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Regional Financial Spillovers Across Europe; A Global VAR Analysis

Sgherri, Silvia; Galesi, Alessandro - International Monetary Fund (IMF) - 2009

The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of international spillovers following a historical slowdown in U.S. equity prices. The...

Persistent link: https://www.econbiz.de/10005604825

TIPs for the Analysis of Poverty in Mexico, 1992-2005

Urzúa, Carlos M.; Macías, Alejandra; Sandoval, Héctor H. - Escuela de Graduados en Administración Pública y … - 2007

This paper proposes some changes to the official methodology that is currently in use to measure the state of poverty in Mexico. Among other suggestions, it is recommended the use of bootstrapping to estimate confidence intervals for the poverty statistics, as well as the use of dominance...

Persistent link: https://www.econbiz.de/10005427095

From the help desk: Some bootstrapping techniques

Poi, Brian P. - In: Stata Journal 4 (2004) 3, pp. 312-328

Persistent link: https://www.econbiz.de/10005568845

A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models

Enders, Walter; Falk, Barry; Siklos, Pierre - In: Studies in Nonlinear Dynamics & Econometrics 11 (2007) 3, pp. 1322-1322

construct confidence intervals for the slope coefficients and the threshold using asymptotic results and bootstrap methods …

Persistent link: https://www.econbiz.de/10005579854

PPP Strikes Back; Aggregation and the Real Exchange Rate

Mumtaz, Haroon; Imbs, Jean; Ravn, Morten O.; Rey, Helene - International Monetary Fund (IMF) - 2003

We show the importance of a dynamic aggregation bias in accounting for the PPP puzzle. We prove that established time-series and panel methods substantially exaggerate the persistence of real exchange rates because of heterogeneity in the dynamics of disaggregated relative prices. When...

Persistent link: https://www.econbiz.de/10005248142

Large-sample inference in the general AR(1) model

Paparoditis, Efstathios; Politis, Dimitris - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 2, pp. 487-509

Persistent link: https://www.econbiz.de/10005184332

The Impact of U.S. Unions On Productivity: A Bootstrap Meta-Analysis

Doucouliagos, H.; Laroche, P. - Deakin University, Faculty of Business and Law, School … - 2004

Resampling methods are used to calculate confidence limits in a meta-analysis of the association between unions and productivity for the population of U.S. studies. The available evidence points to a positive and statistically significant association between unions and productivity in the U.S....

Persistent link: https://www.econbiz.de/10004997908

TIPs for the Analysis of Poverty in Mexico, 1992-2005

Urzúa, Carlos M.; Macías, Alejandra; Sandoval, Héctor H. - In: Revista de Administración, Finanzas y Economía … 2 (2008) 1, pp. 74-91

Persistent link: https://www.econbiz.de/10005077239

Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions

Grabowski, Daniel; Staszewska-Bystrova, Anna - 2018

investigated. The methods are based on a bootstrap algorithm that adjusts mean and skewness of the bootstrap distribution of the …

Persistent link: https://www.econbiz.de/10011892095

Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting

Alonso, andrés M.; Garcia-Martos, Carolina; Rodriguez, … - Departamento de Estadistica, Universidad Carlos III de … - 2008

following a multiplicative seasonal VARIMA(p,d,q)×(P,D,Q)s model. Besides, a bootstrap procedure is proposed to be able to make … inference on all the parameters involved in the model. A bootstrap scheme developed for forecasting includes uncertainty due to … challenging application provided, bootstrap procedure developed allows to calculate not only point forecasts but also forecasting …

Persistent link: https://www.econbiz.de/10005111014