Results 301 to 310 of about 382,042 (380)

A Local Projections Approach to Difference‐in‐Differences

Journal of Applied Econometrics, EarlyView.
ABSTRACT We propose a local projections (LPs)‐based difference‐in‐differences (DiD) approach that subsumes many of the recent solutions proposed in the literature to address possible biases arising from negative weighting. We combine LPs with a flexible “clean control” condition to define appropriate sets of treated and control units.
Arindrajit Dube, Daniele Girardi, Òscar Jordà, Alan M. Taylor   +3 more
wiley   +1 more source

Revised Groupings for Non-OECD Countries in OECD's Macroeconomic Model INTERLINK

, 1989
Paul O’Brien, Laure Meuro, Arthur P. Camilleri   +2 more
openalex   +1 more source

Financial Shocks, Uncertainty Shocks, and Corporate Liquidity

Journal of Applied Econometrics, EarlyView.
ABSTRACT I estimate a structural VAR identified using sign restrictions to separately identify financial, macro uncertainty, and financial uncertainty shocks. The novelty of the estimation procedure relies on the qualitatively different response of corporate liquidity: Financial shocks lead firms to draw down their liquidity as they lose access to ...
Marco Brianti
wiley   +1 more source

Macro-financial models of Canadian dollar interest rate swap yields. [PDF]

PLoS One
Akram T, Mamun K.
europepmc   +1 more source

Slow Expectation–Maximization Convergence in Low‐Noise Dynamic Factor Models

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper addresses the slow convergence of the expectation–maximization (EM) algorithm in the estimation of low‐noise dynamic factor models, commonly used in macroeconomic nowcasting and forecasting. We show analytically and in Monte Carlo simulations how the EM algorithm stagnates in a low‐noise environment, leading to inaccurate estimates ...
Daan Opschoor, Dick van Dijk
wiley   +1 more source

Microbial markets: socio-economic perspective in studying microbial communities. [PDF]

Microlife
Mostafa F, Krüger A, Nies T, Frunzke J, Schipper K, Matuszyńska A.   +5 more
europepmc   +1 more source

Uncertain Short‐Run Restrictions and Statistically Identified Structural Vector Autoregressions

Journal of Applied Econometrics, EarlyView.
ABSTRACT This study proposes a combination of a statistical identification approach with potentially invalid short‐run zero restrictions. The estimator shrinks towards imposed restrictions and stops shrinkage when the data provide evidence against a restriction.
Sascha A. Keweloh, Shu Wang
wiley   +1 more source

Liberals and conservatives share information differently on social media. [PDF]

PNAS Nexus
Chang HH, Druckman JN, Ferrara E, Willer R.   +3 more
europepmc   +1 more source

Multi-Country Evidenceon the Effects of Macroeconomic, Financial and Trade Policieson Efficiency of Resource Utilization in the Developing Countries

, 1992
M. O. Odedokun
openalex   +2 more sources

Econometric Evidence for Satiation of Subjective Well‐Being With Income at the Aggregate Level in Europe

Journal of Applied Econometrics, EarlyView.
ABSTRACT The Easterlin paradox explores the link between subjective well‐being (SWB) and income, questioning if a saturation point exists where more income no longer boosts SWB. In the literature, the studies dealing with a saturation point of SWB at the cross‐sectional level are ambiguous.
Simon Röck, Gottfried Tappeiner, Janette Walde   +2 more
wiley   +1 more source