Zobrazeno 1 - 10
of 388
pro vyhledávání: '"Dynamic Treatment Effect Models"'
This paper investigates the performance of the Generalized Covariance estimator (GCov) in estimating mixed causal and noncausal Vector Autoregressive (VAR) models. The GCov estimator is a semi-parametric method that minimizes an objective function wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od________83::b9c3cc93d4fecdd0d45cbb57b249b9ac
https://cris.maastrichtuniversity.nl/en/publications/37bc28a7-b773-43a9-b171-59ff1b0a17a5
https://cris.maastrichtuniversity.nl/en/publications/37bc28a7-b773-43a9-b171-59ff1b0a17a5
This paper disentangles the relationship between COVID-19 propagation and mobility. In a theoretical model allowing mobility to be endogenously determined by the COVID-19 prevalence rate, we show that an exogenous epidemic shock has an immediate effe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3393::a58691ef8983c317b8f87b1e77ba97d5
https://shs.hal.science/halshs-04146207/file/wp_202320_.pdf
https://shs.hal.science/halshs-04146207/file/wp_202320_.pdf
Publikováno v:
Econometrics, 11(1):9. MDPI
Econometrics; Volume 11; Issue 1; Pages: 9
Econometrics; Volume 11; Issue 1; Pages: 9
This paper proposes concepts and methods to investigate whether the bubble patterns observed in individual time series are common among them. Having established the conditions under which common bubbles are present within the class of mixed causal–
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::980abee4add183df1bcd95d51c531110
https://doi.org/10.3390/econometrics11010009
https://doi.org/10.3390/econometrics11010009
ilustraciones, gráficas Este documento compara el filtro de regresión de Hamilton con las metodologías tradicionales, el algoritmo Bry-Boschan y el filtro Hodrick-Prescott, utilizando la serie del Índice de Seguimiento a la Economía para hallar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1326::813619c392ff99eb8ad264d49750a8af
https://repositorio.unal.edu.co/handle/unal/84070
https://repositorio.unal.edu.co/handle/unal/84070
Publikováno v:
Journal of Econometrics
Journal of Econometrics, 2023, 234 (1), pp.251-275. ⟨10.1016/j.jeconom.2021.12.005⟩
Journal of Econometrics, 2023, 234 (1), pp.251-275. ⟨10.1016/j.jeconom.2021.12.005⟩
International audience; This paper introduces the class of quasi score-driven (QSD) models. This new class inherits and extends the basic ideas behind the development of score-driven (SD) models and addresses a number of unsolved issues in the score
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd2214e72be298c032dba600d60df3a4
https://hal-amu.archives-ouvertes.fr/hal-04069143/document
https://hal-amu.archives-ouvertes.fr/hal-04069143/document
We investigate the role of ENSO climate patterns on global economic conditions. The estimated model is based on a rich and novel monthly dataset for 20 economies, capturing 80.2% of global output (based on IMF data) over the period 1999:01 to 2022:03
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::462ce818a804e78467462960c2529945
https://hal-amu.archives-ouvertes.fr/hal-04064759
https://hal-amu.archives-ouvertes.fr/hal-04064759
The article examines stock index price responses in Brazil, Chile and Mexico to those in the US, Spain and four European countries during three sub-periods surrounding the neoliberal reforms of the 1990s: 1988 to 1994, 1995 to 1998, and 1999 to 2004,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8909b26725bb92b21f9eb1b2ecde3950
https://hal-amu.archives-ouvertes.fr/hal-04111626
https://hal-amu.archives-ouvertes.fr/hal-04111626
Continuing education beyond the compulsory years of schooling is one ofthe most important choices an adolescent has to make; higher educationis associated with a host of social and economic benefits both for theperson and its community. Today, there
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od________83::8b7ef5fdd06ffffba475065bb22b808d
https://cris.maastrichtuniversity.nl/en/publications/29973051-bf7f-469d-9d3d-5fbabc0d42d8
https://cris.maastrichtuniversity.nl/en/publications/29973051-bf7f-469d-9d3d-5fbabc0d42d8
In this paper, we estimate impulse responses by local projections in high-dimensional settings. We use the desparsified (de-biased) lasso to estimate the high-dimensional local projections, while leaving the impulse response parameter of interest unp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od________83::1bcf20f5711fbce5912082f5d13aca01
https://cris.maastrichtuniversity.nl/en/publications/126c2b6a-391c-47a1-bfe8-ca49e4c50b90
https://cris.maastrichtuniversity.nl/en/publications/126c2b6a-391c-47a1-bfe8-ca49e4c50b90
Autor:
Lesya Buyak, Kristina Lipyanina
Publikováno v:
Baltic Journal of Economic Studies, Vol 2, Iss 5, Pp 30-34 (2016)
Tourism as a phenomenon of social life is a derivative of social development. Its appearance is attributed to the industrial stage of human development, which was inherent in the accelerated development of the productive forces, deepening division of
Externí odkaz:
https://doaj.org/article/c8dc2524acb74fcb903df0273e265eb1