Three Essays In Time Series Macroeconomics

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Three Essays In Time Series Macroeconomics

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Author : Junichiro Ishida
language : en
Publisher:
Release Date : 2000

Three Essays In Time Series Macroeconomics written by Junichiro Ishida and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.

The second chapter of the thesis considers the negative correlation between inflation and the average propensity to consume in the U.S. economy. While many explanations are offered for this observation, it is hard to be reconciled within the framework of a rational expectations model. In this paper, however, we argue that this correlation can be derived as an implication of the permanent income hypothesis. This conjecture is tested by identifying the dynamic response of consumption to different types of shock. The data show that this interpretation is largely consistent. This procedure also allows us to identify transitory consumption and the source of the failure of the permanent income hypothesis.

Three Essays On Time Series Macroeconomics

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Author : Pedro H. Albuquerque
language : en
Publisher:
Release Date : 2001

Three Essays On Time Series Macroeconomics written by Pedro H. Albuquerque and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.

Three Essays In Applied Macroeconomics And Time Series Analysis

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Author : Alaa Abi Morshed
language : en
Publisher:
Release Date : 2017

Three Essays In Applied Macroeconomics And Time Series Analysis written by Alaa Abi Morshed and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with categories.

Three Essays On The Study Of Macroeconomic Variables Using Time Series Models

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Author : Ting Qin
language : en
Publisher:
Release Date : 2007

Three Essays On The Study Of Macroeconomic Variables Using Time Series Models written by Ting Qin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.

Three Essays On Time Series Analysis Of Chinese Macroeconomic Variables

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Author : Fangfang Shen
language : en
Publisher:
Release Date : 1996

Three Essays On Time Series Analysis Of Chinese Macroeconomic Variables written by Fangfang Shen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Stock exchanges categories.

Three Essays On Structural Change In Long Run Macroeconomic Time Series

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Author : Natalie D. Hegwood
language : en
Publisher:
Release Date : 1998

Three Essays On Structural Change In Long Run Macroeconomic Time Series written by Natalie D. Hegwood and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Time-series analysis categories.

Three Essays In Time Series Econometrics

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Author : Christian Kascha
language : en
Publisher:
Release Date : 2007

Three Essays In Time Series Econometrics written by Christian Kascha and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Econometrics categories.

Three Essays In Time Series And Personnel Economics

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Author : Razvan Constantin Pascalau
language : en
Publisher:
Release Date : 2008

Three Essays In Time Series And Personnel Economics written by Razvan Constantin Pascalau and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.

Three Essays In The Econometrics Of Time Series

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Author : Chung-Hua Shen
language : en
Publisher:
Release Date : 1991

Three Essays In The Econometrics Of Time Series written by Chung-Hua Shen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Demand for money categories.

Three Essays On Nonstationary Time Series Analysis

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Author :
language : en
Publisher:
Release Date : 2014

Three Essays On Nonstationary Time Series Analysis written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Autoregression (Statistics) categories.

"Financial and macroeconomic time series data are often nonstationary. My dissertation consists of three essays concerning time series models with nonstationarity. Chapter 1 develops a new jackknife estimator for nonstationary autoregressive model. The remaining two chapters explore the restricted maximum likelihood (REML hereafter) estimation and the restricted maximum likelihood based likelihood ratio test (RLRT hereafter) in predictive regression...."--Author's abstract.