Search Results - isPartOf:"Applied Econometrics"

Matching theory and evidence on Covid-19 using a stochastic network SIR model

Pesaran, M. Hashem; Yang, Cynthia Fan - In: Journal of applied econometrics 37 (2022) 6, pp. 1204-1229

Persistent link: https://www.econbiz.de/10013464669

Identification of dynamic latent factor models of skill formation with translog production

Del Bono, Emilia; Kinsler, Josh; Pavan, Ronni - In: Journal of applied econometrics 37 (2022) 6, pp. 1256-1265

Persistent link: https://www.econbiz.de/10013464674

The multifaceted impact of US trade policy on financial markets

Boer, Lukas; Menkhoff, Lukas; Rieth, Malte - In: Journal of Applied Econometrics 38 (2022) 3, pp. 388-406

We study the multifaceted effects of trade policy shocks on financial markets using a structural vector autoregression identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US and international stock prices heterogeneously, but generally negatively....

Persistent link: https://www.econbiz.de/10014504335

Advances in Applied Econometrics : Celebrating Peter Schmidt's Legacy

Kumbhakar, Subal (ed.); Sickles, Robin C. (ed.); … - 2024

/productivity measurement, time series methods, general applied econometrics, copulas, nonparametric methods, and limited dependent variable … presents the state-of-the-art in econometrics, traversing Schmidt's diverse interests. It spotlights his impact on applied … econometrics and features 25 contributions on topics such as panel data econometrics, stochastic frontier analysis and efficiency …

Persistent link: https://www.econbiz.de/10015177955

Identification and forecasting of bull and bear markets using multivariate returns

Liu, Jia; Maheu, John M.; Song, Yong - In: Journal of applied econometrics 39 (2024) 5, pp. 723-745

Persistent link: https://www.econbiz.de/10015156772

How does monetary policy affect income and wealth inequality? : evidence from quantitative easing in the euro area

Lenza, Michele; Slacalek, Jirka - In: Journal of applied econometrics 39 (2024) 5, pp. 746-765

Persistent link: https://www.econbiz.de/10015156773

Real-time weakness of the global economy

Leiva-León, Danilo; Pérez-Quirós, Gabriel; Rots, Eyno - In: Journal of applied econometrics 39 (2024) 5, pp. 813-832

Persistent link: https://www.econbiz.de/10015156776

Tests for equal forecast accuracy under heteroskedasticity

Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Journal of applied econometrics 39 (2024) 5, pp. 850-869

Persistent link: https://www.econbiz.de/10015156787

Gains from trade : demand, supply, and idiosyncratic shocks

Dewitte, Ruben; Merlevede, Bruno; Rayp, Glenn - In: Journal of applied econometrics 39 (2024) 5, pp. 870-886

Persistent link: https://www.econbiz.de/10015156788

Revisiting the effects of conventional and unconventional monetary policies

Noh, Eul - In: Journal of applied econometrics 39 (2024) 5, pp. 943-951

Persistent link: https://www.econbiz.de/10015156793