Search Results - subject:"Overlapping observations"

Skewness and kurtosis ratio tests: With applications to multiperiod tail risk analysis

Wong, Woon K. - 2016

proposed tests are based on generalized methods of moments. In particular, overlapping observations are used and their …

Persistent link: https://www.econbiz.de/10011787151

Skewness and kurtosis ratio tests : with applications to multiperiod tail risk analysis

Wong, Woon K. - 2016

proposed tests are based on generalized methods of moments. In particular, overlapping observations are used and their …

Persistent link: https://www.econbiz.de/10011688190

Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index

Csávás, Csaba; Erhart, Szilárd; Felcser, Dániel; … - Magyar Nemzeti Bank (MNB) - 2012

In this paper we investigate the effect of central bank transparency on survey forecasts. Similar to Ehrmann et al. (2010), we find that greater transparency can reduce the degree of disagreement across individual forecasters and it can also improve the forecasting performance of survey...

Persistent link: https://www.econbiz.de/10010854256

Which aspects of central bank transparency matter? Constructing a weighted transparency index

Csávás, Csaba; Erhart, Szilárd; Felcser, Dániel; … - 2012

Persistent link: https://www.econbiz.de/10010322442

Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature

Darvas, Zsolt - Matematikai Közgazdaságtan és Gazdaságelemzés, … - 2007

Samples with overlapping observations are used for the study of uncovered interest rate parity, the predictability of …

Persistent link: https://www.econbiz.de/10005523134