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  • Search: subject:"Impulse Indicator Saturation"
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Year of publication
Subject
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Impulse-indicator saturation 8 Autometrics 6 impulse-indicator saturation 6 impulse indicator saturation 5 New-Keynesian Phillips curve 4 Structural breaks 4 credit growth 4 house prices 4 macro panel 4 open economies 4 robust estimation 4 1-step Huber-skip M-estimators 3 Forward Search 3 Huber-skip M-estimators 3 Impulse Indicator Saturation 3 Model selection 3 gauge 3 iterated martingale inequality 3 iteration 3 model selection 3 Climate change 2 Estimation 2 Financial supervision 2 Finanzmarktaufsicht 2 Forecasting 2 Immobilienpreis 2 Impact assessment 2 Inflation expectations 2 Macroprudential policy measures 2 Offene Volkswirtschaft 2 Open economy 2 Panel 2 Panel study 2 Real estate price 2 Robusti?ed Least Squares 2 Schätzung 2 Wirkungsanalyse 2 cross-section time-series 2 location shifts 2 macroprudential policy measures 2
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Online availability
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Free 22
Type of publication
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Book / Working Paper 20 Article 2
Type of publication (narrower categories)
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Working Paper 3 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Aufsatzsammlung 1 Hochschulschrift 1
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Language
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English 12 Undetermined 10
Author
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Hendry, David 10 Nymoen, Ragnar 7 Castle, Jennifer 4 Castle, Jennifer L. 4 Pedersen, Kari 4 Sjåberg, Jon Ivar 4 Doornik, Jurgen A. 3 Johansen, Søren 3 Nielsen, Bent 3 Hendry, David F. 2 A. Doornik, Jurgen 1 Ericsson, Neil R. 1 F. Hendry, David 1 Johansen, Soren 1 L. Castle, Jennifer 1 Mizon, Grayham E. 1 Mukanjari, Samson 1 Pretis, Felix 1 Reisman, Erica L. 1
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Institution
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Department of Economics, Oxford University 10 Department of Economics, George Washington University 1 Economics Group, Nuffield College, University of Oxford 1 Rimini Centre for Economic Analysis (RCEA) 1 School of Economics and Management, University of Aarhus 1 Økonomisk Institut, Københavns Universitet 1 Økonomisk institutt, Universitetet i Oslo 1
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Published in...
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Economics Series Working Papers / Department of Economics, Oxford University 10 Memorandum 2 CREATES Research Papers 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Economic studies 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 Memorandum / Department of Economics, University of Oslo 1 Memorandum / Økonomisk institutt, Universitetet i Oslo 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / Department of Economics, George Washington University 1
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Source
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RePEc 16 ECONIS (ZBW) 3 EconStor 3
Showing 1 - 10 of 22
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Climate policy and financial markets
Mukanjari, Samson - 2020
Persistent link: https://www.econbiz.de/10012293022
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Estimation of effects of recent macroprudential policies in a sample of advanced open economies
Nymoen, Ragnar; Pedersen, Kari; Sjåberg, Jon Ivar - In: International Journal of Financial Studies 7 (2019) 2, pp. 1-20
CCyB from the empirical models. The main results are also robust to controls in the form of impulse indicator saturation …
Persistent link: https://www.econbiz.de/10013200201
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Estimation of effects of recent macroprudential policies in a sample of advanced open economies
Nymoen, Ragnar; Pedersen, Kari; Sjåberg, Jon Ivar - In: International Journal of Financial Studies : open … 7 (2019) 2/23, pp. 1-20
CCyB from the empirical models. The main results are also robust to controls in the form of impulse indicator saturation …
Persistent link: https://www.econbiz.de/10012039586
Saved in:
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Estimation of effects of recent macroprudential policies in a sample of advanced open economies
Nymoen, Ragnar; Pedersen, Kari; Sjåberg, Jon Ivar - 2018
empirical models. The results are also robust to controls in the form of impulse indicator saturation (IIS). …
Persistent link: https://www.econbiz.de/10012058696
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Estimation of effects of recent macroprudential policies in a sample of advanced open economies
Nymoen, Ragnar; Pedersen, Kari; Sjåberg, Jon Ivar - 2018
empirical models. The results are also robust to controls in the form of impulse indicator saturation (IIS). …
Persistent link: https://www.econbiz.de/10011899877
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Outlier detection algorithms for least squares time series regression
Johansen, Søren; Nielsen, Bent - Economics Group, Nuffield College, University of Oxford - 2014
-skip M-estimators, in particular the Impulse Indicator Saturation, iterated 1-step Huber-skip M-estimators and the Forward …
Persistent link: https://www.econbiz.de/10010892342
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Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren; Nielsen, Bent - Økonomisk Institut, Københavns Universitet - 2014
-skip M-estimators, in particular the Impulse Indicator Saturation, iterated 1-step Huber-skip M-estimators and the Forward …
Persistent link: https://www.econbiz.de/10010937950
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Outlier detection algorithms for least squares time series regression
Johansen, Søren; Nielsen, Bent - School of Economics and Management, University of Aarhus - 2014
-skip M-estimators, in particular the Impulse Indicator Saturation, iterated 1-step Huber-skip M-estimators and the Forward …
Persistent link: https://www.econbiz.de/10010940884
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Semi-automatic Non-linear Model selection
Castle, Jennifer; Hendry, David - Department of Economics, Oxford University - 2013
a general class of non-linear-in-the-variables functions, addressing possible location shifts by impulse-indicator … saturation.  After an automatic search delivers a simplified congruent terminal model, an encompassing test can be implemented …
Persistent link: https://www.econbiz.de/10011004135
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Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview
Castle, Jennifer; Hendry, David - Department of Economics, Oxford University - 2013
failure.  Thus, we address nowcasting when location shifts occur, probably with measurement error.  We describe impulse-indicator … saturation as a potential solution to such shifts, noting its relation to intercept corrections and to robust methods to avoid …
Persistent link: https://www.econbiz.de/10011004422
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