Results 201 to 210 of about 43,795 (242)

Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça, Daniel Pereira dos Anjos   +1 more
wiley   +1 more source

Doubly Robust Estimation and Sensitivity Analysis With Outcomes Truncated by Death in Multi-Arm Clinical Trials. [PDF]

Stat Med
Tong J, Cheng C, Tong G, Harhay MO, Li F.   +4 more
europepmc   +1 more source

On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets

International Studies of Economics, EarlyView.
ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley   +1 more source

Validation of a Risk-Prediction Model in the Presence of Outcome Misclassification. [PDF]

Stat Med
Zou R, D Williamson B, M Shortreed S, Coley RY.   +3 more
europepmc   +1 more source

Estimating Interaction Effects With Panel Data

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

Flexible and efficient estimation of causal effects with error-prone exposures: a control variates approach for measurement error. [PDF]

Biometrics
Barnatchez K, Nethery R, Shepherd BE, Parmigiani G, Josey KP.   +4 more
europepmc   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Signpost Testing to Navigate the Parameter Space of the Gaussian Graphical Model With High-Dimensional Data. [PDF]

Biom J
Ruan K, van de Wiel MA, van Wieringen WN.   +2 more
europepmc   +1 more source

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics

Journal of Applied Econometrics, EarlyView.
ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi, Christian Matthes, Mu‐Chun Wang   +2 more
wiley   +1 more source

Accounting for Competing Risks in the Assessment of Prognostic Biomarkers' Discriminative Accuracy. [PDF]

Stat Biosci
Huang X, Jiang X, Li R, Ning J.
europepmc   +1 more source