EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Marginal analysis"
Narrow search

Narrow search

Year of publication
Subject
All
Marginal analysis 301 Marginalanalyse 296 Theorie 137 Theory 137 History of economic thought 29 Ökonomische Ideengeschichte 29 Estimation 28 Schätzung 28 USA 28 United States 28 Productivity 22 Produktivität 22 Theory of distribution 22 Verteilungstheorie 22 Production function 18 Produktionsfunktion 18 Global sourcing 17 Internationale Beschaffung 17 Capital 16 Kapital 16 Production theory 16 Produktionstheorie 16 marginal analysis 15 Comparison 14 Vergleich 14 Arbeitsproduktivität 13 Deutschland 13 Germany 13 Labour productivity 13 Technischer Fortschritt 13 Technological change 13 Cost-benefit analysis 12 Export 12 Kosten-Nutzen-Analyse 12 Externalities 11 Externer Effekt 11 Gewinn 11 Marxism 11 Profit 11 Public goods 11
more ... less ...
Online availability
All
Free 123 Undetermined 47 CC license 3
Type of publication
All
Book / Working Paper 179 Article 147
Type of publication (narrower categories)
All
Article in journal 111 Aufsatz in Zeitschrift 111 Graue Literatur 84 Non-commercial literature 84 Arbeitspapier 81 Working Paper 81 Aufsatz im Buch 20 Book section 20 Hochschulschrift 8 Thesis 7 Bibliografie enthalten 3 Bibliography included 3 Collection of articles of several authors 3 Sammelwerk 3 Article 2 Konferenzschrift 2 research-article 2 Aufsatzsammlung 1 Conference proceedings 1 Forschungsbericht 1 Mehrbändiges Werk 1 Multi-volume publication 1 Reprint 1
more ... less ...
Language
All
English 276 German 19 Undetermined 15 French 10 Italian 3 Czech 1 Danish 1 Russian 1
more ... less ...
Author
All
Liao, Wei 10 Santacreu, Ana Maria 10 Auclert, Adrien 9 Antràs, Pol 8 Bridel, Pascal 7 Fort, Teresa C. 7 Tintelnot, Felix 6 Bardóczy, Bence 5 Benjamin, Daniel J. 5 Caselli, Francesco 5 Hagendorf, Klaus 5 Heffetz, Ori 5 Kimball, Miles S. 5 Rees-Jones, Alex 5 Rognlie, Matthew 5 Slemrod, Joel 5 Yitzhaki, Shlomo 5 Bils, Mark 4 Bobenrieth H., Eugenio S. 4 Bobenrieth H., Juan R. A. 4 Bobtcheff, Catherine 4 Byford, Martin C. 4 Gollier, Christian 4 Klenow, Peter J. 4 Moffitt, Robert A. 4 Tombazos, Christis G. 4 Wright, Brian D. 4 Zeckhauser, Richard 4 Ampudia, Miguel 3 Attanasio, Orazio P. 3 Biewen, Martin 3 Bos, Charles S. 3 Chevillon, Guillaume 3 Cooper, Russell W. 3 Crinò, Rosario 3 Edwards, Jeremy S. S. 3 Feyrer, James Donald 3 Gans, Joshua 3 Gervais, Simon 3 Goldstein, Itay 3
more ... less ...
Institution
All
National Bureau of Economic Research 18 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 University of Strathclyde / Department of Economics 2 Institute of Economics, Russian Academy of Sciences (RAS) 1 International Monetary Fund (IMF) 1 JME-SNB-SCG Conference <2020, Gerzensee> 1 Rodney L. White Center for Financial Research 1
more ... less ...
Published in...
All
NBER working paper series 18 Working paper / National Bureau of Economic Research, Inc. 15 NBER Working Paper 13 Discussion paper / Centre for Economic Policy Research 6 Review of radical political economics 6 Journal of post-Keynesian economics : JPKE 5 MPRA Paper 5 Economic papers : a journal of applied economics and policy 4 Journal of productivity analysis 4 Metroeconomica : international review of economics 4 The American economic review 4 Applied economics 3 CEMMAP working papers / Centre for Microdata Methods and Practice 3 CESifo working papers 3 Discussion paper series / IZA 3 Faculty & research / Insead : working paper series 3 Revue d'économie politique 3 The Indian economic journal 3 The marginal productivity of labor 3 Arbeitspapiere der Nordakademie 2 CESifo Working Paper Series 2 Cambridge journal of economics 2 Die Handelsblatt-Bibliothek "Klassiker der Nationalökonomie" 2 Discussion paper / Tinbergen Institute 2 Documents de recherche / ESSEC Centre de Recherche 2 IZA Discussion Paper 2 Increasing returns and inframarginal economics 2 International journal of production economics 2 Johann Heinrich von Thünen als Wirtschaftstheoretiker 2 Revue économique : revue bimestrielle 2 Routledge advances in heterodox economics 2 Strathclyde discussion papers in economics 2 The Manchester School 2 Tuck School of Business working paper / Tuck School of Business at Dartmouth 2 UFZ-Diskussionspapiere 2 UTMS Journal of Economics 2 Working paper 2 Working paper series 2 (1996). - 411 S. - Enth. 6 Beitr. 1 AEA papers and proceedings 1
more ... less ...
Source
All
ECONIS (ZBW) 304 RePEc 17 EconStor 2 Other ZBW resources 2 USB Cologne (EcoSocSci) 1
Showing 1 - 50 of 326
Cover Image
The role of bank capital on the bank lending channel of monetary policy transmission: An application of marginal analysis approach
In: Cogent Economics & Finance 10 (2022) 1, pp. 1-40
While there is a large body of research on the bank lending channel of monetary policy transmission and the distributional dependence of this transmission on bank characteristics, the asymmetric effect of bank capital on monetary policy-bank loan supply nexus has been ignored. To fill this void,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015074178
Saved in:
Cover Image
The role of bank capital on the bank lending channel of monetary policy transmission : an application of marginal analysis approach
Thanh Phuc Nguyen; Thi Thu Hong Dinh - In: Cogent economics & finance 10 (2022) 1, pp. 1-40
While there is a large body of research on the bank lending channel of monetary policy transmission and the distributional dependence of this transmission on bank characteristics, the asymmetric effect of bank capital on monetary policy-bank loan supply nexus has been ignored. To fill this void,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013461875
Saved in:
Cover Image
A marginal analysis framework to incorporate the externality effect of ordering perishables
Sasanuma, Katsunobu; Delasay, Mohammad; Pitocco, Christine - In: Operations research perspectives 9 (2022), pp. 1-12
The exact analysis of optimal ordering policies for periodic-review perishable inventory systems is challenging because of their high-dimensional state space arising from multiple interrelated ordering decisions over many periods and age distributions of on-hand products. We develop a new...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014245321
Saved in:
Cover Image
Mpcs, Mpes and Multipliers : A Trilemma for New Keynesian Models
Auclert, Adrien; Bardóczy, Bence; Rognlie, Matthew - 2022
We show that New Keynesian models with frictionless labor supply face a challenge: given standard parameters, they cannot simultaneously match plausible estimates of marginal propensities to consume (MPCs), marginal propensities to earn (MPEs), and fiscal multipliers. A HANK model with sticky...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014094698
Saved in:
Cover Image
The unreasonable effectiveness of algorithms
Ludwig, Jens; Mullainathan, Sendhil; Rambachan, Ashesh - In: AEA papers and proceedings 114 (2024), pp. 623-627
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326830
Saved in:
Cover Image
Does marginal productivity of product mix matter? : data envelopment analysis for marginal profit consistency in Taiwan's life insurance industry
Wu, Yen-Tung; Lee, Chia-Yen - In: Operations research forum 5 (2024) 1, pp. 1-25
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014517526
Saved in:
Cover Image
Temptation and commitment : a model of hand-to-mouth behavior
Attanasio, Orazio P.; Kovacs, Agnes; Moran, Patrick - In: Journal of the European Economic Association : JEEA 22 (2024) 4, pp. 2025-2073
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015045245
Saved in:
Cover Image
Inframarginal travelers and transportation policy
Hall, Jonathan Daines - In: International economic review 65 (2024) 3, pp. 1519-1550
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015049344
Saved in:
Cover Image
The Unreasonable Effectiveness of Algorithms
Ludwig, Jens; Mullainathan, Sendhil; Rambachan, Ashesh - National Bureau of Economic Research - 2024
We calculate the social return on algorithmic interventions (specifically their Marginal Value of Public Funds) across multiple domains of interest to economists--regulation, criminal justice, medicine, and education. Though these algorithms are different, the results are similar and striking....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014486217
Saved in:
Cover Image
Integrating Expenditure and Tax Decisions : The Marginal Cost of Funds and the Marginal Benefit of Projects
Slemrod, Joel; Yitzhaki, Shlomo - 2021
This paper seeks to clarify the extent to which the rule for providing public goods ought to correct for the distortionary cost of raising funds. We argue that, in evaluating public projects, the marginal cost of funds (MCF) concept must be supplemented by a symmetrical concept, which we label...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013226549
Saved in:
Cover Image
What Marginal Outcome Tests Can Tell Us About Racially Biased Decision-Making
Hull, Peter - 2021
Marginal outcome tests compare the expected effects of a decision on individuals who are of different races but at the same indifference point of the decision-maker. I present a simple formalization of how such tests can detect racial bias, defined as a deviation from accurate statistical...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013244300
Saved in:
Cover Image
Marginal productivity and coalition formation with distributive norms
Goto, Hideaki - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012804838
Saved in:
Cover Image
What Marginal Outcome Tests Can Tell Us About Racially Biased Decision-Making
Hull, Peter - National Bureau of Economic Research - 2021
Marginal outcome tests compare the expected effects of a decision on individuals who are of different races but at the same indifference point of the decision-maker. I present a simple formalization of how such tests can detect racial bias, defined as a deviation from accurate statistical...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012482718
Saved in:
Cover Image
In-Kind Transfers as Insurance
Gadenne, Lucie; Norris, Samuel; Singhal, Monica; … - National Bureau of Economic Research - 2021
Recent debates about the optimal form of social protection programs have highlighted the potential for cash as the preferred form of transfer to low income households. However, in-kind transfers remain prevalent throughout the world. We argue that beneficiaries themselves may prefer in-kind...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012482722
Saved in:
Cover Image
Cost-Benefit Rules for Public Good Provision with Distortionary Taxation
Edwards, Jeremy S. S. - 2021
The paper shows that a comparison of the appropriately-weighted sum of households' marginal willingness to pay for a public good with the net effect of the increased supply of the public good on shadow, as distinct from actual, government revenue is a generally valid rule for public good...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013320843
Saved in:
Cover Image
Micro MPCs and Macro Counterfactuals : The Case of the 2008 Rebates
Orchard, Jacob; Ramey, Valerie A.; Wieland, Johannes - National Bureau of Economic Research - 2023
We present evidence that the high estimated MPCs from the leading household studies result in implausible macroeconomic counterfactuals. Using the 2008 tax rebate as a case study, we calibrate a standard medium-scale New Keynesian model with the estimated micro MPCs to construct counterfactual...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014337817
Saved in:
Cover Image
MPCs, MPEs, and multipliers : a trilemma for New Keynesian models
Auclert, Adrien; Bardóczy, Bence; Rognlie, Matthew - In: The review of economics and statistics 105 (2023) 3, pp. 700-712
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014297117
Saved in:
Cover Image
A Mann-Whitney Test of Distributional Effects in A Multivalued Treatment
Ai, Chunrong - 2020
This article considers a Mann-Whitney test of distributional effects in a multivalued treatment. Specifically, we first show that, under the unconfoundedness condition, the counterfactual distributions are weighted averages, with weights satisfying some moment restrictions. We estimate the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012849353
Saved in:
Cover Image
Temptation and commitment : understanding hand-to-mouth behavior
Attanasio, Orazio P.; Kovacs, Agnes; Moran, Patrick - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012316081
Saved in:
Cover Image
MPCs, MPEs and Multipliers : A Trilemma for New Keynesian Models
Auclert, Adrien - 2020
We establish an impossibility result for New Keynesian models with a frictionless labor market: these models cannot simultaneously match plausible estimates of marginal propensities to consume (MPCs), marginal propensities to earn (MPEs), and fiscal multipliers. A HANK model with sticky wages...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012481341
Saved in:
Cover Image
MPCs, MPEs and multipliers : a trilemma for new Keynesian models
Auclert, Adrien; Bardóczy, Bence; Rognlie, Matthew - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012261839
Saved in:
Cover Image
The return to capital in capital-scarce countries
Chari, Anusha; Rhee, Jennifer S. - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012289821
Saved in:
Cover Image
The Mistakes of the Marginal Productivity Theory of Income Distribution
Nomidis, Dimitrios - 2019
The debate that took place at the end of 19th and the beginning of 20th century on the neoclassical income distribution theory based on the marginal productivity of the production factors is well known. The debate evolved especially around the question whether the product is exactly exhausted...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012898999
Saved in:
Cover Image
Sources and implications of resource misallocation: new evidence from firm-level marginal products and user costs
Lenzu, Simone; Manaresi, Francesco - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011988029
Saved in:
Cover Image
Sources and Implications of Resource Misallocation : New Evidence from Firm-Level Marginal Products and User Costs
Lenzu, Simone - 2019
Using micro-data on firm-specific borrowing costs and wages, we demonstrate that distortions in firms' policies can be empirically measured using firm-level gaps between marginal revenue products and user costs (MRP-cost gaps). We estimate MRP-cost gaps for 4.7 million firm-year observations in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012865152
Saved in:
Cover Image
Mpc Heterogeneity in Europe : Sources and Policy Implications
Ampudia, Miguel - 2018
This paper studies the implications of household financial choices for the effects of monetary policy on consumption. Based on data from four major euro area countries, the paper estimates the key structural parameters using a simulated method of moments approach to match moments related to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012910644
Saved in:
Cover Image
Identifying effects of multivalued treatments
Lee, Sokbae; Salanié, Bernard - 2018
Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows for multidimensional unobserved heterogeneity. Our...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011865454
Saved in:
Cover Image
MPC heterogeneity in Europe : sources and policy implications
Ampudia, Miguel; Cooper, Russell W.; Le Blanc, Julia; … - 2018
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011921210
Saved in:
Cover Image
MPC Heterogeneity in Europe : Sources and Policy Implications
Ampudia, Miguel - 2018
This paper studies household financial choices in four euro area countries. The goal of the analysis is to understand the sources of the differences in these choices and their implications for the impact of monetary policy on consumption. The estimation of key parameters uses a simulated method...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012480733
Saved in:
Cover Image
The diminishing marginal worth of elite college football players
Wilson, B. Kemp; Papagapitos, Agapitos - In: Journal of economic insight : (formerly the journal of … 47 (2021) 1, pp. 1-20
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012669603
Saved in:
Cover Image
Differences, switches and "consistently side by side" : Krishna Bharadwaj and the Sraffian critique of economic theory
Gehrke, Christian - In: The Indian economic journal 69 (2021) 2, pp. 196-217
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012607949
Saved in:
Cover Image
Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies
Liao, Jianhui; Zhu, Xuehong; Chen, Jinyu - In: International review of financial analysis 77 (2021), pp. 1-23
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012805954
Saved in:
Cover Image
An anatomy of China's export boom : an approach of trade margins
Liu, Hui-Zheng; Li, Shi-Long; Zhang, Kevin H. - In: The Chinese economy : translations and studies 54 (2021) 2, pp. 79-91
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012483353
Saved in:
Cover Image
The real interest rate and the marginal product of capital in the XXIst century, October 15-16, 2020 : conference proceedings supplement
Reis, Ricardo (ed.) - JME-SNB-SCG Conference <2020, Gerzensee> - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013435297
Saved in:
Cover Image
Why the Return to Capital Exceeds the Marginal Product of Capital
James, Robert G. - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012949808
Saved in:
Cover Image
Monetary Policy and the Redistribution Channel
Auclert, Adrien - 2017
This paper evaluates the role of redistribution in the transmission mechanism of monetary policy to consumption. Three channels affect aggregate spending when winners and losers have different marginal propensities to consume: an earnings heterogeneity channel from unequal income gains, a Fisher...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012955443
Saved in:
Cover Image
Marginal deterrence at work
Crinò, Rosario; Immordino, Giovanni; Piccolo, Salvatore - 2017
We test the rational economic model of marginal deterrence of law enforcement - i.e., the need for graduating the penalty to the severity of the crime. We combine individual-level data on sentence length for a representative sample of US inmates with proxies for maximum punishment and monitoring...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011723411
Saved in:
Cover Image
Monetary policy and the redistribution channel
Auclert, Adrien - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011674428
Saved in:
Cover Image
The Marginal Product of Climate
Deryugina, Tatyana - 2017
We develop an empirical approach to value changes to a climate in terms of total market output given optimal factor allocations in general equilibrium. Our approach accounts for unobservable heterogeneity across locations as well as the costs and benefits of adaptation in climates of arbitrary...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012453641
Saved in:
Cover Image
Monetary Policy and the Redistribution Channel
Auclert, Adrien - 2017
This paper evaluates the role of redistribution in the transmission mechanism of monetary policy to consumption. Three channels affect aggregate spending when winners and losers have different marginal propensities to consume: an earnings heterogeneity channel from unequal income gains, a Fisher...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012455230
Saved in:
Cover Image
The Marginal Product of Climate
Deryugina, Tatyana - 2017
We develop an empirical approach to value changes to a climate in terms of total market output given optimal factor allocations in general equilibrium. Our approach accounts for unobservable heterogeneity across locations as well as the costs and benefits of adaptation in climates of arbitrary...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012941980
Saved in:
Cover Image
Marginal Deterrence at Work
Crinò, Rosario - 2017
We test the rational economic model of marginal deterrence of law enforcement - i.e., the need for graduating the penalty to the severity of the crime. We combine individual-level data on sentence length for a representative sample of US inmates with proxies for maximum punishment and monitoring...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012945062
Saved in:
Cover Image
International Differences in the Marginal Product of Capital
James, Robert G. - 2016
Conventional wisdom has it that the return to capital equals the marginal product of capital. Consequently, an equal return to capital across countries is interpreted as evidence that the marginal product of capital is the same across countries. This paper shows that if a firm's elasticity of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012982567
Saved in:
Cover Image
The marginal voter's curse
Herrera, Helios; Llorente-Saguer, Aniol; McMurray, Joseph - 2016
This paper proposes a rational model of voter participation by generalizing a common-value model of costless voting to include not just pivotal voting but also marginal voting incentives. A new strategic incentive for abstention arises in that case, to avoid the marginal voter's curse of pushing...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011491808
Saved in:
Cover Image
MPCs, MPEs and multipliers : a trilemma for new Keynesian models
Auclert, Adrien; Bardóczy, Bence; Rognlie, Matthew - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012243562
Saved in:
Cover Image
Empirics for marginal product of capital
Hung, Ly-Dai - In: Journal of international commerce, economics and policy 11 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012609003
Saved in:
Cover Image
Experimental evidence on gender interaction in lying behavior
Jung, Seeun; Vranceanu, Radu P. - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011339786
Saved in:
Cover Image
Long memory through marginalization of large systems and hidden cross-section dependence
Chevillon, Guillaume; Hecq, Alain W. J.; Laurent, Sébastien - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011339862
Saved in:
Cover Image
The Trade Comovement Puzzle and the Margins of International Trade
Liao, Wei - 2015
Countries that trade more with each other tend to have more strongly correlated business cycles. Yet, traditional international business cycle models predict a much weaker link between trade and business cycle comovement. We propose that fluctuations in the number of varieties embedded in trade...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013016135
Saved in:
Cover Image
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence
Chevillon, Guillaume - 2015
This paper shows that large dimensional vector autoregressive (VAR) models of finite order can generate long memory in the marginalized univariate series. We derive high-level assumptions under which the final equation representation of a VAR(1) leads to univariate fractional white noises and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013021850
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...