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pro vyhledávání: '"Bunčić, Daniel"'
Autor:
Buncic, Daniel
I show that Holston, Laubach and Williams' (2017) implementation of Median Unbiased Estimation (MUE) cannot recover the signal-to-noise ratio of interest from their Stage 2 model. Moreover, their implementation of the structural break regressions whi
Externí odkaz:
http://arxiv.org/abs/2103.16452
Autor:
Buncic, Daniel
Holston, Laubach and Williams' (2017) estimates of the natural rate of interest are driven by the downward trending behaviour of 'other factor' $z_{t}$. I show that their implementation of Stock and Watson's (1998) Median Unbiased Estimation (MUE) to
Externí odkaz:
http://arxiv.org/abs/2002.11583
Autor:
Buncic, Daniel, Stern, Cord
Publikováno v:
In Journal of International Financial Markets, Institutions & Money November 2019 63
