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  • Search: subject:"Transitory components"
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Year of publication
Subject
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Time series analysis 7 Zeitreihenanalyse 7 transitory components 7 Theorie 6 Theory 5 Transitory components 5 VECM 5 delta method 5 permanent and transitory components 5 Cointegration 4 Kointegration 4 Schätztheorie 4 Schätzung 4 bootstrap 4 Bruttoinlandsprodukt 3 Business cycle 3 Estimation 3 Estimation theory 3 Gaps and potentials 3 Gross domestic product 3 Kapazitätsauslastung 3 Konjunktur 3 Permanent and Transitory Components 3 Permanent and transitory components 3 gain functions 3 Bootstrap approach 2 Bootstrap-Verfahren 2 Business cycle theory 2 CAPM 2 Capacity utilization 2 Capital income 2 Continuous time models 2 Firm size 2 Kapitaleinkommen 2 Konjunkturtheorie 2 Mean reversion 2 Net wealth 2 New Zealand 2 Potential output 2 Produktionspotenzial 2
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Online availability
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Free 12 Undetermined 9
Type of publication
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Book / Working Paper 15 Article 10
Type of publication (narrower categories)
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Working Paper 8 Graue Literatur 7 Non-commercial literature 7 Arbeitspapier 5 Article in journal 5 Aufsatz in Zeitschrift 5 Konferenzschrift 1
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Language
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English 18 Undetermined 7
Author
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Schreiber, Sven 5 Canova, Fabio 3 Chun, Sungju 2 Henderson, Katherine 2 Perron, Pierre 2 Scobie, Grant M. 2 Bhat, Shariq Ahmad 1 Bodman, PM 1 Chernov, Mikhail 1 Christensen, Tim M 1 Dar, Qaiser Farooq 1 Gardner, Jesse 1 Gonzalo, Jesus 1 Hurn, Stan 1 Kim, Jangryoul 1 Kouretas, Georgios 1 Lee, Tae-Hwy 1 Li, Z. Merrick 1 Lim, Gieyoung 1 Linton, Oliver 1 Lochstoer, Lars A. 1 Lustenberger, Thomas 1 Narayan, Paresh 1 Pagan, Adrian 1 Rodriguez, Gabriel 1 Romero, Indira 1 Senyuz, Zeynep 1 Sloan, Richard G. 1 Song, Dongho 1 Syllignakis, Manolis 1 Vodounou, Cosme 1 Vodounou, Cosmé 1 Yang, Weiping 1 Yoon, Joon Sang 1
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Institution
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Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa 1 Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung 1 National Centre for Econometric Research (NCER) 1 Treasury, Government of New Zealand 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Discussion papers / CEPR 2 IMK Working Paper 2 Cambridge working papers in economics 1 Cambridge-INET working papers 1 Decision 1 Econometric reviews 1 International Advances in Economic Research 1 Journal of Empirical Finance 1 Journal of accounting and economics 1 Journal of empirical finance 1 MPRA Paper 1 Macroeconomics and Finance in Emerging Market Economies 1 Modern economy 1 NCER Working Paper Series 1 New Zealand Treasury Working Paper 1 Open Economies Review 1 SNB working papers 1 Sveriges Riksbank Working Paper Series 1 Sveriges Riksbank working paper series 1 Treasury Working Paper Series 1 Working Papers / Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa 1 Working paper / IMK, Institut für Makroökonomie 1
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Source
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ECONIS (ZBW) 12 RePEc 9 EconStor 3 BASE 1
Showing 11 - 20 of 25
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The estimation uncertainty of permanent-transitory decompositions in cointegrated systems
Schreiber, Sven - 2011
The topic of this paper is the estimation uncertainty of the Stock-Watsonand Gonzalo-Granger permanent-transitory decompositions in the frameworkof the cointegrated vector-autoregression. Specifically, we suggest an approach to construct the confidence interval of the transitory component in...
Persistent link: https://www.econbiz.de/10010460507
Saved in:
Cover Image
The estimation uncertainty of permanent-transitory decompositions in cointegrated systems
Schreiber, Sven - 2011 - this version: February 2011
The topic of this paper is the estimation uncertainty of the Stock-Watsonand Gonzalo-Granger permanent-transitory decompositions in the frameworkof the cointegrated vector-autoregression. Specifically, we suggest an approach to construct the confidence interval of the transitory component in...
Persistent link: https://www.econbiz.de/10009530402
Saved in:
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Saving Rates of New Zealanders: A Net Wealth Approach
Scobie, Grant M.; Henderson, Katherine - 2009
Reliable estimates of actual household saving rates in New Zealand have proved elusive as existing sources of data have in the past given disparate estimates, making it difficult to reach a consensus of the real rate of household saving. For the first time in New Zealand, however, longitudinal...
Persistent link: https://www.econbiz.de/10012115613
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Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market
Senyuz, Zeynep - Volkswirtschaftliche Fakultät, … - 2009
We analyze dynamics of the permanent and transitory components of the U.S. economic activity and the stock market … transitory components, while consumption and dividends are useful to identify their respective permanent components. The …
Persistent link: https://www.econbiz.de/10008727921
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Saving Rates of New Zealanders: A Net Wealth Approach
Scobie, Grant M.; Henderson, Katherine - Treasury, Government of New Zealand - 2009
Reliable estimates of actual household saving rates in New Zealand have proved elusive as existing sources of data have in the past given disparate estimates, making it difficult to reach a consensus of the real rate of household saving. For the first time in New Zealand, however, longitudinal...
Persistent link: https://www.econbiz.de/10008603114
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Detecting Common Dynamics in Transitory Components
Christensen, Tim M; Hurn, Stan; Pagan, Adrian - National Centre for Econometric Research (NCER) - 2009
features lead to rank reduction in the short-run dynamics. These common transitory components arise when linear combination of … of tests for reduced rank in parameter matrices to be potentially relevant tests of common transitory components. The …This paper considers VAR/VECM models for variables exhibiting cointegration and common features in the transitory …
Persistent link: https://www.econbiz.de/10008469596
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Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices
Perron, Pierre; Chun, Sungju; Vodounou, Cosme - In: Journal of Empirical Finance 20 (2013) C, pp. 42-62
transitory components. The discrete time representation of the beta depends on the sampling interval and two components labeled …
Persistent link: https://www.econbiz.de/10011042120
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Sampling interval and estimated betas : implications for the presence of transitory components in stock prices
Perron, Pierre; Chun, Sungju; Vodounou, Cosmé - In: Journal of empirical finance 20 (2013), pp. 42-62
Persistent link: https://www.econbiz.de/10009717878
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Legacy of the Asian currency crisis : the case of Korea
Kim, Jangryoul; Lim, Gieyoung - In: Modern economy 3 (2012) 8, pp. 939-942
Persistent link: https://www.econbiz.de/10010201978
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Cover Image
The estimation uncertainty of permanent-transitory decompositions in cointegrated systems
Schreiber, Sven - Institut für Makroökonomie und Konjunkturforschung … - 2011
The topic of this paper is the estimation uncertainty of the Stock-Watsonand Gonzalo-Granger permanent-transitory decompositions in the frameworkof the cointegrated vector-autoregression. Specifically, we suggest an approach to construct the confidence interval of the transitory component in...
Persistent link: https://www.econbiz.de/10008866065
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