Zobrazeno 1 - 10 of 181 pro vyhledávání: '"Michael T. Owyang"'
2
A time-varying threshold STAR model with applications
Autor: Michael Dueker, Laura E Jackson, Michael T Owyang, Martin Sola
Publikováno v: Oxford Open Economics. 2
Smooth-transition autoregressive (STAR) models, competitors of Markov-switching models, are limited by an assumed time-invariant threshold level. We augment the STAR model with a time-varying threshold that can be interpreted as a ‘tipping level’
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::12d32adc72229eeb3d71bd478e4ae41c
https://doi.org/10.1093/ooec/odac012
Zobrazit plný text záznamu
4
Business Cycles across Space and Time
Autor: Neville Francis, Daniel Soques, Michael T. Owyang
Publikováno v: Journal of Money, Credit and Banking. 54:921-952
We study the comovement of international business cycles in a time series clustering model with regime-switching. We extend the framework of Hamilton and Owyang (2012) to include time-varying transition probabilities to determine what drives similari
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d2ee1d6ffc7768ff9f553022d2cd93e6
https://doi.org/10.1111/jmcb.12860
Zobrazit plný text záznamu
5
Binary Conditional Forecasts
Autor: Michael T. Owyang, Michael W. McCracken, Joseph McGillicuddy
Publikováno v: Journal of Business & Economic Statistics. 40:1246-1258
While conditional forecasting has become prevalent both in the academic literature and in practice (e.g., bank stress testing, scenario forecasting), its applications typically focus on continuous ...
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::dcf51cebfef3d2da0a4216818cc4a760
https://doi.org/10.1080/07350015.2021.1920960
Zobrazit plný text záznamu
6
How has empirical monetary policy analysis in the U.S. changed after the financial crisis?
Autor: Laura E. Jackson, Neville Francis, Michael T. Owyang
Publikováno v: Economic Modelling. 84:309-321
During the Great Recession, the Federal Reserve lowered the federal funds rate nearly to zero and began using unconventional monetary policy. A fed funds rate near zero is no longer a proper representation of policy. Thus, empirical models of monetar
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d473e6a9a2938f11614f3f8a4c783dde
https://doi.org/10.1016/j.econmod.2019.04.022
Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání

Omezení vyhledávání
Plný text Recenzováno Digitální knihovna AV ČR
Zdroje