Results 211 to 220 of about 74,950 (301)

Diffusion and division: A spatial analysis of surrogacy policy determinants in the United States. [PDF]

open access: yesSSM Popul Health
Gao J   +5 more
europepmc   +1 more source

Similarity and substitution: Using pile sorting methods to explore economic behavior

open access: yesJournal of the Agricultural and Applied Economics Association, EarlyView.
Abstract Despite the common intuition that similar products are stronger demand substitutes, this study shows a more nuanced relationship between perceived similarity and utility substitution. Using pile sorting, a method where items are sorted into groups according to their similarity, we conduct large‐scale consumer surveys on purchasing 21 foods for
Jayson L. Lusk   +2 more
wiley   +1 more source

Forecasting Related Time Series

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley   +1 more source

Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper investigates whether the effects of monetary policy shocks on real exchange rates have changed over time and, if so, whether these changes stem from shifts in transmission mechanisms or from variation in the volatility of the shocks themselves.
Madison Terrell   +3 more
wiley   +1 more source

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

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