Search Results - subject:"Recursive OLS"

Cheng, Hao; Kesselring, Randall G.; Brown, Christopher R. - In: China Economic Review 27 (2013) C, pp. 82-93

Recent literature has advanced the view that the Gibson paradox, or the positive correlation of the price level with nominal interest rates, is nearly always a gold standard phenomenon. We argue that the Gibson correlation is more accurately classified as a statistical artifact of commodity...

Persistent link: https://www.econbiz.de/10010875356

The Gibson paradox : evidence from China

Cheng, Hao; Kesselring, Randall G.; Brown, Christopher … - In: China economic review : an international journal 27 (2013), pp. 82-93

Persistent link: https://www.econbiz.de/10010518088

Rational expectations? : Developer behaviour and development cycles in the central London office market

Fuerst, Franz; Grandy, Anna‐Maija - In: Journal of Property Investment & Finance 30 (2012) 2, pp. 159-174

Granger causality tests and recursive OLS regression with one‐step forecasts. Findings – Applying VAR models and a recursive … OLS regression with one‐step forecasts, the authors do not find evidence of adaptive and naïve expectations of developers …

Persistent link: https://www.econbiz.de/10014898332