Narrow search
Showing 1 - 10 of 30
Cover Image
Identifying structural VARs with a proxy variable and a test for a weak proxy
Lunsford, Kurt G. - 2015
Persistent link: https://www.econbiz.de/10011543220
Cover Image
Monetary policy, residential investment, and search frictions : an empirical and theoretical synthesis
Lunsford, Kurt G. - 2016
Persistent link: https://www.econbiz.de/10011546850
Cover Image
Understanding the aspects of Federal Reserve forward guidance
Lunsford, Kurt G. - 2018
Persistent link: https://www.econbiz.de/10011950060
Cover Image
Proxy SVARs: Asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States
Jentsch, Carsten; Lunsford, Kurt G. - 2016
Proxy structural vector autoregressions (SVARs)identify structural shocks in vector autoregressions (VARs) with external proxy variables that are correlated with the structural shocks of interest but uncorrelated with other structural shocks. We provide asymptotic theory for proxy SVARs when the...
Persistent link: https://www.econbiz.de/10011588689
Cover Image
Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States
Jentsch, Carsten; Lunsford, Kurt G. - 2016
Persistent link: https://www.econbiz.de/10011549676
Cover Image
Forecasting residential investment in the United States
Lunsford, Kurt G. - In: International journal of forecasting 31 (2015) 2, pp. 276-285
Persistent link: https://www.econbiz.de/10011474049
Cover Image
Some evidence on secular drivers of US safe real rates
Lunsford, Kurt G.; West, Kenneth D. - In: American economic journal : a journal of the American … 11 (2019) 4, pp. 113-139
Persistent link: https://www.econbiz.de/10012139746
Cover Image
Some evidence on secular drivers of U.S. safe real rates
Lunsford, Kurt G.; West, Kenneth D. - 2018
Persistent link: https://www.econbiz.de/10011979307
Cover Image
Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten; Lunsford, Kurt G. - 2019
Persistent link: https://www.econbiz.de/10012003975
Cover Image
The dynamic effects of personal and corporate income tax changes in the United States : comment
Jentsch, Carsten; Lunsford, Kurt G. - In: The American economic review 109 (2019) 7, pp. 2655-2678
Persistent link: https://www.econbiz.de/10012102474