Zobrazeno 1 - 10
of 15
pro vyhledávání: '"William Pouliot"'
We examine the issue of macroeconomic uncertainty in the Eurozone Area using forecasts from the European Central Bank’s Survey of Professional Forecasters from the inception of the Euro in 1999Q1 to 2020Q2. We provide new insights concerning the op
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::19bf5b36d1192a9223bf6ce11c6e4b0a
https://openaccess.city.ac.uk/id/eprint/28026/1/JEBOMARCHCITY.pdf
https://openaccess.city.ac.uk/id/eprint/28026/1/JEBOMARCHCITY.pdf
Autor:
William Pouliot, Majid Mojirsheibani
Publikováno v:
Journal of Statistical Computation and Simulation. 91:2034-2050
A nonparametric approach is proposed to combine several individual classifiers in order to construct an asymptotically more accurate classification rule in the sense that its misclassification erro...
Publikováno v:
Journal of Economic Behavior & Organization. 176:166-187
The first contribution we make to research on measuring U.S. mutual fund performance is to show that the cross-section bootstrap procedure used in one prominent publication on this topic can easily accommodate conditional asset pricing models. Using
Using more general forms of equilibrium asset pricing models, we re-examine the recentliterature on actively managed US Mutual Fund performance over the period 1984-2015. Using the false discovery technique, we show that the existing literature which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c45acf1d7b14ee16306adb897526646a
https://openaccess.city.ac.uk/id/eprint/21841/1/JEBOCityVersion.pdf
https://openaccess.city.ac.uk/id/eprint/21841/1/JEBOCityVersion.pdf
Publikováno v:
Journal of International Money and Finance. 121:102508
We use an intertemporal model to examine the division of the Eurozone area into countries with persistent trade account surpluses and those with persistent deficits. This is done by examining the trade account balances between a Northern group of cou
We study dynamically consistent policy in a neoclassical overlapping generations growth model where pollution externalities undermine health but are mitigated via tax-financed abatement. With arbitrarily constant taxation, two steady states arise: an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aadcb129fddabe459a6d4d787d8b03d1
https://openaccess.city.ac.uk/id/eprint/23539/1/1-s2.0-S0304406820300136-main.pdf
https://openaccess.city.ac.uk/id/eprint/23539/1/1-s2.0-S0304406820300136-main.pdf
Publikováno v:
Statistical Papers. 61:1773-1798
We propose a weighted bootstrap approach that can improve on current methods to approximate the finite sample distribution of normalized maximal deviations of kernel deconvolution density estimators in the case of ordinary smooth errors. Using result
Publikováno v:
Applied Economics. 50:3686-3701
Using returns histories spanning January 1984 to October 2014 of 5785 actively managed US closed-end equity mutual funds, we address the ‘thorny problems’ highlighted by Fama and French (The Journa...
Publikováno v:
Communications in Statistics - Theory and Methods. 46:11688-11711
We consider the problem of estimation of a density function in the presence of incomplete data and study the Hellinger distance between our proposed estimators and the true density function. Here, ...
Autor:
William Pouliot
Publikováno v:
Economic Modelling. 58:523-534
Financial as well as economic theory have developed models which can be used to evaluate performance of mutual funds and that can assist regulators in monitoring performance of financial markets. These models make use of linear regressions models to