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Anticipated Price Changes and Nominal Interest Rates in the 1950's
THE TERM STRUCTURE OF INTEREST RATES: A TEST OF THE EXPECTATIONS HYPOTHESIS
The Term Structure of Interest Rates: A Test of the Expectations Hypothesis
Irving Fisher Comments on Benjamin Strong and the Federal Reserve in the 1930s
Irving Fisher Comments on Benjamin Strong and the Federal Reserve in the 1930s
An Empirical Investigation of the Wage-Lag Hypothesis
Some Time and Frequency Domain Distributed Lag Estimators: A Comparative Monte Carlo Study
This paper presents a comparison of three distributed lag estimators: OLS, the Almon procedure, and the Hannan inefficient method. Each method is compared for sample sizes of 50 and 100 for several alternative distributed lag shapes and residual process structures. The results not only reveal the relative performance of these estimators, but also provide evidence on each method's performance under misspecification with respect to lag length and the residual process.
Political Business Cycles with Endogenous Election Timing: Evidence from Japan
Thomas F. Cargill, Michael M. Hutchinson, Political Business Cycles with Endogenous Election Timing: Evidence from Japan, The Review of Economics and Statistics, Vol. 73, No. 4 (Nov., 1991), pp. 733-739