Richard Ashley
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:- Richard A. Ashley & Kwok Ping Tsang, 2014.
"Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach,"
Econometrics, MDPI, vol. 2(1), pages 1-20, March.
Mentioned in:
- April Reading List
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2014-04-01 20:43:00
- April Reading List
Working papers
- Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2019.
"A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule,"
Working Papers
18-14R, Federal Reserve Bank of Cleveland.
- Richard Ashley & Kwok Ping Tsang & Randal Verbrugge, 2020. "A new look at historical monetary policy (and the great inflation) through the lens of a persistence-dependent policy rule," Oxford Economic Papers, Oxford University Press, vol. 72(3), pages 672-691.
Cited by:
- Jean-Bernard Chatelain & Kirsten Ralf, 2020.
"How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages,"
PSE Working Papers
halshs-02978527, HAL.
- Jean-Bernard, Chatelain & Kirsten, Ralf, 2020. "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," MPRA Paper 103244, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "How macroeconomists lost control of stabilization policy: towards dark ages," Post-Print halshs-03029894, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," Working Papers halshs-02978527, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "How macroeconomists lost control of stabilization policy: towards dark ages," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(6), pages 938-982, November.
- Jean Bernard Chatelain & Kirsten Ralf, 2020. "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," Papers 2010.00212, arXiv.org.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "How macroeconomists lost control of stabilization policy: towards dark ages," PSE-Ecole d'économie de Paris (Postprint) halshs-03029894, HAL.
- 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.
- Randal J. Verbrugge & Saeed Zaman, 2023. "Post-COVID Inflation Dynamics: Higher for Longer," Working Papers 23-06R, Federal Reserve Bank of Cleveland, revised 20 Jun 2023.
- Randal J. Verbrugge, 2021. "Is It Time to Reassess the Focal Role of Core PCE Inflation?," Working Papers 21-10, Federal Reserve Bank of Cleveland.
- Richard Ashley & Randal J. Verbrugge, 2019.
"The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification,"
Working Papers
19-09R2, Federal Reserve Bank of Cleveland, revised 14 Feb 2023.
Cited by:
- Daniel R. Carroll & Randal J. Verbrugge, 2019. "Behavior of a New Median PCE Measure: A Tale of Tails," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2019(10), July.
- Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2018.
"All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy,"
Working Papers (Old Series)
1814, Federal Reserve Bank of Cleveland.
Cited by:
- Richard Ashley & Randal J. Verbrugge, 2019. "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers 19-09R2, Federal Reserve Bank of Cleveland, revised 14 Feb 2023.
- Richard Ashley & Randal J. Verbrugge, 2015.
"Persistence Dependence in Empirical Relations: The Velocity of Money,"
Working Papers (Old Series)
1530, Federal Reserve Bank of Cleveland.
Cited by:
- 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.
- 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).
- Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2014.
"Frequency Dependence in a Real-Time Monetary Policy Rule,"
Working Papers (Old Series)
1430, Federal Reserve Bank of Cleveland.
Cited by:
- Ashley, Richard & Li, Guo, 2014. "Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?," Journal of Housing Economics, Elsevier, vol. 26(C), pages 109-118.
Articles
- Richard Ashley & Kwok Ping Tsang & Randal Verbrugge, 2020.
"A new look at historical monetary policy (and the great inflation) through the lens of a persistence-dependent policy rule,"
Oxford Economic Papers, Oxford University Press, vol. 72(3), pages 672-691.
See citations under working paper version above.
- Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2019. "A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule," Working Papers 18-14R, Federal Reserve Bank of Cleveland.
- Richard A. Ashley & Christopher F. Parmeter, 2020.
"Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples,"
Econometrics, MDPI, vol. 8(1), pages 1-24, March.
Cited by:
- Yu, Zhen & Wang, Yilan & Ma, Xiaoqian & Shuai, Chuanmin & Zhao, Yujia, 2023. "How critical mineral supply security affects China NEVs industry? Based on a prediction for chromium and cobalt in 2030," Resources Policy, Elsevier, vol. 85(PB).
- Richard A. Ashley & Xiaojin Sun, 2016.
"Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models,"
Econometrics, MDPI, vol. 4(4), pages 1-13, November.
Cited by:
- Bao, Yong & Yu, Xuewen, 2023. "Indirect inference estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1027-1053.
- In Choi & Sanghyun Jung, 2020.
"Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels,"
Working Papers
2007, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- In Choi & Sanghyun Jung, 2021. "Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels," Empirical Economics, Springer, vol. 60(1), pages 177-203, January.
- Adrian Mehic, 2021. "FDML versus GMM for Dynamic Panel Models with Roots Near Unity," JRFM, MDPI, vol. 14(9), pages 1-9, August.
- Samina RIAZ & Venus Khim-Sen LIEW & Rossazana Bt Ab RAHIM, 2019. "The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 57-71, March.
- Richard Ashley & Christopher Parmeter, 2015.
"Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments,"
Empirical Economics, Springer, vol. 49(4), pages 1153-1171, December.
Cited by:
- Ashley, Richard A. & Parmeter, Christopher F., 2015. "When is it justifiable to ignore explanatory variable endogeneity in a regression model?," Economics Letters, Elsevier, vol. 137(C), pages 70-74.
- Jan F. Kiviet, 2015.
"When is it really justifiable to ignore explanatory variable endogeneity in a regression model?,"
UvA-Econometrics Working Papers
15-05, Universiteit van Amsterdam, Dept. of Econometrics.
- Kiviet, Jan F., 2016. "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," Economics Letters, Elsevier, vol. 145(C), pages 192-195.
- Jan F. Kiviet, 2016. "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," Economic Growth Centre Working Paper Series 1607, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Matthew A. Masten & Alexandre Poirier, 2018.
"Salvaging Falsified Instrumental Variable Models,"
Papers
1812.11598, arXiv.org, revised Jan 2020.
- Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
- Richard A. Ashley & Kwok Ping Tsang, 2014.
"Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach,"
Econometrics, MDPI, vol. 2(1), pages 1-20, March.
Cited by:
- Yi Ren & Yuan Tian & Chengqiu Zhang, 2022. "Investigating the mechanisms among industrial agglomeration, environmental pollution and sustainable industrial efficiency: a case study in China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(11), pages 12467-12493, November.
- David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017.
"Forecast evaluation tests and negative long-run variance estimates in small samples,"
Discussion Papers
17/03, University of Nottingham, Granger Centre for Time Series Econometrics.
- Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2017. "Forecast evaluation tests and negative long-run variance estimates in small samples," International Journal of Forecasting, Elsevier, vol. 33(4), pages 833-847.
- Gary Cornwall & Jeffrey A. Mills & Beau A. Sauley & Huibin Weng, 2018. "Predictive Testing for Granger Causality via Posterior Simulation and Cross Validation," BEA Working Papers 0156, Bureau of Economic Analysis.
- Kyriazakou, Eleni & Panagiotidis, Theodore, 2017. "Causality analysis of the Canadian city house price indices: A cross-sample validation approach," The Journal of Economic Asymmetries, Elsevier, vol. 16(C), pages 42-52.
- Xiaojie Xu, 2019. "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 155-181, June.
- Xiaojie Xu, 2017. "The rolling causal structure between the Chinese stock index and futures," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(4), pages 491-509, November.
- Xiaojie Xu, 2018. "Cointegration and price discovery in US corn cash and futures markets," Empirical Economics, Springer, vol. 55(4), pages 1889-1923, December.
- Jindamas Sutthichaimethee & Kuskana Kubaha, 2018. "The Relationship of Causal Factors Affecting the Future Equilibrium Change of Total Final Energy Consumption in Thailand’s Construction Sector under a Sustainable Development Goal: Enriching the SE-VA," Resources, MDPI, vol. 8(1), pages 1-18, December.
- Ye, Haichun & Ashley, Richard & Guerard, John, 2015. "Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis," International Journal of Forecasting, Elsevier, vol. 31(2), pages 488-500.
- Ashley, Richard & Li, Guo, 2014.
"Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?,"
Journal of Housing Economics, Elsevier, vol. 26(C), pages 109-118.
Cited by:
- Xiaorong Zhou & Meng-Shiuh Chang & Karen Gibler, 2016. "The asymmetric wealth effects of housing market and stock market on consumption in China," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 21(2), pages 196-216, April.
- Feng-Li Lin & Mei-Chih Wang & Hsien-Hung Kung, 2020. "Housing and Stock Market Nexus in the US," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 114-130.
- I-Chun Tsai & Che-Chun Lin, 2019. "Variations and Influences of Connectedness among US Housing Markets," International Real Estate Review, Global Social Science Institute, vol. 22(1), pages 27-58.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021.
"What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data,"
The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 81-107, January.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019. "What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data," Working Papers 201974, University of Pretoria, Department of Economics.
- Richard Ashley, 2012.
"On the Origins of Conditional Heteroscedasticity in Time Series,"
Korean Economic Review, Korean Economic Association, vol. 28, pages 5-25.
Cited by:
- Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016. "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, vol. 56(C), pages 239-246.
- Richard Ashley & Haichun Ye, 2012.
"On the Granger causality between median inflation and price dispersion,"
Applied Economics, Taylor & Francis Journals, vol. 44(32), pages 4221-4238, November.
Cited by:
- Batten, Jonathan A. & Ciner, Cetin & Kosedag, Arman & Lucey, Brian M., 2017. "Is the price of gold to gold mining stocks asymmetric?," Economic Modelling, Elsevier, vol. 60(C), pages 402-407.
- Christian Garciga & Randal J. Verbrugge & Saeed Zaman, 2024. "The Effect of Component Disaggregation on Measures of the Median and Trimmed-Mean CPI," Working Papers 24-02, Federal Reserve Bank of Cleveland.
- Richard A. Ashley & Kwok Ping Tsang, 2014. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, vol. 2(1), pages 1-20, March.
- Ye, Haichun & Ashley, Richard & Guerard, John, 2015. "Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis," International Journal of Forecasting, Elsevier, vol. 31(2), pages 488-500.
- Richard Ashley & Sheryl Ball & Catherine Eckel, 2010.
"Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments,"
Southern Economic Journal, John Wiley & Sons, vol. 77(1), pages 15-26, July.
Cited by:
- Hajikhameneh, Aidin & Iannaccone, Laurence R., 2023. "God games: An experimental study of uncertainty, superstition, and cooperation," Games and Economic Behavior, Elsevier, vol. 139(C), pages 88-116.
- Peter Katuščák & Tomáš Miklánek, 2023. "What drives conditional cooperation in public good games?," Experimental Economics, Springer;Economic Science Association, vol. 26(2), pages 435-467, April.
- Elena Rusticelli & Richard Ashley & Estela Bee Dagum & Douglas Patterson, 2009.
"A New Bispectral Test for NonLinear Serial Dependence,"
Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 279-293.
Cited by:
- Harvill, Jane L. & Ravishanker, Nalini & Ray, Bonnie K., 2013. "Bispectral-based methods for clustering time series," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 113-131.
- Simone Giannerini & Esfandiar Maasoumi & Estela Bee Dagum, 2015. "Entropy testing for nonlinear serial dependence in time series," Biometrika, Biometrika Trust, vol. 102(3), pages 661-675.
- Richard Ashley, 2009.
"Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 325-337, March.
Cited by:
- Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011.
"Identification and Inference with Many Invalid Instruments,"
NBER Working Papers
17519, National Bureau of Economic Research, Inc.
- Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015. "Identification and Inference With Many Invalid Instruments," Scholarly Articles 27769098, Harvard University Department of Economics.
- Michal Kolesár & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens, 2015. "Identification and Inference With Many Invalid Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 474-484, October.
- Christopher S. Armstrong & Ian D. Gow & David F. Larcker, 2013. "The Efficacy of Shareholder Voting: Evidence from Equity Compensation Plans," Journal of Accounting Research, Wiley Blackwell, vol. 51(5), pages 909-950, December.
- Karla Borja, 2014. "Social Capital, Remittances and Growth," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 26(5), pages 574-596, December.
- Hans (J.L.W.) van Kippersluis & Niels (C.A.) Rietveld, 2017. "Beyond Plausibly Exogenous," Tinbergen Institute Discussion Papers 17-096/V, Tinbergen Institute.
- : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012.
"Who Benefits from Financial Development? New Methods, New Evidence,"
Working Papers
2013-07, University of Miami, Department of Economics.
- Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2013. "Who benefits from financial development? New methods, new evidence," European Economic Review, Elsevier, vol. 63(C), pages 47-67.
- Christopher F. Parmeter & Jaren C. Pope, 2013.
"Quasi-experiments and hedonic property value methods,"
Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 1, pages 3-66,
Edward Elgar Publishing.
- Christopher F. Parmeter & Jaren C. Pope, 2012. "Quasi-Experiments and Hedonic Property Value Methods," Working Papers 2012-7, University of Miami, Department of Economics.
- Richard A Dunn, 2012. "Consistently bounding parameter values with one instrument and two endogenous explanatory variables," Economics Bulletin, AccessEcon, vol. 32(2), pages 1074-1081.
- Richard Ashley & Christopher Parmeter, 2015. "Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments," Empirical Economics, Springer, vol. 49(4), pages 1153-1171, December.
- Antoine, Bertille & Dovonon, Prosper, 2021.
"Robust estimation with exponentially tilted Hellinger distance,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
- Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers 2018s-38, CIRANO.
- Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
- Joshua C. C. Chan & Justin L. Tobias, 2015.
"Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 650-674, June.
- Joshua C.C. Chan & Justin L. Tobias, 2012. "Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments," ANU Working Papers in Economics and Econometrics 2012-580, Australian National University, College of Business and Economics, School of Economics.
- Caner, Mehmet & Morrill, Melinda, 2009.
"A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated,"
MPRA Paper
16790, University Library of Munich, Germany.
- Caner, Mehmet & Sandler Morrill, Melinda, 2009. "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper 17689, University Library of Munich, Germany.
- Doko Tchatoka, Firmin Sabro, 2012.
"Specification Tests with Weak and Invalid Instruments,"
MPRA Paper
40185, University Library of Munich, Germany.
- Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
- Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
- Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
- Jan F. KIVIET & Jerzy NIEMCZYK, 2013.
"On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous,"
Economic Growth Centre Working Paper Series
1311, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan F. Kiviet & Jerzy Niemczyk, 2014. "On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 425-490, Emerald Group Publishing Limited.
- Jan F. Kiviet, 2015.
"When is it really justifiable to ignore explanatory variable endogeneity in a regression model?,"
UvA-Econometrics Working Papers
15-05, Universiteit van Amsterdam, Dept. of Econometrics.
- Kiviet, Jan F., 2016. "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," Economics Letters, Elsevier, vol. 145(C), pages 192-195.
- Jan F. Kiviet, 2016. "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," Economic Growth Centre Working Paper Series 1607, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Kiviet, Jan F., 2020.
"Testing the impossible: Identifying exclusion restrictions,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 294-316.
- Jan F. Kiviet, 2016. "Testing the impossible: identifying exclusion restrictions," UvA-Econometrics Working Papers 16-03, Universiteit van Amsterdam, Dept. of Econometrics.
- Matthew A. Masten & Alexandre Poirier, 2018.
"Salvaging Falsified Instrumental Variable Models,"
Papers
1812.11598, arXiv.org, revised Jan 2020.
- Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
- Armstrong, Christopher S. & Gow, Ian D. & Larcker, David F., 2012. "The Efficacy of Shareholder Voting: Evidence from Equity Compensation Plans," Research Papers 2097, Stanford University, Graduate School of Business.
- Seyed Morteza Emadi, 2024. "Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas," Papers 2401.15253, arXiv.org.
- Richard A. Ashley & Christopher F. Parmeter, 2020. "Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples," Econometrics, MDPI, vol. 8(1), pages 1-24, March.
- Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
- Mary Oluwatoyin AGBOOLA & Mehmet BALCILAR, 2014. "Can food availability influence economic growth - the case of African countries," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 60(5), pages 232-245.
- Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
- Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011.
"Identification and Inference with Many Invalid Instruments,"
NBER Working Papers
17519, National Bureau of Economic Research, Inc.
- Richard A. Ashley & Randal J. Verbrugge, 2009.
"To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models,"
International Journal of Data Analysis Techniques and Strategies, Inderscience Enterprises Ltd, vol. 1(3), pages 242-274.
Cited by:
- Andrea Bastianin & Matteo Manera, 2015.
"How Does Stock Market Volatility React to Oil Shocks?,"
Working Papers
2014.110, Fondazione Eni Enrico Mattei.
- Bastianin, Andrea & Manera, Matteo, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Energy: Resources and Markets 196919, Fondazione Eni Enrico Mattei (FEEM).
- Andrea Bastianin & Matteo Manera, 2018. "How does stock market volatility react to oil shocks?," Papers 1811.03820, arXiv.org.
- Bastianin, Andrea & Manera, Matteo, 2018. "How Does Stock Market Volatility React To Oil Price Shocks?," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 666-682, April.
- Andrea BASTIANIN & Matteo MANERA, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Departmental Working Papers 2015-09, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Richard Ashley & Randal J. Verbrugge, 2015. "Persistence Dependence in Empirical Relations: The Velocity of Money," Working Papers (Old Series) 1530, Federal Reserve Bank of Cleveland.
- Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021.
"Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings,"
International Review of Finance, International Review of Finance Ltd., vol. 21(1), pages 324-335, March.
- Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018. "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers 201830, University of Pretoria, Department of Economics.
- Johann Burgstaller, 2006. "The cyclicality of interest rate spreads in Austria: Evidence for a financial decelerator?," Economics working papers 2006-02, Department of Economics, Johannes Kepler University Linz, Austria.
- Brady, Ryan R., 2014.
"The spatial diffusion of regional housing prices across U.S. states,"
Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 150-166.
- Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers 45, United States Naval Academy Department of Economics.
- Johann Burgstaller, 2009.
"When and why do Austrian companies issue shares?,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(3), pages 229-244, August.
- Johann Burgstaller, 2005. "When and why do Austrian companies issue shares?," Economics working papers 2005-03, Department of Economics, Johannes Kepler University Linz, Austria.
- Ryan R. Brady & Derek Stimel, 2011.
"How the Housing and Financial Wealth Effects have changed over Time,"
Departmental Working Papers
31, United States Naval Academy Department of Economics.
- Brady Ryan R & Stimel Derek S, 2011. "How the Housing and Financial Wealth Effects Have Changed over Time," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-45, August.
- Gaston Giordana & Ingmar Schumacher, 2012. "Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg," BCL working papers 77, Central Bank of Luxembourg.
- Mansur, Alfan, 2019.
"Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia,"
MPRA Paper
97883, University Library of Munich, Germany, revised 02 Oct 2019.
- Mansur, Alfan, 2019. "Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 53(2), pages 139-152.
- Johann Burgstaller, 2006. "Bank income and profits over the business and interest rate cycle," Economics working papers 2006-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Pesavento, Elena & Rossi, Barbara, 2007.
"Impulse response confidence intervals for persistent data: What have we learned?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2398-2412, July.
- Elena Pesavento, Barbara Rossi, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Economics Working Papers ECO2006/19, European University Institute.
- Pesavento, Elena & Rossi, Barbara, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers 06-03, Duke University, Department of Economics.
- Banu Simmons-Süer, 2013. "Immobilienpreise, Hypothekarkredite und Wohnbauinvestitionen," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(3), pages 119-131, September.
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"The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model,"
Energy Economics, Elsevier, vol. 123(C).
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- Bentour, El Mostafa, 2013. "Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit?," MPRA Paper 52290, University Library of Munich, Germany, revised 01 May 2013.
- Fullerton, Thomas M., Jr. & Ceballos, Alejandro & Walke, Adam G., 2015. "Short-Term Forecasting Analysis for Municipal Water Demand," MPRA Paper 78259, University Library of Munich, Germany, revised 04 Aug 2015.
- Ryan R. Brady & Derek Stimel & Steven Sumner, 2012. "A Time Series Test of the Direct Wealth Effect," Departmental Working Papers 40, United States Naval Academy Department of Economics.
- Nady Rapelanoro, 2017. "Hoarding international reserves and global liquidity expansion, what are the links and do they matter?," EconomiX Working Papers 2017-13, University of Paris Nanterre, EconomiX.
- Maria Bolboaca & Sarah Fischer, 2019. "News Shocks: Different Effects in Boom and Recession?," Working Papers 19.01, Swiss National Bank, Study Center Gerzensee.
- Florence Bouvet & Ryan Brady & Sharmila King, 2013. "Debt Contagion in Europe: A Panel-VAR Analysis," Departmental Working Papers 44, United States Naval Academy Department of Economics.
- Florence Bouvet & Ryan Brady & Sharmila King, 2013. "Debt Contagion in Europe: A Panel-Vector Autoregressive (VAR) Analysis," Social Sciences, MDPI, vol. 2(4), pages 1-23, December.
- Jagannath Mallick, 2019. "The effects of government investment shocks on private investment: Empirical evidence from the developing economy," Indian Economic Review, Springer, vol. 54(2), pages 291-316, December.
- Johann Burgstaller, 2005. "Interest rate pass-through estimates from vector autoregressive models," Economics working papers 2005-10, Department of Economics, Johannes Kepler University Linz, Austria.
- OJAGHLOU, Mortaza, 2020. "Dynamic Effects of Macroeconomic Fundamentals on Stock Market Movements: Evidence from BIST100," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 5(2), pages 17-36, December.
- Silver, Steven D. & Verbrugge, Randal, 2010. "Home production and endogenous economic growth," Journal of Economic Behavior & Organization, Elsevier, vol. 75(2), pages 297-312, August.
- Ryan R. Brady & Derek Stimel & Steven Sumner, 2014. "The Rise of the Housing-Wealth Effect: Counterfactual Impulse Response Analysis," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 1-17, November.
- Sangyeon Hwang & Hyejoon Im, 2017. "International Trade Finance and Exports: Evidence from Korean Bank-Intermediated Trade Finance Instruments," Open Economies Review, Springer, vol. 28(2), pages 319-346, April.
- Nady Rapelanoro, 2017. "Hoarding international reserves and global liquidity expansion, what are the links and do they matter?," Working Papers hal-04141660, HAL.
- Gahn, Santiago José, 2021. "On the adjustment of capacity utilisation to aggregate demand: Revisiting an old Sraffian critique to the Neo-Kaleckian model," Structural Change and Economic Dynamics, Elsevier, vol. 58(C), pages 325-360.
- Andrea Bastianin & Matteo Manera, 2015.
"How Does Stock Market Volatility React to Oil Shocks?,"
Working Papers
2014.110, Fondazione Eni Enrico Mattei.
- Richard Ashley & Randal Verbrugge, 2009.
"Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series,"
Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 4-20.
Cited by:
- Ciner, Cetin, 2011. "Commodity prices and inflation: Testing in the frequency domain," Research in International Business and Finance, Elsevier, vol. 25(3), pages 229-237, September.
- Cetin Ciner, 2015. "Are equities good inflation hedges? A frequency domain perspective," Review of Financial Economics, John Wiley & Sons, vol. 24(1), pages 12-17, January.
- Richard Ashley & Randal J. Verbrugge, 2015. "Persistence Dependence in Empirical Relations: The Velocity of Money," Working Papers (Old Series) 1530, Federal Reserve Bank of Cleveland.
- Ashley, Richard & Li, Guo, 2014. "Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?," Journal of Housing Economics, Elsevier, vol. 26(C), pages 109-118.
- Martins, Manuel Mota Freitas & Verona, Fabio, 2020.
"Forecasting inflation with the New Keynesian Phillips curve: Frequency matters,"
Bank of Finland Research Discussion Papers
4/2020, Bank of Finland.
- Manuel M. F. Martins & Fabio Verona, 2020. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters," CEF.UP Working Papers 2001, Universidade do Porto, Faculdade de Economia do Porto.
- Ciner, Cetin, 2015. "Are equities good inflation hedges? A frequency domain perspective," Review of Financial Economics, Elsevier, vol. 24(C), pages 12-17.
- Joseph G. Haubrich, 2015.
"How Cyclical Is Bank Capital?,"
Working Papers
15-04R, Federal Reserve Bank of Cleveland.
- Joseph G. Haubrich, 2020. "How Cyclical Is Bank Capital?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(1), pages 27-38, August.
- Joseph G. Haubrich, 2015. "How Cyclical Is Bank Capital?," Working Papers (Old Series) 1504, Federal Reserve Bank of Cleveland.
- Wei Yanfeng, 2013. "The Dynamic Relationships between Oil Prices and the Japanese Economy: A Frequency Domain Analysis," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 57-67, May.
- Joanna Bruzda, 2011. "The Haar Wavelet Transfer Function Model and Its Applications," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 141-154.
- Amy Higgins & Randal J. Verbrugge, 2015. "Tracking Trend Inflation: Nonseasonally Adjusted Variants of the Median and Trimmed-Mean CPI," Working Papers (Old Series) 1527, Federal Reserve Bank of Cleveland.
- Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2020.
"Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data,"
Applied Economics Letters, Taylor & Francis Journals, vol. 27(19), pages 1562-1566, November.
- Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2018. "Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data," Working Papers 201833, University of Pretoria, Department of Economics.
- Martins, Manuel Mota Freitas & Verona, Fabio, 2021.
"Inflation dynamics and forecast: Frequency matters,"
Bank of Finland Research Discussion Papers
8/2021, Bank of Finland.
- Manuel M. F. Martins & Fabio Verona, 2021. "Inflation Dynamics and Forecast: Frequency Matters," CEF.UP Working Papers 2101, Universidade do Porto, Faculdade de Economia do Porto.
- Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, revised 26 May 2014.
- Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
- Richard Ashley & Randal J. Verbrugge, 2019. "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers 19-09R2, Federal Reserve Bank of Cleveland, revised 14 Feb 2023.
- Emmanuel Anoruo & Vasudeva N. R. Murthy, 2017. "An examination of the REIT return–implied volatility relation: a frequency domain approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 581-594, July.
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"Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result,"
International Review of Economics & Finance, Elsevier, vol. 17(2), pages 333-338.
Cited by:
- Leena Kalliovirta & Tuomas Malinen, 2020.
"Non‐Linearity and Cross‐Country Dependence of Income Inequality,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(1), pages 227-249, March.
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- Ke-Mei Chen & Te-Mu Wang, 2015. "Determinants of Poverty Status in Taiwan: A Multilevel Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 123(2), pages 371-389, September.
- Tran, Tuyen Quang & Thi Nguyen, Hoai Thu & Hoang, Quang Ngoc & Van Nguyen, Dinh, 2022. "The influence of contextual and household factors on multidimensional poverty in rural Vietnam: A multilevel regression analysis," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 390-403.
- Salem , Ali Asghar & Bayat , Neda, 2018. "Factors Influencing Poverty in Iran Using a Multilevel Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(1), pages 81-106, January.
- Leena Kalliovirta & Tuomas Malinen, 2020.
"Non‐Linearity and Cross‐Country Dependence of Income Inequality,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(1), pages 227-249, March.
- Ashley, Richard A. & Patterson, Douglas M., 2006.
"Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 266-277, July.
Cited by:
- Paul Alagidede & Theodore Panagiotidis, 2009.
"Modelling stock returns in Africa’s emerging equity markets,"
Discussion Paper Series
2009_01, Department of Economics, University of Macedonia, revised Jan 2009.
- Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 1-11, March.
- Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," Stirling Economics Discussion Papers 2009-04, University of Stirling, Division of Economics.
- T Tang, 2009. "Testing for Non-linearity in the Balancing Item of Balance of Payments Accounts: The Case of 20 Industrial Countries," Economic Issues Journal Articles, Economic Issues, vol. 14(2), pages 107-124, September.
- Theodore Panagiotidis, 2008.
"Market Efficiency and the Euro: The case of the Athens Stock exchange,"
Discussion Paper Series
2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
- Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
- Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
- Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
- Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
- William Barnett & Hajar Aghababa, 2016.
"Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
201602, University of Kansas, Department of Economics, revised Aug 2016.
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- Barnett, William & Aghababa, Hajar, 2016. "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," MPRA Paper 73240, University Library of Munich, Germany.
- Kian-Ping Lim, 2009. "Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices," Applied Economics Letters, Taylor & Francis Journals, vol. 16(5), pages 519-522.
- Lim, Kian-Ping & Brooks, Robert D. & Hinich, Melvin J., 2008. "Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 527-544, December.
- Beckmann, Joscha & Czudaj, Robert, 2013. "Oil prices and effective dollar exchange rates," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 621-636.
- Richard Ashley, 2012. "On the Origins of Conditional Heteroscedasticity in Time Series," Korean Economic Review, Korean Economic Association, vol. 28, pages 5-25.
- Juan Reboredo, 2010. "Nonlinear effects of oil shocks on stock returns: a Markov-switching approach," Applied Economics, Taylor & Francis Journals, vol. 42(29), pages 3735-3744.
- Huang, Bwo-Nung & Yang, C.W. & Hwang, M.J., 2009. "The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approach," Energy Economics, Elsevier, vol. 31(1), pages 91-98, January.
- Paul Alagidede & Theodore Panagiotidis, 2009.
"Modelling stock returns in Africa’s emerging equity markets,"
Discussion Paper Series
2009_01, Department of Economics, University of Macedonia, revised Jan 2009.
- Ashley, Richard, 2003.
"Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?,"
International Journal of Forecasting, Elsevier, vol. 19(2), pages 229-239.
Cited by:
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"Forecasting Austrian Inflation,"
Working Papers
91, Oesterreichische Nationalbank (Austrian Central Bank).
- Moser, Gabriel & Rumler, Fabio & Scharler, Johann, 2007. "Forecasting Austrian inflation," Economic Modelling, Elsevier, vol. 24(3), pages 470-480, May.
- Hilde C. Bj�rnland & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud & Christie Smith, 2010.
"Does forecast combination improve Norges Bank inflation forecasts?,"
Working Papers
No 2/2010, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2012. "Does Forecast Combination Improve Norges Bank Inflation Forecasts?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 163-179, April.
- Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009. "Does forecast combination improve Norges Bank inflation forecasts?," Working Paper 2009/01, Norges Bank.
- Rusnák, Marek, 2016.
"Nowcasting Czech GDP in real time,"
Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
- Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank.
- Xiaoyi Mu and Haichun Ye, 2015. "Small Trends and Big Cycles in Crude Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- Mihaela Bratu (Simionescu), 2013. "How to Improve the SPF Forecasts?," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(2), pages 153-165, April.
- Hilde Bjørnland & Leif Brubakk & Anne Jore, 2008.
"Forecasting inflation with an uncertain output gap,"
Empirical Economics, Springer, vol. 35(3), pages 413-436, November.
- Hilde C. Bjørnland & Leif Brubakk & Anne Sofie Jore, 2006. "Forecasting inflation with an uncertain output gap," Working Paper 2006/02, Norges Bank.
- Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie, 2006. "Forecasting inflation with an uncertain output gap," Memorandum 11/2006, Oslo University, Department of Economics.
- Jaqueson K. Galimberti & Sergio da Silva, 2012. "An empirical case against the use of genetic-based learning classifier systems as forecasting devices," Economics Bulletin, AccessEcon, vol. 32(1), pages 354-369.
- Thomas A. Knetsch, 2004.
"Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey,"
CESifo Working Paper Series
1202, CESifo.
- Thomas A. Knetsch, 2005. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 61-92, Springer.
- Knetsch, Thomas A., 2004. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Discussion Paper Series 1: Economic Studies 2004,10, Deutsche Bundesbank.
- John B. Guerard, 2024. "Sir David Hendry: An Appreciation from Wall Street and What Macroeconomics Got Right," Working Papers 2024-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Feb 2024.
- Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2009. "Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53052, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip & Etienne, Xiaoli, 2012. "Composite and Outlook Forecast Accuracy," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), pages 1-19, August.
- David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017.
"Forecast evaluation tests and negative long-run variance estimates in small samples,"
Discussion Papers
17/03, University of Nottingham, Granger Centre for Time Series Econometrics.
- Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2017. "Forecast evaluation tests and negative long-run variance estimates in small samples," International Journal of Forecasting, Elsevier, vol. 33(4), pages 833-847.
- Olivier Biau & Hélène Erkel-Rousse & Nicolas Ferrari, 2006. "Réponses individuelles aux enquêtes de conjoncture et prévision de la production manufacturière," Économie et Statistique, Programme National Persée, vol. 395(1), pages 91-116.
- Barrera, Carlos, 2013. "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers 2013-009, Banco Central de Reserva del Perú.
- Kyriazi, Foteini & Thomakos, Dimitrios D. & Guerard, John B., 2019. "Adaptive learning forecasting, with applications in forecasting agricultural prices," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1356-1369.
- Brooks, Chris & Burke, Simon P. & Stanescu, Silvia, 2016. "Finite sample weighting of recursive forecast errors," International Journal of Forecasting, Elsevier, vol. 32(2), pages 458-474.
- F. Antolini & L. Grassini, 2019. "Foreign arrivals nowcasting in Italy with Google Trends data," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(5), pages 2385-2401, September.
- Manfredo, Mark R. & Sanders, Dwight R., 2004. "Forecast Encompassing And Futures Market Efficiency: The Case Of Milk Futures," 2004 Annual meeting, August 1-4, Denver, CO 20267, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Sanders, Dwight R. & Manfredo, Mark R., 2004.
"Predicting Pork Supplies: An Application of Multiple Forecast Encompassing,"
Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(3), pages 1-11, December.
- Sanders, Dwight R. & Manfredo, Mark R., 2004. "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 605-615, December.
- Evelyn V. Colino & Scott H. Irwin, 2010.
"Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(1), pages 1-15.
- Colino, Evelyn V. & Irwin, Scott H., 2007. "Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37577, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Richard A. Ashley & Kwok Ping Tsang, 2014. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, vol. 2(1), pages 1-20, March.
- Chen-Yin Kuo, 2017. "Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 195-225, July.
- John B. Guerard & Dimitrios D. Thomakos & Foteini Kyriazi & Konstantinos Mamais, 2023. "On the Predictability of the DJIA and S&P500 Indices," Working Papers 2023-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Yelland, Phillip M., 2010. "Bayesian forecasting of parts demand," International Journal of Forecasting, Elsevier, vol. 26(2), pages 374-396, April.
- BRATU SIMIONESCU, Mihaela, 2012. "Two Quantitative Forecasting Methods For Macroeconomic Indicators In Czech Republic," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 3(1), pages 71-87.
- Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
- Rivera, Roberto, 2016. "A dynamic linear model to forecast hotel registrations in Puerto Rico using Google Trends data," Tourism Management, Elsevier, vol. 57(C), pages 12-20.
- Dr Martin Weale & Dr. James Mitchell, 2005. "Forecasting manufacturing output growth using firm-level survey data," National Institute of Economic and Social Research (NIESR) Discussion Papers 251, National Institute of Economic and Social Research.
- Kuo, Chen-Yin, 2016. "Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory," Economic Modelling, Elsevier, vol. 52(PB), pages 772-789.
- Mihaela Bratu, 2012. "A Strategy to Improve the Survey of Professional Forecasters (SPF) Predictions Using Bias-Corrected-Accelerated (BCA) Bootstrap Forecast Intervals," International Journal of Synergy and Research, ToKnowPress, vol. 1(2), pages 45-59.
- Ye, Haichun & Ashley, Richard & Guerard, John, 2015. "Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis," International Journal of Forecasting, Elsevier, vol. 31(2), pages 488-500.
- Gabriel Moser & Fabio Rumler & Johann Scharler, 2004.
"Forecasting Austrian Inflation,"
Working Papers
91, Oesterreichische Nationalbank (Austrian Central Bank).
- Altuğ, Sumru & Ashley, Richard A. & Patterson, Douglas M., 1999.
"Are Technology Shocks Nonlinear?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 3(4), pages 506-533, December.
Cited by:
- Roberto Duncan, 2015.
"Does the US current account show a symmetric behavior over the business cycle?,"
Globalization Institute Working Papers
253, Federal Reserve Bank of Dallas.
- Roberto Duncan, 2015. "Does the US Current Account Show a Symmetric Behavior over the Business Cycle?," Working Papers 51, Peruvian Economic Association.
- Duncan, Roberto, 2016. "Does the US current account show a symmetric behavior over the business cycle?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 202-219.
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2021.
"Costly default and skewed business cycle,"
Post-Print
hal-03346173, HAL.
- Fève, Patrick & Garcia Sanchez, Pablo & Moura, Alban & Pierrard, Olivier, 2019. "Costly default and asymetric real business cycles," TSE Working Papers 19-1048, Toulouse School of Economics (TSE).
- Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021. "Costly default and skewed business cycles," European Economic Review, Elsevier, vol. 132(C).
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly default and asymmetric real business cycles," BCL working papers 134, Central Bank of Luxembourg.
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019.
"Costly Default And Asymmetric Real Business Cycles,"
LIDAM Discussion Papers IRES
2019018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Fève, Patrick & Garcia Sanchez, Pablo & Moura, Alban & Pierrard, Olivier, 2019. "Costly default and asymetric real business cycles," TSE Working Papers 19-1048, Toulouse School of Economics (TSE).
- Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021. "Costly default and skewed business cycles," European Economic Review, Elsevier, vol. 132(C).
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly default and asymmetric real business cycles," BCL working papers 134, Central Bank of Luxembourg.
- Diego Valderrama, 2002.
"Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model,"
Working Paper Series
2002-13, Federal Reserve Bank of San Francisco.
- Valderrama, Diego, 2007. "Statistical nonlinearities in the business cycle: A challenge for the canonical RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 31(9), pages 2957-2983, September.
- Sumru Altuğ & Melike Bildirici, 2010.
"Business Cycles around the Globe: A Regime Switching Approach,"
Working Papers
0032, Yildiz Technical University, Department of Economics, revised Mar 2010.
- Sumru Altug & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Koç University-TUSIAD Economic Research Forum Working Papers 1009, Koc University-TUSIAD Economic Research Forum.
- Altug, Sumru & Bildirici, Melike, 2010. "Business Cycles around the Globe: A Regime-switching Approach," CEPR Discussion Papers 7968, C.E.P.R. Discussion Papers.
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"Search Frictions, Labor Supply, and the Asymmetric Business Cycle,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 5-42, February.
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- Domenico Ferraro, 2018.
"The Asymmetric Cyclical Behavior of the U.S. Labor Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 145-162, October.
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- Domenico Ferraro, 2018. "Code and data files for "The Asymmetric Cyclical Behavior of the U.S. Labor Market"," Computer Codes 16-161, Review of Economic Dynamics.
- Domenico Ferraro, 2014. "The Asymmetric Cyclical Behavior of the U.S. Labor Market," 2014 Meeting Papers 1104, Society for Economic Dynamics.
- Sumru Altug & Erhan Uluceviz, 2011. "Leading Indicators of Real Activity and Inflation for Turkey, 2001-2010," Koç University-TUSIAD Economic Research Forum Working Papers 1134, Koc University-TUSIAD Economic Research Forum.
- Sean Holly & Paul Turner & Melvyn Weeks, 2003. "Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 195-202, June.
- Gary D. Hansen & Edward C. Prescott, 2005. "Capacity constraints, asymmetries, and the business cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 850-865, October.
- Randal J. Verbrugge, 1998. "A cross-country investigation of macroeconomic asymmetries," Macroeconomics 9809017, University Library of Munich, Germany, revised 30 Sep 1998.
- Diego Valderrama, 2003. "Statistical Nonlinearities in the Business Cycle," Computing in Economics and Finance 2003 219, Society for Computational Economics.
- Diego Valderrama, 2002. "Nonlinearities in international business cycles," Working Paper Series 2002-23, Federal Reserve Bank of San Francisco.
- Roberto Duncan, 2015.
"Does the US current account show a symmetric behavior over the business cycle?,"
Globalization Institute Working Papers
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