Results 111 to 120 of about 21,776,804 (321)
Assessing estimation uncertainty under model misspecification
Scandinavian Journal of StatisticsAbstract Model misspecification is ubiquitous in data analysis because the data‐generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly misspecified working model is unavoidable.
Rong Li, Yichen Qin, Yang Li
openaire +2 more sources
Effect of Prudential Policies on Sovereign Bond Markets: Evidence From the ASEAN‐4 Countries
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the effects of prudential policies on the sovereign vulnerability of ASEAN‐4 countries. We measure sovereign vulnerability within the network connectedness of sovereign bonds between ASEAN‐4 countries (Indonesia, Malaysia, the Philippines and Thailand) and six other countries (the US, the UK, the European Union, China ...
Joshua Aizenman +4 more
wiley +1 more source
Monetary policy analysis with potentially misspecified models [PDF]
The paper proposes a novel method for conducting policy analysis with potentially misspecified dynamic stochastic general equilibrium (DSGE) models and applies it to a New Keynesian DSGE model along the lines of Christiano, Eichenbaum, and Evans (JPE ...
Frank Schorfheide, Marco Del Negro
core
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates how the personal characteristics of finance ministers influence political budget cycles in Africa. Using a new dataset covering 300 finance ministers across 23 countries from 1980 to 2020, we find that political budget cycles primarily take the form of increased government consumption during election years.
Christine Olivia Strong
wiley +1 more source
Modified interactive Q-learning for attenuating the impact of model misspecification with treatment effect heterogeneity. [PDF]
Stat Methods Med Res, 2023 Zhang Y, Vock DM, Patrick ME, Murray TA.
europepmc +1 more source
Forecasting Hong Kong economy using factor augmented vector autoregression [PDF]
This work applies the FAVAR model to forecast GDP growth rate, unemployment rate and inflation rate of the Hong Kong economy. There is no factor model forecasting literature on the Hong Kong economy.
Pang, Iris Ai Jao
core +1 more source
Climate Change Laws and European Stock Markets: An Event Analysis
International Journal of Finance &Economics, EarlyView.ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis +2 more
wiley +1 more source
Exploration of model misspecification in latent class methods for longitudinal data: Correlation structure matters. [PDF]
Stat Med, 2023 Neely ML +4 more
europepmc +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT We use foreign trade data on both imports and exports of goods and services among a group of 15 advanced economies to determine the incomes and price elasticities of demand for exports and imports of goods, services and goods and services combined in the long run.
Tjeerd M. Boonman +2 more
wiley +1 more source
The relationship between excess returns, firm size and earnings on the Johannesburg Stock Exchange
South African Journal of Business Management, 1991 While considerable empirical work has been conducted in the United States concerning excess returns and the relationship of these returns to firm size and E/P ratio, thus far, there have been few similar empirical studies conducted using Johannesburg ...
Michael J. Page, Francis Palmer
doaj +1 more source