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Recursively identified vector autoregressive (VAR) models often lead to a counterintuitive response of prices (and output) shortly after a monetary policy shock. To overcome this problem, we propose to estimate the VAR parameters under the restriction that economic theory is not violated, while...
Persistent link: https://www.econbiz.de/10013494039
In model-based small area estimation an explicit statistical model is used to enhance efficiency of estimation in case of small subsamples. This model assumes a fixed relationship between the statistic of interest and a set of covariates, which is valid for all areas under consideration and can,...
Persistent link: https://www.econbiz.de/10010428734
Persistent link: https://www.econbiz.de/10009567445
We consider a situation where the sample design of a survey is modified over time in order to save resources. The former design is a classical large-scale survey. The new design is a mixed mode survey where a smaller classical sample is augmented by records of an online survey. For the online...
Persistent link: https://www.econbiz.de/10012202020
Recursively identified vector autoregressive (VAR) models often lead to a counterintuitive response of prices (and output) shortly after a monetary policy shock. To overcome this problem, we propose to estimate the VAR parameters under the restriction that economic theory is not violated, while...
Persistent link: https://www.econbiz.de/10013484715