Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Thomas O. Zörner"'
Autor:
Thomas O. Zörner, Ingrid Kubin
Publikováno v:
Journal of Economic Behavior & Organization. 183:954-975
In this paper, we augment a model of endogenous credit cycles by Matsuyama et al. (2016) with human capital to study its impact on the stability of income evolution and its distribution. Human capital is modelled as pure external effect of production
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a9e4d53ef28ceafa38fd8202e320f88
https://doi.org/10.1016/j.jebo.2019.02.022
https://doi.org/10.1016/j.jebo.2019.02.022
Autor:
Florian Huber, Thomas O. Zörner
Publikováno v:
International Journal of Forecasting. 35:458-473
This paper considers Bayesian estimation of the threshold vector error correction (TVECM) model in moderate to large dimensions. Using the lagged cointegrating error as a threshold variable gives rise to additional difficulties that typically are sol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b956b10af848ff71d7d191905cac0608
https://doi.org/10.1016/j.ijforecast.2018.07.012
https://doi.org/10.1016/j.ijforecast.2018.07.012
Publikováno v:
Journal of Economic Dynamics and Control. 119:103989
We empirically investigate the role of central banks in the context of heterogeneous labor markets, jobless recoveries and job polarization. Specifically, we estimate the effect of monetary policy on the US labor market using disaggregated time serie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::57ef95b4a19aafa5de4bbb26dd1179a8
https://doi.org/10.1016/j.jedc.2020.103989
https://doi.org/10.1016/j.jedc.2020.103989
In this paper we forecast daily returns of crypto-currencies using a wide variety of different econometric models. To capture salient features commonly observed in financial time series like rapid changes in the conditional variance, non-normality of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0578b6fdd7733c9684bc3d4cdc276c7
https://www.elsevier.com/about/open-science/open-access
https://www.elsevier.com/about/open-science/open-access
This paper proposes a hierarchical modeling approach to perform stochastic model specification in Markov switching vector error correction models. We assume that a common distribution gives rise to the regime-specific regression coefficients. The mea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9525d37aaea244496346461061272f6b