Search Results - subject:"Coverage Ratios"

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Asset-liability management with ultra-low interest rates

Grossman, Richard S.; Molyneux, Philip; Lambert, Frederic; … - Conference on Asset-Liability Management with Ultra-Low …; … - 2015

On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna...

Persistent link: https://www.econbiz.de/10011413495

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions

Yamamoto, Yohei - Institute of Economic Research, Hitotsubashi University - 2012

asymptotic normal intervals also tend to provide smaller coverage ratios and are quite erratic. Monte Carlo simulations and an …

Persistent link: https://www.econbiz.de/10010614055