Author : Zlatina Balabanova
Publisher :
Page : pages
File Size : 38,89 MB
Release : 2013
Category :
ISBN :
[PDF] Three Essays On Applied Time Series Econometrics eBook
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Three Essays on Applied Time Series Econometrics
Author : Firouz Fallahi
Publisher :
Page : 0 pages
File Size : 11,53 MB
Release : 2007
Category : Markov processes
ISBN :
Three Essays in Applied Spatial and Time Series Econometrics
Author : Omer Kara
Publisher :
Page : 299 pages
File Size : 28,74 MB
Release : 2018
Category :
ISBN :
Three Essays in Applied Time Series Econometrics
Author : Taylor Collins
Publisher :
Page : pages
File Size : 11,3 MB
Release : 2017
Category : Econometrics
ISBN :
This dissertation is composed of four chapters. Chapter 1 provides an introduction to the paper by highlighting some of the key economic questions, econometric methods, and conclusions that this paper chronicles. In Chapter 2, I conduct a range of unit root tests on the unemployment rates of 30 OECD countries. The objective of these tests are to use modern data and methods to update an old line of research that endeavors to uncover the most appropriate way to model unemployment. I find less evidence supporting Structural theories of unemployment than have prior studies in this field. In Chapter 3, I turn my attention to US monetary policy. Specifically, I utilize a new estimation technique called the Beverage-Nelson Filter to construct output gaps for use in an introductory Taylor Rule study. I revisit a marquee paper from John Taylor, conduct a structural change test of Bai and Perron, and utilize a wide modeling of monetary policy rules. I find that the Federal Funds Rate displayed as strong an adherence to baseline Taylor Rules through the 1960s as in any other era. Chapter 4 then turns the focus to New Zealand monetary policy and their role as the world's first inflation targeting country. In this chapter, I study the effects of the inflation rate and it's forecasted value for the following two years on New Zealand's Official Cash Rate and the country's Industrial Production Index. Using a set of Threshold Regressions and VAR Regressions, I find that New Zealand's interest rate responds much more strongly to the medium-run projected inflation than it does to inflation that is realized or projected to occur in the short run. I also find evidence that production in New Zealand is more responsive to changes in projected inflation than to changers in the interest rate.
Three Essays in Applied Econometrics
Author : Brian P. Poi
Publisher :
Page : 318 pages
File Size : 25,31 MB
Release : 2002
Category :
ISBN :
Three Essays on Wavelet Analysis of Time Series Econometrics
Author : Jin Lee
Publisher :
Page : 354 pages
File Size : 26,29 MB
Release : 2000
Category :
ISBN :
Essays on Applied Time Series Econometrics
Author : Ferry Kurniawan
Publisher :
Page : 0 pages
File Size : 37,17 MB
Release : 2014
Category :
ISBN :
Three Essays in the Econometrics of Time Series
Author : Chung-Hua Shen
Publisher :
Page : 314 pages
File Size : 12,50 MB
Release : 1991
Category : Demand for money
ISBN :
Three Essays on Nonlinear Time-series Econometrics
Author : Novella Maugeri
Publisher :
Page : pages
File Size : 33,74 MB
Release : 2011
Category :
ISBN :
Three Essays on Nonlinear Time Series Econometrics
Author : Zhengfeng Guo
Publisher :
Page : 86 pages
File Size : 20,15 MB
Release : 2011
Category : Econometrics
ISBN :