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Macroeconomics: Consumption, Saving, Production, Employment, and Investment x Econometrics and Mathematical Economics x clear all

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Approximate surrogate production functions

Bertram Schefold.

in Cambridge Journal of Economics

September 2013; p ublished online March 2013 .

Journal Article. Subjects: Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Mathematical Methods; Programming Methods; Mathematical and Simulation Modelling. 12883 words.

The Cambridge debate showed that an aggregation of capital is not possible in general. A recent investigation has found one example for reswitching and several for reverse capital...

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Bayesian Mixed Frequency VARs

Bjørn Eraker, Ching Wai (Jeremy) Chiu, Andrew T. Foerster, Tae Bong Kim and Hernán D. Seoane.

in Journal of Financial Econometrics

June 2015; p ublished online September 2014 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Single Equation Models; Single Variables; Economics; Macroeconomics: Consumption, Saving, Production, Employment, and Investment. 7560 words.

Economic data are collected at various frequencies but econometric estimation typically uses the coarsest frequency. This article develops a Gibbs sampler for estimating vector...

Chinese saving dynamics: the impact of GDP growth and the dependent share

Carl Bonham and Calla Wiemer.

in Oxford Economic Papers

January 2013; p ublished online April 2012 .

Journal Article. Subjects: Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Multiple or Simultaneous Equation Models; Multiple Variables; Economywide Country Studies; Economic Development. 9500 words.

China's national saving rate rose rapidly in the 2000s after declining through the late 1990s. These dynamics are not readily explained by the precautionary motive, the institutional...

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Classical Theory of Investment: Panel Cointegration Evidence From 13 EU Countries

Constantinos Alexiou, Persefoni Tsaliki and Lefteris Tsoulfidis.

in Contributions to Political Economy

June 2016; p ublished online July 2016 .

Journal Article. Subjects: Economic Methodology; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Econometric Modelling. 7076 words.

In the realm of macroeconomic theory, it is well established that investment decisions play an instrumental role in the determination of the level of output and employment; nevertheless,...

Discrete-Time Affine Term Structure Models with Generalized Market Prices of Risk

Anh Le, Kenneth J. Singleton and Qiang Dai.

in The Review of Financial Studies

May 2010; p ublished online March 2010 .

Journal Article. Subjects: Economics; Econometric Modelling; General Aggregative Models; Macroeconomics: Consumption, Saving, Production, Employment, and Investment. 18223 words.

This article develops a rich class of discrete-time, nonlinear dynamic term structure models (DTSMs). Under the risk-neutral measure, the distribution of the state vector X null...

Distributional Comparative Statics

Martin Kaae Jensen.

in The Review of Economic Studies

January 2018; p ublished online May 2017 .

Journal Article. Subjects: Mathematical Methods; Programming Methods; Mathematical and Simulation Modelling; Information, Knowledge, and Uncertainy; Intertemporal Choice and Growth; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Welfare and Poverty. 17192 words.

Abstract

Distributional comparative statics is the study of how individual decisions and equilibrium outcomes vary with changes in the distribution of economic...

Economic Linkages, Relative Scarcity, and Commodity Futures Returns

Jaime Casassus, Peng Liu and Ke Tang.

in The Review of Financial Studies

May 2013; p ublished online December 2012 .

Journal Article. Subjects: Econometrics and Mathematical Economics; Economics; General Equilibrium and Disequilibrium; Information, Knowledge, and Uncertainy; Macroeconomics: Consumption, Saving, Production, Employment, and Investment. 15070 words.

This paper shows that economic linkages among commodities create a source of long-term correlation between futures returns. We extend the theory of storage to a multi-commodity level and...

The effectiveness of economic policy and position in the cycle: the case of tax reductions on overtime in France

Eric Heyer.

in Oxford Review of Economic Policy

July 2011; p ublished online July 2011 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Labour and Demographic Economics; Prices, Business Fluctuations, and Cycles; Single Equation Models; Single Variables. 6362 words.

The economic situation of all the major developed countries has changed significantly during the 2007–10 period. Yet many economic policies have been kept in place. This is true in...

Estimation and Forecasting in Models with Multiple Breaks

Gary Koop and Simon M. Potter.

in The Review of Economic Studies

July 2007; p ublished online July 2007 .

Journal Article. Subjects: Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Prices, Business Fluctuations, and Cycles; Econometric Modelling. 12102 words.

This paper develops a new approach to change-point modelling that allows the number of change-points in the observed sample to be unknown. The model we develop assumes that regime durations...

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Expectation errors, uncertainty, and economic activity

Yavuz Arslan, Aslıhan Atabek, Timur Hulagu and Saygın Şahinöz.

in Oxford Economic Papers

July 2015; p ublished online February 2015 .

Journal Article. Subjects: Information, Knowledge, and Uncertainy; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Data Collection and Date Estimation Methodology; Computer Programs; Econometric and Statistical Methods; Special Topics; Prices, Business Fluctuations, and Cycles. 8700 words.

In this article we analyse the relationship between uncertainty and economic activity. For this purpose, we use a firm-level panel data set from Turkey to form proxies for uncertainty by...

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