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Year of publication
Subject
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Kausalanalyse 5 Causality analysis 4 Theorie 4 Bootstrap approach 3 Bootstrap-Verfahren 3 Theory 3 USA 3 forecasting models 3 macroeconomic stability 3 predictive accuracy 3 sub-sample analysis 3 Bubbles 2 Confidence 2 Consumer behaviour 2 Consumer confidence index 2 Fed Greenbook 2 Immigration 2 Konsumentenverhalten 2 Konsumklimaindex 2 Oil market 2 Oil price 2 Spekulationsblase 2 Sub-Sample Two Stage Least Squares 2 Sub-sample 2 Time series analysis 2 United States 2 Vertrauen 2 Wages 2 Zeitreihenanalyse 2 partially missing instruments 2 sample selection 2 sub-sample estimation 2 Ölmarkt 2 Ölpreis 2 Aktienmarkt 1 Asymptotic relative efficiency 1 Bootstrap full and sub-sample 1 Bootstrap rolling window technique 1 Bootstrapping 1 Capital income 1
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Online availability
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Undetermined 9 Free 7
Type of publication
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Article 10 Book / Working Paper 9
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 4 Arbeitspapier 1 Aufsatz im Buch 1 Book section 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 12 Undetermined 7
Author
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Giannone, Domenico 3 Llull, Joan 3 Surico, Paolo 3 D’Agostino, Antonello 2 Mogstad, Magne 2 Su, Chi-Wei 2 Umar, Muhammad 2 Wiswall, Matthew 2 Astill, Sam 1 Cai, Yifei 1 Chattopadhyay, Somnath 1 Chen, Rong 1 Coondoo, Dipankor 1 D'Agostino, Antonello 1 Demos, Guilherme 1 Gaur, Anil 1 Geng, Heng 1 Hoshino, Y. 1 Kellard, Neil 1 Korkos, Ioannis 1 Kumar, Manish 1 Lin, Hai 1 Majumder, Amita 1 Meng, Xian-Li 1 Mirza, Nawazish 1 Morimune, K. 1 Oprean Stan, Camelia 1 Phuong Thi Ly Nguyen 1 Sornette, Didier 1 Stan, Sebastian Emanuel 1 Tao, Ran 1 Taylor, Robert 1 Wang, Dan 1 Wu, Yanrui 1 Zhong, Yifan 1
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Institution
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Barcelona Graduate School of Economics (Barcelona GSE) 1 Centre for Research and Analysis of Migration (CReAM), University College London (UCL) 1 EconWPA 1 European Central Bank 1 Institute for the Study of Labor (IZA) 1
Published in...
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CReAM Discussion Paper Series 2 Energy economics 2 IZA Discussion Papers 2 Application of novel research methods : the study of current economic phenomena 1 ECB Working Paper 1 International Journal of Economics and Business Research 1 Journal of Applied Statistics 1 Journal of empirical finance 1 Macroeconomics 1 Mathematics and Computers in Simulation (MATCOM) 1 Pacific-Basin finance journal 1 Research paper series / Swiss Finance Institute 1 Statistics & Probability Letters 1 Swiss Finance Institute Research Paper 1 Tourism economics : the business and finance of tourism and recreation 1 Working Paper Series / European Central Bank 1 Working Papers / Barcelona Graduate School of Economics (Barcelona GSE) 1
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Source
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RePEc 9 ECONIS (ZBW) 7 EconStor 3
Showing 1 - 10 of 19
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A bootstrap subsample rolling window causality method for analyzing the relationship between natural gas consumption and economic growth
Oprean Stan, Camelia; Stan, Sebastian Emanuel - In: Application of novel research methods : the study of …, (pp. 85-103). 2024
Persistent link: https://www.econbiz.de/10015179728
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The impact of consumer confidence on oil prices
Su, Chi-Wei; Wang, Dan; Mirza, Nawazish; Zhong, Yifan; … - In: Energy economics 124 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014482816
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Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam; Taylor, Robert; Kellard, Neil; Korkos, Ioannis - In: Journal of empirical finance 70 (2023), pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
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Chinese consumer confidence : a catalyst for the outbound tourism expenditure?
Su, Chi-Wei; Meng, Xian-Li; Tao, Ran; Umar, Muhammad - In: Tourism economics : the business and finance of tourism … 29 (2023) 3, pp. 696-717
Persistent link: https://www.econbiz.de/10014325817
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Lagrange regularization approach to compare nested data sets and determine objectively financial bubbles' inceptions
Demos, Guilherme; Sornette, Didier - 2017
Inspired by the question of identifying the start time τ of financial bubbles, we address the calibration of time series in which the inception of the latest regime of interest is unknown. By taking into account the tendency of a given model to overfit data, we introduce the Lagrange...
Persistent link: https://www.econbiz.de/10011877499
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Liquidity, informed trading, and a market surveillance system : evidence from the Vietnamese stock market
Chen, Rong; Geng, Heng; Lin, Hai; Phuong Thi Ly Nguyen - In: Pacific-Basin finance journal 67 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013258133
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The Effect of Immigration on Wages: Exploiting Exogenous Variation at the National Level
Llull, Joan - 2014
two-stage approach (Sub-Sample 2SLS) that estimates the fiist stage regression with an augmented sample of destination … countries, and the second stage equation with the restricted sub-sample of interest. I derive asymptotic results for this … estimated OLS wage elasticities to immigration. Sub-sample 2SLS estimates average - 1:2 and are very stable to the use of …
Persistent link: https://www.econbiz.de/10014532918
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The Effect of Immigration on Wages: Exploiting Exogenous Variation at the National Level
Llull, Joan - Centre for Research and Analysis of Migration (CReAM), … - 2014
two-stage approach (Sub-Sample 2SLS) that estimates the fiist stage regression with an augmented sample of destination … countries, and the second stage equation with the restricted sub-sample of interest. I derive asymptotic results for this … estimated OLS wage elasticities to immigration. Sub-sample 2SLS estimates average - 1:2 and are very stable to the use of …
Persistent link: https://www.econbiz.de/10010891752
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Time-varied causality between US partisan conflict shock and crude oil return
Cai, Yifei; Wu, Yanrui - In: Energy economics 84 (2019), pp. 1-9
Persistent link: https://www.econbiz.de/10012182008
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Instrumental Variables Estimation with Partially Missing Instruments
Mogstad, Magne; Wiswall, Matthew - Institute for the Study of Labor (IZA) - 2010
We examine instrumental variables estimation in situations where the instrument is only observed for a sub-sample …, which is fairly common in empirical research. Typically, researchers simply limit the analysis to the sub-sample where the …
Persistent link: https://www.econbiz.de/10008543249
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