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  • Search: subject:"Long-Run Structural Modelling"
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Year of publication
Subject
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Long Run Structural Modelling 6 Long-Run Structural Modelling 4 Rolling Estimation 4 System Estimation with Mixed I(0) and I(1) Variables 4 Taylor Rule 4 USA 3 Environmental Kuznets Curve 2 Geldpolitik 2 Inflationsbekämpfung 2 Money Demand 2 Schätzung 2 Taylor-Regel 2 1964-2008 1 Anti-inflation policy 1 Australian economic integration 1 Cash Rate and the Government Yield Curve 1 Cointegration 1 Estimation 1 European Union 1 Forecasting 1 Granger causality 1 Interest Rates 1 Konjunkturpolitik 1 Market Efficiency 1 Monetary policy 1 Spreads 1 Stabilisierungspolitik 1 Stabilization policy 1 Stock Prices 1 Taylor rule 1 United States 1 causality tests 1 cointegration 1 cointegration tests 1 error-correction model 1 financial services 1 long run structural modelling 1 long-run structural modelling 1 macroeconomic factors 1 present value model 1
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Online availability
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Free 3 Undetermined 2
Type of publication
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Article 7 Book / Working Paper 5
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 9 English 3
Author
All
Greenwood-Nimmo, Matthew 4 Masih, A. Mansur M. 4 De Mello, Lurion 3 Shin, Yongcheol 3 Masih, Mansur 2 Algahtani, Ibrahim 1 Kenourgios, Dimitris F. 1 Pesaran, B. 1 Ryan, Vicky 1 Samitas, Aristeidis G. 1 Shin, Youngcheol 1 Winduss, Trent 1 Wright, G. 1
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Institution
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Economics Department, University of East London 1 Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung 1 Madras School of Economics 1
Published in...
All
Economia Internazionale / International Economics 5 IMK Working Paper 2 International Journal of Financial Services Management 1 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1 Working Papers / Economics Department, University of East London 1 Working Papers / Madras School of Economics 1 Working paper / IMK, Institut für Makroökonomie 1
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Source
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RePEc 10 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 10 of 12
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Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis
Greenwood-Nimmo, Matthew; Shin, Yongcheol - 2010
The existing empirical literature on Taylor-type interest rate rules has failed to achieve a robust consensus. Indeed, the relatively common finding that the Taylor principle does not hold has fueled a degree of controversy in the field. We attribute these mixed estimation results to a raft of...
Persistent link: https://www.econbiz.de/10010460499
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Cover Image
Shifting preferences at the fed : evidence from rolling dynamic multipliers and impulse response analysis
Greenwood-Nimmo, Matthew; Shin, Yongcheol - 2010
The existing empirical literature on Taylor-type interest rate rules has failed to achieve a robust consensus. Indeed, the relatively common finding that the Taylor principle does not hold has fueled a degree of controversy in the field. We attribute these mixed estimation results to a raft of...
Persistent link: https://www.econbiz.de/10009306629
Saved in:
Cover Image
Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis
Greenwood-Nimmo, Matthew; Shin, Youngcheol - Madras School of Economics - 2011
The existing empirical literature on Taylor-type interest rate rules has failed to achieve a robust consensus. Indeed, the relatively common finding that the Taylor principle does not hold has fueled a degree of controversy in the field. We attribute these mixed estimation results to a raft of...
Persistent link: https://www.econbiz.de/10010751374
Saved in:
Cover Image
Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis
Greenwood-Nimmo, Matthew; Shin, Yongcheol - Institut für Makroökonomie und Konjunkturforschung … - 2010
The existing empirical literature on Taylor-type interest rate rules has failed to achieve a robust consensus. Indeed, the relatively common finding that the Taylor principle does not hold has fueled a degree of controversy in the field. We attribute these mixed estimation results to a raft of...
Persistent link: https://www.econbiz.de/10008740520
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Macroeconomic factors' influence on 'new' European countries' stock returns: the case of four transition economies
Samitas, Aristeidis G.; Kenourgios, Dimitris F. - In: International Journal of Financial Services Management 2 (2007) 1/2, pp. 34-49
This paper investigates whether current and future domestic and international macroeconomic variables can explain long and short run stock returns in four 'new' European countries (Poland, Czech Republic, Slovakia and Hungary). 'Old' western European countries (UK, France, Italy and Germany) are...
Persistent link: https://www.econbiz.de/10010668716
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Does the ‘Environmental Kuznets Curve’ Exist? An Application of Long-run Structural Modelling to Saudi Arabia - La Curva di Kuznets esiste? Un’applicazione LRSM al caso dell’Arabia...
Masih, A. Mansur M.; De Mello, Lurion - In: Economia Internazionale / International Economics 64 (2011) 2, pp. 211-235
time series formulato di recente da Pesaran e Shin (2002) e conosciuto con il nome di Long Run Structural Modelling (LRSM … to the above, our study, based on a recently developed rigorous time series technique known as the Long Run Structural … MODELLING (LRSM) (Pesaran and Shin, Econometric Reviews, 2002), indicates that at least in the context of Saudi Arabia (1975 …
Persistent link: https://www.econbiz.de/10009023368
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Does the ‘Environmental Kuznets Curve’ Exist? An Application of Long-run Structural Modelling to Saudi Arabia - La Curva di Kuznets esiste? Un’applicazione LRSM al caso dell’Arabia...
Masih, A. Mansur M.; De Mello, Lurion - In: Economia Internazionale / International Economics 64 (2011) 2, pp. 211-235
time series formulato di recente da Pesaran e Shin (2002) e conosciuto con il nome di Long Run Structural Modelling (LRSM … to the above, our study, based on a recently developed rigorous time series technique known as the Long Run Structural … MODELLING (LRSM) (Pesaran and Shin, Econometric Reviews, 2002), indicates that at least in the context of Saudi Arabia (1975 …
Persistent link: https://www.econbiz.de/10009144021
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An Analysis of the Dynamic Linkages between the Cash Rate and the Government Yield Curve: A Case Study - Un’analisi della relazione dinamica tra cash rate e curva dei rendimenti dei titoli pubblici: studio di un caso
Masih, A. Mansur M.; Ryan, Vicky - In: Economia Internazionale / International Economics 63 (2010) 3, pp. 329-359
the most recently developed ‘long run structural modelling’ (Pesaran and Shin, 2002). The findings indicate that, contrary … run structural modelling, proposti da Pesaran e Shin (2002). I risultati indicano che, contrariamente all’opinione comune … delle aspettative. I metodi applicati sono le tecniche error-correction e di scomposizione della varianza, compreso il long …
Persistent link: https://www.econbiz.de/10008675310
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Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study
Masih, Mansur; De Mello, Lurion - In: Economia Internazionale / International Economics 62 (2009) 2, pp. 203-232
persistence profile functions. We also apply the most recently developed technique of ‘long run structural modelling’ (Pesaran and …
Persistent link: https://www.econbiz.de/10004981530
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Estimation of Long-run Demand for Money: An Application of Long-run Structural Modelling to Saudi Arabia
Masih, Mansur; Algahtani, Ibrahim - In: Economia Internazionale / International Economics 61 (2008) 1, pp. 81-99
-2004). The method applied is the ‘Long Run Structural Modelling’ (LRSM) (Pesaran and Shin, Econometric Reviews, 2002) which has …
Persistent link: https://www.econbiz.de/10004998390
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