimentel & Morten Risstad & Sjur Westgaard, 2022. "Predicting interest rate distributions using PCA & quantile regression," Digital Finance, Springer, vol. 4(4), pages 291-311, December.
- Erkko Etula, 2013.
"Broker-Dealer Risk Appetite and Commodity Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 11(3), pages 486-521, June.
- Erkko Etula, 2009. "Broker-dealer risk appetite and commodity returns," Staff Reports 406, Federal Reserve Bank of New York.
- Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
- Mirco Rubin & Dario Ruzzi, 2020. "Equity Tail Risk in the Treasury Bond Market," Papers 2007.05933, arXiv.org.
- Diana Ayala & Milan Nedeljkovic & Christian Saborowski, 2017.
"What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies,"
CESifo Working Paper Series
6376, CESifo.
- Ms. Diana B Ayala Pena & Milan Nedeljkovic & Christian Saborowski, 2015. "What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies," IMF Working Papers 2015/148, International Monetary Fund.
- Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian, 2017. "What slice of the pie? The corporate bond market boom in emerging economies," Journal of Financial Stability, Elsevier, vol. 30(C), pages 16-35.
- Phurichai Rungcharoenkitkul & Fabian Winkler, 2021.
"The natural rate of interest through a hall of mirrors,"
BIS Working Papers
974, Bank for International Settlements.
- Phurichai Rungcharoenkitkul & Fabian Winkler, 2022. "The Natural Rate of Interest Through a Hall of Mirrors," Finance and Economics Discussion Series 2022-010, Board of Governors of the Federal Reserve System (U.S.).
- Hager, Diego & Nitschka, Thomas, 2022. "The Impact of COVID-19 and other Crises on the Responses of Swiss Bond Yields and Stock Prices to ECB Policy Surprises," VfS Annual Conference 2022 (Basel): Big Data in Economics 264018, Verein für Socialpolitik / German Economic Association.
- Edward N Gamber & Julie K Smith, 2020. "Monetary policy and the yield curve," Economics Bulletin, AccessEcon, vol. 40(1), pages 407-424.
- Mierau, Joachim & Mink, Mark, 2016.
"A descriptive model of banking an aggregate demand,"
Research Report
16011-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Jochen O. Mierau & Mark Mink, 2018. "A Descriptive Model of Banking and Aggregate Demand," De Economist, Springer, vol. 166(2), pages 207-237, June.
- Alberto Di Iorio & Marco Fanari, 2020. "Break-even inflation rates: the Italian case," Questioni di Economia e Finanza (Occasional Papers) 578, Bank of Italy, Economic Research and International Relations Area.
- Nitschka, Thomas & Ramelet, Marc-Antoine, 2023. "Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy," Economics Letters, Elsevier, vol. 231(C).
- Marcello Pericoli & Giovanni Veronese, 2017.
"Monetary policy surprises over time,"
Temi di discussione (Economic working papers)
1102, Bank of Italy, Economic Research and International Relations Area.
- Marcello Pericoli & Giovanni Veronese, 2018. "Monetary Policy Surprises over Time," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-60, March.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2016.
"Nominal term structure and term premia: evidence from Chile,"
Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2721-2735, June.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
- Ceballos, Luis & Naudon, Alberto & Romero, Damian, 2014. "Nominal Term Structure and Term Premia. Evidence from Chile," MPRA Paper 60911, University Library of Munich, Germany.
- Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019.
"Channels of US monetary policy spillovers to international bond markets,"
Journal of Financial Economics, Elsevier, vol. 134(2), pages 447-473.
- Elías Albagli & Luis Ceballos & Sebastián Claro & Damián Romero, 2015. "Channels of US Monetary Policy Spillovers into International Bond Markets," Working Papers Central Bank of Chile 771, Central Bank of Chile.
- Elias Albagli & Luis Ceballos & Sebastián Claro & Damian Romero, 2018. "Channels of US monetary policy spillovers to international bond markets," BIS Working Papers 719, Bank for International Settlements.
- Januj Juneja, 2015. "An evaluation of alternative methods used in the estimation of Gaussian term structure models," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 1-24, January.
- Peter Spencer, 2013. "The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models," Discussion Papers 13/22, Department of Economics, University of York.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016. "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 247-267.
- Norman R. Swanson & Weiqi Xiong & Xiye Yang, 2020. "Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 587-613, August.
- Fricke, Christoph & Menkhoff, Lukas, 2014. "Financial conditions, macroeconomic factors and (un)expected bond excess returns," Discussion Papers 35/2014, Deutsche Bundesbank.
- Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015.
"Cross-country co-movement in long-term interest rates: a DSGE approach,"
Bank of England working papers
530, Bank of England.
- Michael Chin & Thomai Filippeli & Konstantinos Theodoridis, 2015. "Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach," Working Papers 753, Queen Mary University of London, School of Economics and Finance.
- Andras Lengyel, 2022. "Treasury Supply Shocks and the Term Structure of Interest Rates in the UK," MNB Working Papers 2022/6, Magyar Nemzeti Bank (Central Bank of Hungary).
- Salman Huseynov, 2021. "Long and short memory in dynamic term structure models," CREATES Research Papers 2021-15, Department of Economics and Business Economics, Aarhus University.
- Hitesh Doshi & Kris Jacobs & Rui Liu, 2021. "Information in the Term Structure: A Forecasting Perspective," Management Science, INFORMS, vol. 67(8), pages 5255-5277, August.
- Peter Hooper & Frederic S. Mishkin & Amir Sufi, 2019. "Prospects for Inflation in a High Pressure Economy: Is the Phillips Curve Dead or is It Just Hibernating?," NBER Working Papers 25792, National Bureau of Economic Research, Inc.
- Andrea Berardi & Alberto Plazzi, 2019.
"Dissecting the Yield Curve: The International Evidence,"
Swiss Finance Institute Research Paper Series
19-73, Swiss Finance Institute.
- Berardi, Andrea & Plazzi, Alberto, 2022. "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Andreasen, Martin M. & Jørgensen, Kasper, 2020. "The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 95-117.
- Martin M. Andreasen, 2021. "The New Keynesian Model and Bond Yields," CREATES Research Papers 2021-01, Department of Economics and Business Economics, Aarhus University.
- Juan Andrés Espinosa-Torres & Luis Fernando Melo-Velandía & José Fernando Moreno-Gutiérrez, 2015. "Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano," Borradores de Economia 13700, Banco de la Republica.
- Adrian, Tobias & , & Shin, Hyun Song, 2016.
"Dynamic Leverage Asset Pricing,"
CEPR Discussion Papers
11466, C.E.P.R. Discussion Papers.
- Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013. "Dynamic Leverage Asset Pricing," Staff Reports 625, Federal Reserve Bank of New York.
- Karahan, Cenk C. & Soykök, Emre, 2022. "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014.
"Financial Stability Monitoring,"
FEDS Notes
2014-08-04, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series 2013-21, Board of Governors of the Federal Reserve System (U.S.).
- Daniel Covitz & Nellie Liang & Tobias Adrian, 2015. "Financial Stability Monitoring," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
- Tobias Adrian & Nellie Liang, 2014.
"Monetary Policy, Financial Conditions, and Financial Stability,"
IMES Discussion Paper Series
14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Tobias Adrian & Nellie Liang, 2018. "Monetary Policy, Financial Conditions, and Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 73-131, January.
- Adrian, Tobias & Liang, Nellie, 2016. "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers 11394, C.E.P.R. Discussion Papers.
- Tobias Adrian & J. Nellie Liang, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York.
- Munch Grønlund, Asger & Jørgensen, Kasper & Schupp, Fabian, 2024. "Measuring market-based core inflation expectations," Working Paper Series 2908, European Central Bank.
- Robin Greenwood & Samuel G. Hanson & Dimitri Vayanos, 2016.
"Forward Guidance in the Yield Curve: Short Rates versus Bond Supply,"
Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 2, pages 011-062,
Central Bank of Chile.
- Vayanos, Dimitri & Greenwood, Robin & Hanson, Samuel G, 2015. "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," CEPR Discussion Papers 11005, C.E.P.R. Discussion Papers.
- Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2015. "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," NBER Working Papers 21750, National Bureau of Economic Research, Inc.
- Julio Carrillo, 2017.
"Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach,"
2017 Meeting Papers
1509, Society for Economic Dynamics.
- Carrillo, Julio A. & Elizondo, Rocio & Hernández-Román, Luis G., 2020. "Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Mauro Costantini & Ricardo M. Sousa, 2020. "Consumption, asset wealth, equity premium, term spread, and flight to quality," European Financial Management, European Financial Management Association, vol. 26(3), pages 778-807, June.
- Oshima, Katsuhiro, 2020. "Search for yield and business cycles," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Jonathan Hambur & Richard Finlay, 2018. "Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia," RBA Research Discussion Papers rdp2018-02, Reserve Bank of Australia.
- Petter Eilif de Lange & Morten Risstad & Kristian Semmen & Sjur Westgaard, 2023. "Term Premia in Norwegian Interest Rate Swaps," JRFM, MDPI, vol. 16(3), pages 1-19, March.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2022. "Interest rate rules and inflation risks in a macro‐finance model," Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(4), pages 416-440, September.
- Jang, Bosung & So, Inhwan & Tong, Eric, 2023. "US structural drivers of international portfolio returns," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Riccardo Rebonato, 2017. "Affine Models With Stochastic Market Price Of Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(04), pages 1-38, June.
- Creal, Drew D. & Wu, Jing Cynthia, 2015.
"Estimation of affine term structure models with spanned or unspanned stochastic volatility,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 60-81.
- Drew D. Creal & Jing Cynthia Wu, 2014. "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers 20115, National Bureau of Economic Research, Inc.
- Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2018.
"Does a big bazooka matter? Central bank balance-sheet policies and exchange rates,"
Working Paper Series
2197, European Central Bank.
- Luca Dedola & Georgios Georgiadis & Johannes Grab & Arnaud Mehl, 2018. "Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates," Globalization Institute Working Papers 350, Federal Reserve Bank of Dallas.
- Luca Dedola & Georgios Georgiadis & Johannes Gräb & Arnaud Mehl, 2018. "Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates," GRU Working Paper Series GRU_2018_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Hanson, Samuel & Malkhozov, Aytek & Venter, Gyuri, 2022. "Demand-supply imbalance risk and long-term swap spreads," LSE Research Online Documents on Economics 118868, London School of Economics and Political Science, LSE Library.
- GalÃ, Jordi, 2020.
"Uncovered Interest Parity, Forward Guidance and the Exchange Rate,"
CEPR Discussion Papers
14889, C.E.P.R. Discussion Papers.
- Jordi Galí, 2020. "Uncovered Interest Parity, Forward Guidance, and the Exchange Rate," NBER Working Papers 26797, National Bureau of Economic Research, Inc.
- Jordi Galí, 2017. "Uncovered interest parity, forward guidance and the exchange rate," Economics Working Papers 1600, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2020.
- Jordi Galí, 2018. "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," Working Papers 1021, Barcelona School of Economics.
- Cao, Shuo & Crump, Richard K. & ,, 2020.
"Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates,"
CEPR Discussion Papers
15122, C.E.P.R. Discussion Papers.
- Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports 934, Federal Reserve Bank of New York.
- Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017.
"Monetary policy's rising FX impact in the era of ultra-low rates,"
CEPR Discussion Papers
11918, C.E.P.R. Discussion Papers.
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Candelon, Bertrand & Moura, Rubens, 2021. "A Multicountry Model of the Term Structures of Interest Rates with a GVAR," LIDAM Discussion Papers LFIN 2021007, Université catholique de Louvain, Louvain Finance (LFIN).
- Scott Joslin & Anh Le, 2021. "Interest Rate Volatility and No-Arbitrage Affine Term Structure Models," Management Science, INFORMS, vol. 67(12), pages 7391-7416, December.
- Andreasen, Martin M & Meldrum, Andrew, 2015. "Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach," Bank of England working papers 541, Bank of England.
- Brandao-Marques, Luis & Gelos, Gaston & Melgar, Natalia, 2018.
"Country transparency and the global transmission of financial shocks,"
Journal of Banking & Finance, Elsevier, vol. 96(C), pages 56-72.
- Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Ms. Natalia Melgar, 2013. "Country Transparency and the Global Transmission of Financial Shocks," IMF Working Papers 2013/156, International Monetary Fund.
- Moessner, Richhild & de Haan, Jakob, 2022. "Effects of monetary policy announcements on term premia in the euro area during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 44(C).
- Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2017. "Forward Guidance, Monetary Policy Uncertainty, and the Term Premium," Research Working Paper RWP 17-7, Federal Reserve Bank of Kansas City.
- Antonio Diez de los Rios, 2013.
"A New Linear Estimator for Gaussian Dynamic Term Structure Models,"
Staff Working Papers
13-10, Bank of Canada.
- Antonio Diez de Los Rios, 2015. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 282-295, April.
- Adam Golinski & Peter Spencer, 2019.
"Estimating the term structure with linear regressions: Getting to the roots of the problem,"
Discussion Papers
19/05, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021. "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
- Camelia Minoiu & Andrés Schneider & Min Wei, 2023.
"Why Does the Yield Curve Predict GDP Growth? The Role of Banks,"
FRB Atlanta Working Paper
2023-14, Federal Reserve Bank of Atlanta.
- Camelia Minoiu & Andrés Schneider & Min Wei, 2023. "Why Does the Yield Curve Predict GDP Growth? The Role of Banks," Finance and Economics Discussion Series 2023-049, Board of Governors of the Federal Reserve System (U.S.).
- Jessica James & Michael Leister & Christoph Rieger, 2017. "An empirical method of calculating the term premium," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1783-1793, December.
- Samuel G Hanson & David O Lucca & Jonathan H Wright, 2021.
"Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(3), pages 1719-1781.
- Samuel Hanson & David O. Lucca & Jonathan H. Wright, 2017. "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," Staff Reports 810, Federal Reserve Bank of New York.
- Russell Barnett & Konrad Zmitrowicz, 2018. "Assessing the Impact of Demand Shocks on the US Term Premium," Discussion Papers 18-7, Bank of Canada.
- Peter D. Williams & Mr. Yasser Abdih & Emanuel Kopp, 2020. "Reading the Stars," IMF Working Papers 2020/136, International Monetary Fund.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2019.
"Fiscal Policy and the Nominal Term Premium,"
Working and Discussion Papers
WP 9/2019, Research Department, National Bank of Slovakia.
- Roman Horvath & Lóránt Kaszab & Ales Marsal, 2019. "Fiscal Policy and the Nominal Term Premium," MNB Working Papers 2019/2, Magyar Nemzeti Bank (Central Bank of Hungary).
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2022. "Fiscal Policy And the Nominal Term Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 663-683, March.
- Kaszab, Lorant & Marsal, Ales, 2013. "Fiscal Policy and the Nominal Term Premium," Cardiff Economics Working Papers E2013/13, Cardiff University, Cardiff Business School, Economics Section.
- Espinosa-Torres, Juan Andrés & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando & Moreno-Gutiérrez, José Fernando, 2016.
"The international transmission of risk: Causal relations among developed and emerging countries’ term premia,"
Research in International Business and Finance, Elsevier, vol. 37(C), pages 646-654.
- Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015. "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia 12609, Banco de la Republica.
- Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015. "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia 869, Banco de la Republica de Colombia.
- Michael Callaghan, 2019. "Expectations and the term premium in New Zealand long-term interest rates," Reserve Bank of New Zealand Analytical Notes series AN2019/02, Reserve Bank of New Zealand.
- François Gourio & Phuong Ngo, 2020.
"Risk Premia at the ZLB: A Macroeconomic Interpretation,"
Working Paper Series
WP-2020-01, Federal Reserve Bank of Chicago.
- François Gourio & Phuong Ngo, 2020. "Risk Premia at the ZLB: A Macroeconomic Interpretation," Working Paper Series WP 2020-01, Federal Reserve Bank of Chicago.
- Phuong Ngo & Francois Gourio, 2016. "Risk Premia at the ZLB: a macroeconomic interpretation," 2016 Meeting Papers 1585, Society for Economic Dynamics.
- Martin Pažický, 2021. "Predicting Recessions in Germany Using the German and the US Yield Curve," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 263-291, December.
- Inaba, Kei-Ichiro, 2020. "Japan’s impactful augmentation of quantitative easing sovereign-bond purchases," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- De Graeve, Ferre & Queijo von Heideken, Virginia, 2013.
"Identifying Fiscal Inflation,"
Working Paper Series
273, Sveriges Riksbank (Central Bank of Sweden).
- De Graeve, Ferre & Queijo von Heideken, Virginia, 2015. "Identifying fiscal inflation," European Economic Review, Elsevier, vol. 80(C), pages 83-93.
- Monfort, Alain & Pegoraro, Fulvio & Renne, Jean-Paul & Roussellet, Guillaume, 2017.
"Staying at zero with affine processes: An application to term structure modelling,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 348-366.
- A. Monfort & F. Pegoraro & J.-P. Renne & G. Roussellet, 2015. "Staying at Zero with Affine Processes: An Application to Term Structure Modelling," Working papers 558, Banque de France.
- Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet, 2017. "Staying at zero with affine processes : an application to term structure modelling," Rue de la Banque, Banque de France, issue 52, november.
- Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021.
"In search of distress risk in emerging markets,"
Journal of International Economics, Elsevier, vol. 131(C).
- Gonzalo Asis & Anusha Chari & Adam Haas, 2020. "In Search of Distress Risk in Emerging Markets," NBER Working Papers 27213, National Bureau of Economic Research, Inc.
- Horvath, Roman & Kaszab, Lorant & Marsal, Ales, 2021.
"Equity premium and monetary policy in a model with limited asset market participation,"
Economic Modelling, Elsevier, vol. 95(C), pages 430-440.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2020. "Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation," MNB Working Papers 2020/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- Roman Horvath & Lorant Kaszab, 2016. "Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation," Working Papers IES 2016/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2016.
- Bruno Feunou & Jean-Sébastien Fontaine & Anh Le & Christian Lundblad, 2022.
"Tractable Term Structure Models,"
Management Science, INFORMS, vol. 68(11), pages 8411-8429, November.
- Anh Le & Bruno Feunou & Christian Lundblad & Jean-Sébastien Fontaine, 2015. "Tractable Term Structure Models," Staff Working Papers 15-46, Bank of Canada.
- Martin M. Andreasen & Andrew Meldrum, 2014. "Dynamic term structure models: The best way to enforce the zero lower bound," CREATES Research Papers 2014-47, Department of Economics and Business Economics, Aarhus University.
- Januj Juneja, 2018. "Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 695-715, April.
- Frank Kleibergen & Lingwei Kong, 2023. "Identification Robust Inference for the Risk Premium in Term Structure Models," Papers 2307.12628, arXiv.org.
- Ales Bulir & Jan Vlcek, 2016.
"Monetary Transmission: Are Emerging Market and Low-Income Countries Different?,"
Working Papers
2016/02, Czech National Bank.
- Mr. Ales Bulir & Mr. Jan Vlcek, 2015. "Monetary Transmission: Are Emerging Market and Low Income Countries Different?," IMF Working Papers 2015/239, International Monetary Fund.
- Bulíř, Aleš & Vlček, Jan, 2021. "Monetary transmission: Are emerging market and low-income countries different?," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 95-108.
- Pascal Paul, 2020.
"Banks, Maturity Transformation, and Monetary Policy,"
Working Paper Series
2020-07, Federal Reserve Bank of San Francisco.
- Paul, Pascal, 2023. "Banks, maturity transformation, and monetary policy," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020. "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers 2020-18, Banco de México.
- Giuseppe Grande & Adriana Grasso & Gabriele Zinna, 2019. "The effectiveness of the ECB’s asset purchases at the lower bound," Questioni di Economia e Finanza (Occasional Papers) 541, Bank of Italy, Economic Research and International Relations Area.
- Mr. Jiaqian Chen & Mr. Tommaso Mancini-Griffoli & Ms. Ratna Sahay, 2014. "Spillovers from United States Monetary Policy on Emerging Markets: Different This Time?," IMF Working Papers 2014/240, International Monetary Fund.
- Marcello Pericoli, 2019. "An assessment of recent trends in market-based expected iflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 542, Bank of Italy, Economic Research and International Relations Area.
- Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014. "Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano," Borradores de Economia 12333, Banco de la Republica.
- Mr. Manmohan Singh & Rohit Goel, 2019. "Pledged Collateral Market's Role in Transmission to Short-Term Market Rates," IMF Working Papers 2019/106, International Monetary Fund.
- Rogier Quaedvlieg & Peter Schotman, 2022. "Hedging Long-Term Liabilities [Pricing the Term Structure with Linear Regressions]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 505-538.
- Miguel A. Segoviano & Carlos Caceres & Vincenzo Guzzo, 2010. "Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?," IMF Working Papers 2010/120, International Monetary Fund.
- Tobias Adrian & Erkko Etula & Hyun Song Shin, 2009.
"Risk appetite and exchange Rates,"
Staff Reports
361, Federal Reserve Bank of New York.
- Hyun Song Shin & Erkko Etula & Tobias Adrian, 2010. "Risk Appetite and Exchange Rates," 2010 Meeting Papers 311, Society for Economic Dynamics.
- Sanjay K. Nawalkha & Xiaoyang Zhuo, 2022. "A Theory of Equivalent Expectation Measures for Contingent Claim Returns," Journal of Finance, American Finance Association, vol. 77(5), pages 2853-2906, October.
- Mr. Ravi Balakrishnan & Stefan Laseen & Mr. Andrea Pescatori, 2016. "U.S. Dollar Dynamics: How Important Are Policy Divergence and FX Risk Premiums?," IMF Working Papers 2016/125, International Monetary Fund.
- Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez, 2018. "International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing," International Finance Discussion Papers 1234, Board of Governors of the Federal Reserve System (U.S.).
- Lemke, Wolfgang & Werner, Thomas, 2017.
"Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme,"
Working Paper Series
2106, European Central Bank.
- Lemke, Wolfgang & Werner, Thomas, 2020. "Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme," Journal of Banking & Finance, Elsevier, vol. 111(C).
- Lemke, Wolfgang & Werner, Thomas, 2018. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181594, Verein für Socialpolitik / German Economic Association.
- Dongho Song, 2016.
"Bond Market Exposures to Macroeconomic and Monetary Policy Risks,"
Boston College Working Papers in Economics
915, Boston College Department of Economics, revised 19 Jul 2016.
- Dongho Song, 2014. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," PIER Working Paper Archive 14-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dongho Song, 2017. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," The Review of Financial Studies, Society for Financial Studies, vol. 30(8), pages 2761-2817.
- Markus Leippold & Felix Matthys, 2022. "Economic Policy Uncertainty and the Yield Curve [Pricing the term structure with linear regressions]," Review of Finance, European Finance Association, vol. 26(4), pages 751-797.
- Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016. "The Term Premium as a Leading Macroeconomic Indicator," Working Papers 201613, University of Pretoria, Department of Economics.
- Dmitriy Stolyarov & Linda L. Tesar, 2019. "Interest Rate Trends in a Global Context," Working Papers wp402, University of Michigan, Michigan Retirement Research Center.
- Michael D. Bauer & Thomas M. Mertens, 2018. "Information in the Yield Curve about Future Recessions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana, 2019.
"Tracing the impact of the ECB’s asset purchase programme on the yield curve,"
Working Paper Series
2293, European Central Bank.
- Fabian Eser & Wolfgang Lemke & Ken Nyholm & Sören Radde & Andreea Liliana Vladu, 2023. "Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 359-422, August.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020. "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224540, Verein für Socialpolitik / German Economic Association.
- Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012.
"Decomposing real and nominal yield curves,"
Staff Reports
570, Federal Reserve Bank of New York.
- Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui, 2016. "Decomposing real and nominal yield curves," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 182-200.
- Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024. "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series 344, European Central Bank.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
- Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
- Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
- Passmore, Stuart Wayne & von Hafften, Alexander H., 2020. "Financing affordable and sustainable homeownership with Fixed-COFI mortgages," Regional Science and Urban Economics, Elsevier, vol. 80(C).
- Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023. "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Martin Iseringhausen & Ivan Petrella & Konstantinos Theodoridis, 2022.
"Aggregate skewness and the business cycle,"
Working Papers
53, European Stability Mechanism.
- Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021. "Aggregate Skewness and the Business Cycle," Cardiff Economics Working Papers E2021/30, Cardiff University, Cardiff Business School, Economics Section.
- Petrella, Ivan & Iseringhausen, Martin & Theodoridis, Konstantinos, 2022. "Aggregate Skewness and the Business Cycle," CEPR Discussion Papers 17162, C.E.P.R. Discussion Papers.
- Simon Beyeler & Sylvia Kaufmann, 2019.
"Factor augmented VAR revisited - A sparse dynamic factor model approach,"
Working Papers
16.08R, Swiss National Bank, Study Center Gerzensee.
- Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
- Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020.
"Natural rate chimera and bond pricing reality,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224546, Verein für Socialpolitik / German Economic Association.
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021. "Natural rate chimera and bond pricing reality," Working Paper Series 2612, European Central Bank.
- José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility risk premia and future commodities returns," BIS Working Papers 619, Bank for International Settlements.
- Elías Albagli & Danilo Leiva-Leon & Diego Saravia, 2016. "U.S. Monetary Spillovers to Latin America: The Role of Long-term Interest Rates," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 9, pages 285-307, Central Bank of Chile.
- Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
- Kano, Takashi & Wada, Kenji, 2017.
"The first arrow hitting the currency target: A long-run risk perspective,"
Journal of International Money and Finance, Elsevier, vol. 74(C), pages 337-352.
- KANO, Takashi & 加納, 隆 & カノウ, タカシ & WADA, Kenji & 和田, 健司, 2015. "The First Arrow Hitting the Currency Target: A Long-run Risk Perspective," Discussion paper series HIAS-E-13, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Fricke, Christoph, 2012. "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP) dp-493, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
- Mr. Ralph Chami & Mr. Thomas F. Cosimano & Ms. Celine Rochon & Julieta Yung, 2020. "Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment," IMF Working Papers 2020/053, International Monetary Fund.
- Katsuhiro Oshima, 2017. "Search-for-Yield and Business Cycles," KIER Working Papers 962, Kyoto University, Institute of Economic Research.
- Andrea Berardi & Michael Markovich & Alberto Plazzi & Andrea Tamoni, 2021. "Mind the (Convergence) Gap: Bond Predictability Strikes Back!," Management Science, INFORMS, vol. 67(12), pages 7888-7911, December.
- Adrian, Tobias & Kiff, John & Shin, Hyun Song, 2018. "Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis," CEPR Discussion Papers 13350, C.E.P.R. Discussion Papers.
- Christensen, Bent Jesper & van der Wel, Michel, 2019. "An asset pricing approach to testing general term structure models," Journal of Financial Economics, Elsevier, vol. 134(1), pages 165-191.
- Ruch,Franz Ulrich, 2020. "Prospects, Risks, and Vulnerabilities in Emerging and Developing Economies : Lessons from the Past Decade," Policy Research Working Paper Series 9181, The World Bank.
- J. Benson Durham, 2015. "Betting against beta (and gamma) using government bonds," Staff Reports 708, Federal Reserve Bank of New York.
- Halberstadt, Arne, 2021. "Decomposing the yield curve with linear regressions and survey information," Discussion Papers 27/2021, Deutsche Bundesbank.
- Juan Andrés Espinosa-Torres & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015.
"Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano,"
Borradores de Economia
903, Banco de la Republica de Colombia.
- Juan Andrés Espinosa-Torres & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2017. "Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del Gobierno colombiano," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 78, February.
- Kim, Daehwan & Moneta, Fabio, 2021. "Long-term foreign exchange risk premia and inflation risk," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Frank J. Fabozzi & Francesco A. Fabozzi & Diana Tunaru, 2023. "A comparison of multi-factor term structure models for interbank rates," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 323-356, July.
- Andrew Blake & Garreth Rule & Ole Rummel, 2015. "Inflation targeting and term premia estimates for Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 24(1), pages 1-21, December.
- Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018.
"Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
- Eric Ghysels & Casidhe Horan & Emanuel Moench, 2012. "Forecasting through the rear-view mirror: data revisions and bond return predictability," Staff Reports 581, Federal Reserve Bank of New York.
- Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014. "Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano," Borradores de Economia 854, Banco de la Republica de Colombia.
- Juneja, Januj A., 2016. "Financial crises and estimation bias in international bond markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 593-607.
- Tomohiro Ando & Matthew Greenwood-Nimmo & Yongcheol Shin, 2022. "Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks," Management Science, INFORMS, vol. 68(4), pages 2401-2431, April.
- Michal Franta & Tomas Holub & Branislav Saxa, 2018. "Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment," Working Papers 2018/10, Czech National Bank.
- Stolyarov, Dmitriy & Tesar, Linda L., 2021. "Interest rate trends in a global context," Economic Modelling, Elsevier, vol. 101(C).
- B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019. "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
- van der Wel, M., 2020. "Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein," ERIM Inaugural Address Series Research in Management 124748, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam..
- Eric McCoy, 2019. "A Calibration of the Term Premia to the Euro Area," European Economy - Discussion Papers 110, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021.
"Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?,"
LIDAM Discussion Papers LFIN
2021002, Université catholique de Louvain, Louvain Finance (LFIN).
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," Finance Research Letters, Elsevier, vol. 43(C).
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," LIDAM Reprints LFIN 2021007, Université catholique de Louvain, Louvain Finance (LFIN).
- Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti, 2014. "What factors influence the yield curve?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 9(1), pages 28-39, March.
- Alex Aronovich & Andrew C. Meldrum, 2021. "High-Frequency Estimates of the Natural Real Rate and Inflation Expectations," Finance and Economics Discussion Series 2021-034, Board of Governors of the Federal Reserve System (U.S.).
- Robert L. Hetzel, 2016. "A Proposal to Clarify the Objectives and Strategy of Monetary Policy," Working Paper 16-11, Federal Reserve Bank of Richmond.
- Carlos Caceres & Mr. Yan Carriere-Swallow & Ishak Demir & Bertrand Gruss, 2016. "U.S. Monetary Policy Normalization and Global Interest Rates," IMF Working Papers 2016/195, International Monetary Fund.
- Juneja, Januj, 2014. "Term structure estimation in the presence of autocorrelation," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 119-129.
- Shuo Cao, 2018. "Learning about Term Structure Predictability under Uncertainty," GRU Working Paper Series GRU_2018_006, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Sungjun Cho & Liu Liu, 2023. "Correcting estimation bias in regime switching dynamic term structure models," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1093-1127, October.
- Rodrigo Alfaro & Marco Piña, 2021. "Estimates of the US Shadow-Rate," Working Papers Central Bank of Chile 923, Central Bank of Chile.
- Emanuel Kopp & Peter D. Williams, 2018. "A Macroeconomic Approach to the Term Premium," IMF Working Papers 2018/140, International Monetary Fund.
- Bruna, Karel & Tran, Quang Van, 2020. "The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 384-402.
- Sebastián Claro & Carola Moreno, 2015. "Long-term rates and the term premium: evidence from Chile," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 97-112, Bank for International Settlements.
- Elizondo Rocío, 2023. "The Three Intelligible Factors of the Yield Curve in Mexico," Working Papers 2023-13, Banco de México.
- Akkaya, Yildiz & Belfrage, Carl-Johan & Di Casola, Paola & Strid, Ingvar, 2023. "Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic," Working Paper Series 421, Sveriges Riksbank (Central Bank of Sweden).
- Tsz-Kin Chung & Cho-Hoi Hui & Ka-Fai Li, 2015. "Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium," Working Papers 212015, Hong Kong Institute for Monetary Research.
- Januj Amar Juneja, 2022. "A Computational Analysis of the Tradeoff in the Estimation of Different State Space Specifications of Continuous Time Affine Term Structure Models," Computational Economics, Springer;Society for Computational Economics, vol. 60(1), pages 173-220, June.
- Edward N. Gamber (CBO), 2017. "Did Treasury Debt Markets Anticipate the Persistent Decline in Long-Term Interest Rates?: Working Paper 2017-07," Working Papers 53153, Congressional Budget Office.
- Andreasen, Martin M. & Christensen, Bent Jesper, 2015. "The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models," Journal of Econometrics, Elsevier, vol. 184(2), pages 420-451.
- Kolasa, Marcin & Wesołowski, Grzegorz, 2018.
"International spillovers of quantitative easing,"
Working Paper Series
2172, European Central Bank.
- Marcin Kolasa & Grzegorz Wesołowski, 2019. "International spillovers of quantitative easing," NBP Working Papers 309, Narodowy Bank Polski.
- Kolasa, Marcin & Wesołowski, Grzegorz, 2020. "International spillovers of quantitative easing," Journal of International Economics, Elsevier, vol. 126(C).
- Valentin Jouvanceau, 2019.
"New Evidence on the Effects of Quantitative Easing,"
Working Papers
1912, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Valentin Jouvanceau, 2019. "New Evidence on the Effects of Quantitative Easing," Working Papers halshs-02073826, HAL.
- Todd Henry & Peter C.B. Phillips, 2020. "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers 2259, Cowles Foundation for Research in Economics, Yale University.
- Bluwstein, Kristina & Yung, Julieta, 2019. "Back to the real economy: the effects of risk perception shocks on the term premium and bank lending," Bank of England working papers 806, Bank of England.
- Kei Imakubo & Jouchi Nakajima, 2015. "Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model," Bank of Japan Working Paper Series 15-E-1, Bank of Japan.
- Michael Callaghan, 2017. "Is the market always right? Improving federal funds rate forecasts by adjusting for the term premium," Reserve Bank of New Zealand Analytical Notes series AN2017/08, Reserve Bank of New Zealand.
- Benjamin H Cohen & Peter Hördahl & Dora Xia, 2018. "Term premia: models and some stylised facts," BIS Quarterly Review, Bank for International Settlements, March.
- Goliński, Adam & Spencer, Peter, 2017. "The advantages of using excess returns to model the term structure," Journal of Financial Economics, Elsevier, vol. 125(1), pages 163-181.
- Speck, Christian, 2023. "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers 08/2023, Deutsche Bundesbank.
- Andreasen, Martin M & Meldrum, Andrew, 2015. "Dynamic term structure models: the best way to enforce the zero lower bound in the United States," Bank of England working papers 550, Bank of England.
- Robert Jarrow & Hao Li, 2014. "The impact of quantitative easing on the US term structure of interest rates," Review of Derivatives Research, Springer, vol. 17(3), pages 287-321, October.
- Mirco Rubin & Dario Ruzzi, 2020. "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers) 1311, Bank of Italy, Economic Research and International Relations Area.
- J. Benson Durham, 2013. "More on U.S. Treasury term premiums: spot and expected measures," Staff Reports 658, Federal Reserve Bank of New York.
- Eran Raviv, 2013. "Prediction Bias Correction for Dynamic Term Structure Models," Tinbergen Institute Discussion Papers 13-041/III, Tinbergen Institute.
- Emanuel Mönch, 2019. "The term structures of global yields," BIS Papers chapters, in: Bank for International Settlements (ed.), Asia-Pacific fixed income markets: evolving structure, participation and pricing, volume 102, pages 3-15, Bank for International Settlements.
- Leo Krippner & Michael Callaghan, 2016. "Short-term risk premiums and policy rate expectations in the United States," Reserve Bank of New Zealand Analytical Notes series AN2016/07, Reserve Bank of New Zealand.
- Paul Rudel & Peter Tillmann, 2018. "News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy," MAGKS Papers on Economics 201832, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Christos Ioannidis & Kook Ka, 2021. "Economic Policy Uncertainty and Bond Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1479-1522, September.
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Reprint: Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Falk Bräuning & José Fillat & J. Christina Wang, 2020. "Corporate Debt Maturity and Monetary Policy," Current Policy Perspectives 88967, Federal Reserve Bank of Boston.
- Thomas Allen & Stéphane Dees & Jean Boissinot & Carlos Mateo Caicedo Graciano & Valérie Chouard & Laurent Clerc & Annabelle de Gaye & Antoine Devulder & Sébastien Diot & Noémie Lisack & Fulvio Pegorar, 2020. "Climate-Related Scenarios for Financial Stability Assessment: an Application to France," Working papers 774, Banque de France.
- Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," University of Göttingen Working Papers in Economics 358, University of Goettingen, Department of Economics.
- Croitoru Lucian, 2015. "The Tendency Towards Secondarity in Managing Global Imbalances," Scientific Annals of Economics and Business, Sciendo, vol. 62(3), pages 291-311, November.
- Luis Fernando Melo-Velandia & Juan J. Ospina-Tejeiro & Julian A. Parra-Polania, 2020.
"Effects of Banco de la Republica’s Communication on the Yield Curve,"
Borradores de Economia
1137, Banco de la Republica de Colombia.
- Luis Fernando Melo & Juan J Ospina-Tejeiro & Julian A Parra-Polania, 2022. "Effects of Banco de la Republica's communication on the yield curve," BIS Working Papers 1022, Bank for International Settlements.
- De Santis, Roberto A. & Tornese, Tommaso, 2024. "US monetary policy is more powerful in low economic growth regimes," Working Paper Series 2919, European Central Bank.
- Suh, Sangwon & Kim, Daehwan, 2021. "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Dr. Fabian Fink & Dr. Lukas Frei & Dr. Thomas Maag & Dr. Tanja Zehnder, 2020. "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers 2020-01, Swiss National Bank.
- Lüdering, Jochen & Tillmann, Peter, 2020. "Monetary policy on twitter and asset prices: Evidence from computational text analysis," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019. "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 476-492.
- Teddy Lazebnik & Tzach Fleischer & Amit Yaniv-Rosenfeld, 2023. "Benchmarking Biologically-Inspired Automatic Machine Learning for Economic Tasks," Sustainability, MDPI, vol. 15(14), pages 1-9, July.
- Januj Amar Juneja, 2021. "How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?," Computational Management Science, Springer, vol. 18(1), pages 73-97, January.
- Kurt G. Lunsford, 2020. "Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance," American Economic Review, American Economic Association, vol. 110(9), pages 2899-2934, September.
- Juneja, Januj, 2017. "How Germany benefits the most from its Eurozone membership," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1074-1088.
- Fricke, Christoph & Menkhoff, Lukas, 2015. "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 80-94.
- Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
- Ken Nyholm, 2018. "A Rotated Dynamic Nelson†Siegel Model," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 47(1), pages 113-124, February.
- Jeff W. Huther & Jane E. Ihrig & Elizabeth C. Klee, 2017. "The Federal Reserve's Portfolio and its Effect on Interest Rates," Finance and Economics Discussion Series 2017-075, Board of Governors of the Federal Reserve System (U.S.).
- Sara Cecchetti & Adriana Grasso & Marcello Pericoli, 2022. "An analysis of objective inflation expectations and inflation risk premia," Temi di discussione (Economic working papers) 1380, Bank of Italy, Economic Research and International Relations Area.
- Martin M. Andreasen & Kasper Jørgensen, 2016. "Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution," CREATES Research Papers 2016-16, Department of Economics and Business Economics, Aarhus University.
- Tom Pak Wing FongAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Ka Fai LiAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Angela Kin Wan Sze, 2016. "Measuring Spillovers between the US and Emerging Markets," Working Papers 082016, Hong Kong Institute for Monetary Research.
- Hooper, Peter & Mishkin, Frederic S. & Sufi, Amir, 2020. "Prospects for inflation in a high pressure economy: Is the Phillips curve dead or is it just hibernating?," Research in Economics, Elsevier, vol. 74(1), pages 26-62.
- Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
- Martin M. Andreasen, 2019. "Explaining Bond Return Predictability in an Estimated New Keynesian Model," CREATES Research Papers 2019-11, Department of Economics and Business Economics, Aarhus University.
- Sara Cecchetti, 2020. "An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?," Temi di discussione (Economic working papers) 1271, Bank of Italy, Economic Research and International Relations Area.
- Kaminska, Iryna & Roberts-Sklar, Matt, 2015. "A global factor in variance risk premia and local bond pricing," Bank of England working papers 576, Bank of England.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012.
"Optimal inference for instrumental variables regression with non-Gaussian errors,"
Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
See citations under working paper version above.
- Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
- Richard Crump & Gopi Shah Goda & Kevin J. Mumford, 2011.
"Fertility and the Personal Exemption: Comment,"
American Economic Review, American Economic Association, vol. 101(4), pages 1616-1628, June.
See citations under working paper version above.
- Richard Crump & Gopi Shah Goda & Kevin Mumford, 2010. "Fertility and the Personal Exemption: Comment," NBER Working Papers 15984, National Bureau of Economic Research, Inc.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010.
"Robust Data-Driven Inference for Density-Weighted Average Derivatives,"
Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
See citations under working paper version above.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, Department of Economics and Business Economics, Aarhus University.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009.
"Dealing with limited overlap in estimation of average treatment effects,"
Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
See citations under working paper version above.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Working Papers 0716, University of Miami, Department of Economics, revised 12 Jun 2007.
- Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Scholarly Articles 3007645, Harvard University Department of Economics.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008.
"Nonparametric Tests for Treatment Effect Heterogeneity,"
The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
See citations under working paper version above.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," Working Papers 0609, University of Miami, Department of Economics.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
- Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K., 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," Scholarly Articles 3039049, Harvard University Department of Economics.
- Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute of Labor Economics (IZA).