Search Results - subject:"Projection method"

Euro area house prices and unconventional monetary policy surprises

Hülsewig, Oliver; Rottmann, Horst - 2021

the period 2010-2019. Using Jordà’s (2005) local projection method, we find that real house prices rise in response to …

Persistent link: https://www.econbiz.de/10012509392

The non-linear response of US state-level tradable and non-tradable inflation to Oil Shocks : the role of oil-dependence

Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661170

Human Capital Index (HCI) : from uncertainty to robustness of comparisons

Abdelkhalek, Touhami; Boccanfuso, Dorothée - 2021

Persistent link: https://www.econbiz.de/10012497288

Three-way investment decisions during the epidemic with Choquet-based bi-projection method

Li, Xiang; Wang, Hai; Xu, Zeshui - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 2, pp. 169-194

Persistent link: https://www.econbiz.de/10014251882

US monetary policy and BRICS stock market bubbles

Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua - In: Finance research letters 51 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014291573

Relaxed single projection methods for solving bilevel variational inequality problems in Hilbert spaces

Ogbuisi, Ferdinard U.; Shehu, Yekini; Yao, Jen Chih - In: Networks and spatial economics : a journal of … 23 (2023) 3, pp. 641-678

Persistent link: https://www.econbiz.de/10014335189

Customer segmentation, pricing, and lead time decisions : a stochastic-user-equilibrium perspective

Ma, Jun; Nault, Barrie R.; Tu, Yiliu - In: International journal of production economics 264 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014419465

Portfolio theory in solving the problem structural choice

Sucharev, O. S. - In: Journal of Risk and Financial Management 13 (2020) 9, pp. 1-20

, optimization models implemented by the numerical gradient projection method, the empirical static method of analysis and simulation …

Persistent link: https://www.econbiz.de/10012611440

Monetary policy surprises and their transmission through term premia and expected interest rates

Kaminska, Iryna; Mumtaz, Haroon; éSustek, Roman - 2020

Monetary policy moves the yield curve. How much is due to expected interest rates vs. term premia? And does it matter for macroeconomic outcomes? Using an affine term structure model, we shed new light on these questions. Estimation is subject to restrictions addressing an estimation bias in...

Persistent link: https://www.econbiz.de/10012670880

Monetary policy surprises and their transmission through term premia and expected interest rates

Kaminska, Iryna; Mumtaz, Haroon; Šustek, Roman - 2020

Persistent link: https://www.econbiz.de/10012316011