Results 161 to 170 of about 89,446 (238)

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

open access: yesJournal 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   +2 more
wiley   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Reassessing the Cross‐Sectional Fiscal Multiplier: Evidence From U.S. Defense Procurement, 1966–2019

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper revisits the empirical analysis of Nakamura and Steinsson (2014). I reconstructed and extended the original dataset to cover the period 1966–2019, harmonizing two major sources of data: the Defense Contract Action Data System (DCADS) and USAspending.gov. I discuss how to aggregate these contract‐level data to better capture spending
Gianluca Pallante
wiley   +1 more source

Intersection Numbers of the Natural Embedding of the Twisted Triality Hexagon T ( q 3 , q ) ${\mathsf{T}}({q}^{3},q)$ in PG ( 7 , q 3 ) ${\mathsf{PG}}(7,{q}^{3})$

open access: yesJournal of Combinatorial Designs, EarlyView.
ABSTRACT In this paper, we study and characterise the natural embedding of the twisted triality hexagon T ( q 3 , q ) ${\mathsf{T}}({q}^{3},q)$ in PG ( 7 , q 3 ) ${\mathsf{PG}}(7,{q}^{3})$. We begin by describing the possible intersections of subspaces of PG ( 7 , q 3 ) ${\mathsf{PG}}(7,{q}^{3})$ with T ( q 3 , q ) ${\mathsf{T}}({q}^{3},q)$.
Sebastian Petit, Geertrui Van de Voorde
wiley   +1 more source

Reward processing in children with affective dysregulation

open access: yesJCPP Advances, EarlyView.
Abstract Background Affective dysregulation (AD) in children is characterized by irritability, anger, and frequent intense temper outbursts. Considerable evidence implies altered processing of frustration about missed rewards, but few studies investigated the preceding and thus potentially predictive reward anticipation and initial delivery processing ...
Pascal‐M. Aggensteiner   +11 more
wiley   +1 more source

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