Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Lenard Lieb"'
Publikováno v:
Econometrics, Vol 5, Iss 4, p 48 (2017)
This paper investigates the effect of seasonal adjustment filters on the identification of mixed causal-noncausal autoregressive models. By means of Monte Carlo simulations, we find that standard seasonal filters induce spurious autoregressive dynami
Externí odkaz:
https://doaj.org/article/ba73d08027a044beada929004b691d6d
Publikováno v:
Empirical Economics. Springer
This paper compares multipliers of different categories of US federal government spending, and in doing so provides a new insight as to why fiscal multipliers may differ across countries and time. We identify exogenous federal government spending sho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62370aa24a56cd65693efcde1009be72
https://doi.org/10.1007/s00181-022-02217-5
https://doi.org/10.1007/s00181-022-02217-5
Autor:
Lenard Lieb, Johannes Schuffels
Publikováno v:
Empirical Economics. Springer
Research interest in the reaction of consumption to expected inflation has increased in recent years due to efforts by central banks to kick-start demand by steering inflation expectations. We contribute to this literature by analysing whether variou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2be9760b41e7350613b5cb58ae49d7a0
https://doi.org/10.1007/s00181-022-02222-8
https://doi.org/10.1007/s00181-022-02222-8
Publikováno v:
Archives of Gynecology and Obstetrics, 307(4), 1137-1143. Springer
Background/purpose This study aims to investigate whether women with cervical dysplasia after LEEP have an increased risk of pregnancy/childbirth complications or recurrence of dysplasia in an upcoming pregnancy. Methods Data from 240 women after LEE
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ffc4c10ce81c92c7492ebbfffebdf62f
https://doi.org/10.21203/rs.3.rs-1771863/v1
https://doi.org/10.21203/rs.3.rs-1771863/v1
Autor:
Lenard Lieb, Johannes Schuffels
Research interest in the reaction of consumption to expected inflation has increased in recent years due to efforts by central banks to kick-start demand by steering inflation expectations. We contribute to this literature by analysing whether variou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6080339f7d16c5dd77695337456f806
https://doi.org/10.26481/umagsb.20006
https://doi.org/10.26481/umagsb.20006
Publikováno v:
Annals of Economics and Statistics, 123/124:11, 307-331. Groupe des Ecoles Nationales d'Economie et Statistique (GENES)
Gouriéroux and Zakoïan (2013) propose to use noncausal models to parsimoniously capture nonlinear features often observed in financial time series and in particular bubble phenomena. In order to distinguish causal autoregressive processes from pure
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6cfb093ed9bc5b06a76155e8ac5825f2
https://doi.org/10.15609/annaeconstat2009.123-124.0307
https://doi.org/10.15609/annaeconstat2009.123-124.0307
Autor:
Lenard Lieb, Stephan Smeekes
Publikováno v:
Maastricht University
Stephan Smeekes
Stephan Smeekes
In many macroeconomic applications, impulse responses and their (bootstrap) confidence intervals are constructed by estimating a VAR model in levels - thus ignoring uncertainty regarding the true (unknown) cointegration rank. While it is well known t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::6d7289192c5bd33a46c2b50f452a34b2
https://cris.maastrichtuniversity.nl/en/publications/b5195efc-8979-45fe-a1ba-20d078bcd670
https://cris.maastrichtuniversity.nl/en/publications/b5195efc-8979-45fe-a1ba-20d078bcd670
Publikováno v:
SSRN Electronic Journal.
This paper presents the MARX package for the analysis of mixed causal-noncausal autoregressive processes with possibly exogenous regressors. The distinctive feature of MARX models is that they abandon the Gaussianity assumption on the error term. Thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4bef25ff2235cf4013ef76bf2e2412a1
https://doi.org/10.2139/ssrn.3015797
https://doi.org/10.2139/ssrn.3015797
Autor:
Lenard Lieb, Bertrand Candelon
Publikováno v:
Studies in Nonlinear Dynamics and Econometrics, 19(3), 355-376. Berkeley Electronic Press
In this paper we analyze the stability of the money demand system in the US. To this aim, we develop an estimation and testing framework for a threshold vector error-correction model (VECM), where short-run dynamics are regime dependent and are drive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f256d769c9f844e9749a89af4628d3db
https://doi.org/10.1515/snde-2013-0091
https://doi.org/10.1515/snde-2013-0091