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A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa - 2015
This paper proposes a regularisation method for the estimation of large covariance matrices that uses insights from the multiple testing (MT) literature. The approach tests the statistical significance of individual pair-wise correlations and sets to zero those elements that are not...
Persistent link: https://www.econbiz.de/10011405221
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Business cycle accounting
Chari, Varadarajan V. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717170
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The optimal degree of discretion in monetary policy
Athey, Susan (contributor); Atkeson, Andrew (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717174
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Accounting for the Great Depression
Chari, Varadarajan V. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652551
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On the robustness of herds
Chari, Varadarajan V. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001676620
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Competitive equilibria with limited enforcement
Kehoe, Patrick J. (contributor); Perri, Fabrizio (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001676624
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On the optimality of transparent monetary policy
Athey, Susan (contributor); Atkeson, Andrew (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576044
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The time consistency of the Friedman rule
Alvarez Garrido, Fernando (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599618
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Time-varying risk, interest rates and exchange rates in general equilibrium
Alvarez Garrido, Fernando (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001846122
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Exchange-rate targets versus monetary targets : the advantage of transparency
Atkeson, Andrew (contributor); Kehoe, Patrick J. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599773