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zadetkov: 13
1.
  • News Shocks and the Slope o... News Shocks and the Slope of the Term Structure of Interest Rates
    Kurmann, André; Otrok, Christopher The American economic review, 10/2013, Letnik: 103, Številka: 6
    Journal Article
    Recenzirano
    Odprti dostop

    We adopt a statistical approach to identify the shocks that explain most of the fluctuations of the slope of the term structure of interest rates. We find that one shock can explain the majority of ...
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2.
  • Structural vector autoregre... Structural vector autoregressions with Markov switching
    Lanne, Markku; Lütkepohl, Helmut; Maciejowska, Katarzyna Journal of economic dynamics & control, 02/2010, Letnik: 34, Številka: 2
    Journal Article
    Recenzirano
    Odprti dostop

    It is argued that in structural vector autoregressive (SVAR) analysis a Markov regime switching (MS) property can be exploited to identify shocks if the reduced form error covariance matrix varies ...
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3.
  • When Can Life Cycle Investo... When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
    Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M. The Review of financial studies, 02/2010, Letnik: 23, Številka: 2
    Journal Article
    Recenzirano

    We study the importance of time-varying bond risk premia in a consumption and portfoliochoice problem for a life-cycle investor facing short-sales and borrowing constraints. Tilts in the optimal ...
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4.
  • Have economic models’ forec... Have economic models’ forecasting performance for US output growth and inflation changed over time, and when?
    Rossi, Barbara; Sekhposyan, Tatevik International journal of forecasting, 10/2010, Letnik: 26, Številka: 4
    Journal Article
    Recenzirano

    We evaluate various economic models’ relative performance in forecasting future US output growth and inflation on a monthly basis. Our approach takes into account the possibility that the models’ ...
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5.
  • Learning Politics From Sivaram Learning Politics From Sivaram
    Whitaker, Mark P 2006, 2007, 2006-12-20
    eBook

    This is the story of the life and impact of the political activist, journalist and freedom-fighter Sivaram Dharmeratnam, who dedicated his life to helping the Tamil people in Sri Lanka. He started ...
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6.
  • ARE FINANCIAL SECTOR POLICI... ARE FINANCIAL SECTOR POLICIES EFFECTIVE IN DEEPENING THE MALAYSIAN FINANCIAL SYSTEM?
    ANG, JAMES B. Contemporary economic policy, October 2008, Letnik: 26, Številka: 4
    Journal Article
    Recenzirano
    Odprti dostop

    This paper provides an empirical assessment of the effects of financial sector policies on development of the financial system in Malaysia over the period 1959–2005. The technique of principal ...
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7.
  • Indeterminacy, change point... Indeterminacy, change points and the price puzzle in an estimated DSGE model
    Belaygorod, Anatoliy; Dueker, Michael Journal of economic dynamics & control, 03/2009, Letnik: 33, Številka: 3
    Journal Article
    Recenzirano

    We extend Lubik and Schorfheide's 2004. Testing for indeterminacy: an application to U.S. monetary policy. American Economic Review 94, 190–217 likelihood-based estimation of dynamic stochastic ...
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8.
  • The Output Effects of Money... The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR
    Serletis, Apostolos; Rahman, Sajjadur Open economies review, 11/2009, Letnik: 20, Številka: 5
    Journal Article
    Recenzirano

    In this paper we extend the work in Serletis and Shahmoradi (Macroecon Dyn 10:652–666, 2006 ) by investigating the effects of money growth uncertainty on real economic activity, in the context of a ...
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9.
  • Residential Investment and ... Residential Investment and Business Cycles in an Open Economy: A Generalized Impulse Response Approach
    Bisping, Timothy O.; Patron, Hilde The journal of real estate finance and economics, 07/2008, Letnik: 37, Številka: 1
    Journal Article
    Recenzirano

    We study the impact of residential and non-residential investment on economic growth using U.S. data. Unlike previous studies we include the external sector (net exports) in our estimations, and we ...
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10.
  • The Cyclical and Trend Beha... The Cyclical and Trend Behavour of Australian Investment and Savings
    Cooray, Arusha; Felmingham, Bruce Journal of business cycle measurement and analysis, 2007, Letnik: 2007, Številka: 3
    Journal Article

    A spectral analysis of the Australian time series for the investment and savings ratios on quarterly data over the period from September 1959 to December 2005 reveals that the major cyclical ...
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zadetkov: 13

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