Search Results - subject:"spatial density"

Downward Price Rigidity of the Japanese CPI -- Analysis by Probability Density Functions and Spatial Density Functions

Kasuya, Munehisa - Bank of Japan - 1999

probability density functions in the stationary case and estimate spatial density functions in the nonstationary case. We also …

Persistent link: https://www.econbiz.de/10010894492

Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations

Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1999

Recent work by the author on methods of spatial density analysis for time series data with stochastic trends is …

Persistent link: https://www.econbiz.de/10005593349

Econometric Analysis of Fisher's Equation

Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1998

Fisher's equation for the determination of the real rate of interest is studied from a fresh econometric perspective. Some new methods of data description for nonstationary time series are introduced. The methods provide a nonparametric mechanism for modelling the spatial densities of a time...

Persistent link: https://www.econbiz.de/10005249291