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Estimating Policy-Invariant Technology and Taste Parameters in the Financial Sector, When Risk and Growth Matter

Author

Listed:
  • William Barnett

    (Department of Economics, University of Kansas)

  • Milka Kirova

    (Washington University in St.Louis)

  • Meenakshi Pasupathy

    (Washington University in St.Louis)

  • Piyu Yue

    (IC2 Institute at University of Texas at Austin)

Abstract

This paper provides an approach to estimation of taste and technology parameters in the financial sector through Euler equation estimation under exact monetary aggregation conditions. This is the original working paper, which produced the more condensed version published in the November 1995 edition of the Journal of Money, Credit and Banking. That special edition of the JMCB contains the proceedings of the Cleveland Federal Reserve Bank September 1994 conference on Liquidity, Monetary Policy, and Financial Intermediation. At the end of this working paper is our submitted reply to the comments of one of the discussants. The journal proceedings volume includes the published comments of that discussant, but not our reply to that discussant (who also is an editor of the journal.....).
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • William Barnett & Milka Kirova & Meenakshi Pasupathy & Piyu Yue, 2012. "Estimating Policy-Invariant Technology and Taste Parameters in the Financial Sector, When Risk and Growth Matter," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201217, University of Kansas, Department of Economics, revised Sep 2012.
    • Handle: RePEc:kan:wpaper:201217
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    File URL: https://kuwpaper.ku.edu/2009Papers/201217.pdf
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    Cited by:

    1. is not listed on IDEAS
    2. Llorca, Manuel & Orea, Luis & Pollitt, Michael G., 2016. "Efficiency and environmental factors in the US electricity transmission industry," Energy Economics, Elsevier, vol. 55(C), pages 234-246.

    More about this item

    JEL classification:

    • E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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