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Macroeconomics: Consumption, Saving, Production, Employment, and Investment x Econometric and Statistical Methods and Methodology: General x clear all

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...

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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...

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Natural Disasters and Human Capital Accumulation

Jesus Crespo Cuaresma.

in The World Bank Economic Review

June 2010; p ublished online July 2010 .

Journal Article. Subjects: Environmental Economics; Education and Research Institutions; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Econometric and Statistical Methods and Methodology: General. 8213 words.

The empirical literature on the relationship between natural disaster risk and investment in education is inconclusive. Model averaging methods in a framework of cross-country and panel...

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Specialization and risk sharing in European regions

Roberto Basile and Alessandro Girardi.

in Journal of Economic Geography

September 2010; p ublished online September 2009 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; International Trade; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Economic Growth and Aggregate Productivity; Multiple or Simultaneous Equation Models; Multiple Variables. 6165 words.

Economic theory emphasizes that risk sharing makes it possible to exploit benefits from comparative advantages and economies of scale. Unlike previous studies we test (and reject) the...

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Treating Measurement Error in Tobin's q

Timothy Erickson and Toni M. Whited.

in The Review of Financial Studies

April 2012; p ublished online November 2011 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Single Equation Models; Single Variables; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Corporate Governance. 20492 words.

We compare the ability of three measurement error remedies to deliver unbiased estimates of coefficients in investment regressions. We examine high-order moment estimators, dynamic panel...

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Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle

Francesco Bianchi, Cosmin L. Ilut and Martin Schneider.

in The Review of Economic Studies

April 2018; p ublished online June 2017 .

Journal Article. Subjects: Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Prices, Business Fluctuations, and Cycles; Money and Interest Rates; Econometric and Statistical Methods and Methodology: General; Information, Knowledge, and Uncertainy. 23904 words.

Abstract

This article estimates a business cycle model with endogenous financial asset supply and ambiguity averse investors. Firms’ shareholders choose not...

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