Search Results - subject:"Statistical Similarity"

Portfolio choice with path-dependent preferences

Kritzman, Mark; Li, Ding; Qiu, Grace; Turkington, David - 2020 - This version: May 21, 2020

variables. And they measure the likelihood that these paths will prevail in the future based on their statistical similarity to …

Persistent link: https://www.econbiz.de/10012245036

The relative importance of fiscal and monetary policy : an empirical perspective

Czasonis, Megan; Kritzman, Mark; Turkington, David - 2020 - THIS VERSION: June 30, 2020

The authors introduce a new methodology for determining the relative importance of fiscal and monetary policy to promote growth and stabilize inflation. They apply this methodology to a panel of data that spans 66 years and 17 countries. Their analysis shows that, on average, monetary policy is...

Persistent link: https://www.econbiz.de/10012264687

Is the 1990’s US Expansion Similar to the 1960’s?

Katsuura, Masaki; Layton, Allan P. - School of Economics and Finance, Business School - 1999

of the 1960s, are examined. Corresponding to the definition of statistical similarity, a test based on the covariance …

Persistent link: https://www.econbiz.de/10005766342