create a website

The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank. (2005). Siklos, Pierre ; Bohl, Martin T..
In: Working Paper Series.
RePEc:zbw:euvgra:20056.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 61

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Political Orientation of Government and Stock Market Returns. (2006). Wisniewski, Tomasz ; Bialkowski, Jedrzej ; Gottschalk, Katrin .
    In: Working Paper Series.
    RePEc:zbw:euvgra:20069.

    Full description at Econpapers || Download paper

  2. Allocative efficiency measurement revisited: Do we really need input prices?. (2006). Stephan, Andreas ; Fritsch, Michael ; Badunenko, Oleg.
    In: Working Paper Series.
    RePEc:zbw:euvgra:20067.

    Full description at Econpapers || Download paper

  3. Multiple Priors And No-Transaction Region. (2006). Kozhan, Roman.
    In: Working Paper Series.
    RePEc:zbw:euvgra:20064.

    Full description at Econpapers || Download paper

  4. The individual micro-lending contract: Is it a better design than joint-liability? - Evidence from Georgia. (2005). Kritikos, Alexander ; Vigenina, Denotes.
    In: Working Paper Series.
    RePEc:zbw:euvgra:200510.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Andrews, D. (1999), Consistent Moment Selection Procedures for Generalized Method of Moments Estimation, Econometrica 67, 543 - 564.

  2. Atkins, R. and M. Scieritz (2005), Bank Chief warns of House Price Hangover, Financial Times, 8 March, p. 3.
    Paper not yet in RePEc: Add citation now
  3. Bernanke B.S. and M. Gertler (1999), Monetary Policy and Asset Price Volatility, Economic Review, Federal Reserve Bank of Kansas City (Fourth Quarter), 17 - 51.
    Paper not yet in RePEc: Add citation now
  4. Bernanke, B.S. (2004), What Policymakers Can Learn from Asset Prices, Remarks before the Investment Analysts Society of Chicago, 15 April, available from www.federalreserve.gov.
    Paper not yet in RePEc: Add citation now
  5. Bernanke, B.S. (2005), Implementing Monetary Policy, Remarks at the Redefining Investment Strategy Education Symposium, Dayton, Ohio, available at www.federalreserve.gov.
    Paper not yet in RePEc: Add citation now
  6. Bollard, A. (2004), Asset Prices and Monetary Policy, Address to the Canerbury Employers' Chamber of Commerce, 30 January 2004, available at www.rbnz.govt.nz.
    Paper not yet in RePEc: Add citation now
  7. Bordo, M.D. and O. Jeanne (2004), Booms-Busts in Asset Prices, Economic Stability, and Monetary Policy, in R.C.K. Burdekin and P.L. Siklos (Eds.), Deflation: Current and Historical Perspectives, Cambridge: Cambridge University Press, 131 - 165.
    Paper not yet in RePEc: Add citation now
  8. Borio, C. and P. Lowe (2002), Asset Prices, Financial and Monetary Stability: Exploring the Nexus, BIS Working Paper 114, July.

  9. Borio, C., N. Kennedy, and S. Prowse (1994), Exploring Aggregate Asset Price Fluctuations Across Countries: Measurement, Determinants and Monetary Policy Implications, BIS Economic Papers No. 40, April.
    Paper not yet in RePEc: Add citation now
  10. Cecchetti, S. (2003), What the FOMC Says and Does When the Stock Market Booms, in T. Richards and T. Robinson (Eds.), Asset Prices and Monetary Policy, Sydney: Reserve Bank of Australia.

  11. Cecchetti, S., Hans Genberg, John Lipsky, and Sushil Wadhwani (2000), Asset prices and Central Bank Policy, Geneva Reports on the World Economy, Vol. 2, Geneva: International Center for Monetary and Banking Studies; London: Centre for Economic Policy Research.
    Paper not yet in RePEc: Add citation now
  12. Chadha, J.S., L. Sarno, and G. Valente (2003), Monetary Policy Rules, Asset Prices and Exchange Rates, CEPR Discussion Paper 4114, November.

  13. Chong, Y.Y. and Hendry, D.F. (1986), Econometric Evaluation of Linear Macroeconomic Models, Review of Economic Studies 53, 671 - 690.

  14. Clarida, R., J. Gali, and M. Gertler (1998), Monetary Policy Rules in Practice: Some International Evidence, European Economic Review 42, 1033 - 1067.

  15. Clarida, R., J. Gali, and M. Gertler (2000), The Science of Monetary Policy: A New Keynesian Perspective, Journal of Economic Literature 37, 1661 - 1707.
    Paper not yet in RePEc: Add citation now
  16. Clausen, V. and B. Hayo (2003), Monetary Policy in the Euro Area: Lessons from the First Years, ZEI Working Paper B09, May.

  17. Collins, S. and P.L. Siklos (2004), Optimal Reaction Functions, Taylor's Rule and Inflation Targets: The Experiences of the Dollar Bloc Countries, Open Economies Review 15, 347 - 362.
    Paper not yet in RePEc: Add citation now
  18. European Central Bank (2001), The Monetary Policy of the ECB, Frankfurt: European Central Bank, August.
    Paper not yet in RePEc: Add citation now
  19. European Central Bank (2005), Asset Price Bubbles and Monetary Policy, Monthly Bulletin, April, 47 - 60.
    Paper not yet in RePEc: Add citation now
  20. Faust, J., J.H. Rogers, and J.H. Wright (2001), An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules, Board of Governors of he Federal Reserve System, International Finance Discussion Papers, No. 705, August.
    Paper not yet in RePEc: Add citation now
  21. Favero, C. and R. Rovelli (2003), Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961 - 98, Journal of Money, Credit, and Banking 35, 545 - 556.

  22. Filardo, F. (2004), Monetary Policy and Asset Price Bubbles: Calibrating the Monetary Policy Trade-Offs, BIS Working Paper 155, June.

  23. Fuhrer, J. and H. Tootell (2004), Eyes on the Prize: How Did the Fed Respond to the Stock Market?, Public Policy Discussion Paper No. 04-2, June.

  24. Gerberding, C., A. Worms, and F. Seitz (2005), Real-Time Data and the Bundesbank's Monetary Policy Reaction Function, North American Journal of Economics and Finance (forthcoming).
    Paper not yet in RePEc: Add citation now
  25. Gerdesmeier, D. and B. Roffia (2004), Empirical Estimates of Reaction Functions for the Euro Area, Swiss Journal of Economics and Statistics 140, 37 - 66.

  26. Gerdesmeier, D. and B. Roffia (2005), The Relevance of Real-Time Data in Estimating Reaction Functions for the Euro Area, North American Journal of Economics and Finance (forthcoming).

  27. Gerlach-Kristen P. (2003), Interest Rate Reaction Functions and the Taylor Rule in the Euro Area, ECB Working Paper No. 258, September.

  28. Gerlach, S. and G. Schnabel (2000), The Taylor Rule and Interest Rates in the EMU Area, Economics Letters 67, 165 - 171.

  29. Gerlach, S. and L.E.O. Svensson (2003), Money and Inflation in the Euro Area: A Case for Monetary Indicators? Journal of Monetary Economics 50, 1649 - 1672.

  30. Godfrey, L.G. (1999), Instrument Relevance in Multivariate Linear Models, Review of Economics and Statistics 81, 550 - 552.

  31. Golinelli, R. and G. Parigi (2005), Short-Run Italian GDP-Forecasting and Real Time Data, Working Paper, University of Bologna.

  32. Goodhart, C.A.E. (2001), What Weight Should be Given to Asset Prices in the Measurement of Inflation? Economic Journal 111, 335 - 356.

  33. Goodhart, C.A.E. (2005), The Monetary Policy Committee's Reaction Function: An Exercise in Estimation, Working Paper, Financial Markets Group, London School of Economics.
    Paper not yet in RePEc: Add citation now
  34. Goodhart, C.A.E. and B. Hofmann (2000), Do Asset Price Help Predict Consumer Price Inflation, The Manchester School 68, 122 - 140.

  35. Greenspan, A. (2004), Risk and Uncertainty in Monetary Policy, Remarks given at the meetings of the American Economics Association, 3 January, available at www.federalreserve.gov.

  36. Hall, A. (2005), Generalized Methods of Moments, Oxford: Oxford University Press.

  37. Hall, A. and F. Peixe (2003), A Consistent Method for the Selection of Relevant Instruments, Econometric Reviews 22, 269 - 287.

  38. Hayo, B. and B. Hofmann (2003), Monetary Policy Reaction Functions: ECB versus Bundesbank, ZEI Working Paper B24.

  39. Herrmann, H., A. Orphanides, and P. L. Siklos (2005), Real-Time Data and Monetary Policy, North American Journal of Economics and Finance (forthcoming).

  40. Hetzel, R. (2000), The Taylor Rule: Is It a Useful Guide to Understanding Monetary Policy?, Federal Reserve Bank of Richmond Economic Quarterly 86, 1 - 33.

  41. International Monetary Fund (2000), World Economic Outlook: Asset Prices and the Business Cycle, Chapter III, May, 77 - 112.
    Paper not yet in RePEc: Add citation now
  42. Jondeau, E., H. Le Bihan, and C. Galles (2004), Assessing GMM Estimates of the Federal Reserve Reaction Function, Journal of Business and Economic Statistics 22, 225 -239.

  43. Laidler, D.E.W. (1988), Taking Money Seriously, Canadian Journal of Economics 21, 687 - 713.

  44. Lansing, K. (2002), Real-Time Estimation of Trend Output and the Illusion of Interest Rate Smoothing, Federal Reserve Bank of San Francisco Economic Review, 17 - 34.

  45. Leitemo, K. (1999), Inflation Targeting Strategies in Small Open Economies, Working Paper, Norges Bank.

  46. Mavroeidis, S. (2004), Weak Identification of Forward-Looking Models in Monetary Economics, Oxford Bulletin of Economics and Statistics 66, 609 - 635.

  47. Medina, J.P. and R. Valdés (2002), Optimal Monetary Policy Rules when the Current Account Matters, in Monetary Policy: Rules and Transmission Mechanisms, Santiago: Central Bank of Chile, 65 - 94.

  48. Norris, F. (2005), Watching the Bubble Bounce?, International Herald Tribune, 11 March.
    Paper not yet in RePEc: Add citation now
  49. Orphanides, A. (2001), Monetary Policy Rules Based on Real-Time Data, American Economic Review 91, 964 - 985.

  50. Paloviita, M. and D.G. Mayes (2005), The Use of Real-Time Information in Phillips Curve Relationships, North American Journal of Economics and Finance (forthcoming).

  51. Rennison, A. (2003), Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach, Bank of Canada Working Paper 2003-8, March.

  52. Rigobon, R. (2003), Identification Through Heteroskedasticity, Review of Economics and Statistics 85, 772 - 792.

  53. Rudebusch, G. (2002), Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia, Journal of Monetary Economics 49, 1161 - 1187.

  54. Scheller, H. (2004), The ECB: History, Role and Functions, Frankfurt/Main: European Central Bank.
    Paper not yet in RePEc: Add citation now
  55. Shea, J. (1997), Instrument Relevance in Multivariate Linear Models: A Simple Measure, Review of Economics and Statistics 79, 348 - 352.

  56. Smets, F. (1997), Financial Asset Prices and Monetary Policy: Theory and Evidence, BIS Working Paper 47, September.

  57. Stock, J.H. and M.W. Watson (2003), Forecasting Output and Inflation: The Role of Asset Prices, Journal of Economic Literature 41, 788 - 829.

  58. Stock, J.H., J.H. Wright, and M. Yogo (2002), A Survey of Weak Instruments and Weak Identification in Generalized Methods of Moments, Journal of Business and Economic Statistics 20, 518 - 529.

  59. Svensson, L.E.O. (2003), What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules, Journal of Economic Literature 41, 426 - 477.

  60. Tumpell-Gugerell, G. (2003), The Volatility of Financial Markets, Speech at the Third Encuentro Financiero Internacional, Madrid, 1-2 July, available at www.ecb.int.
    Paper not yet in RePEc: Add citation now
  61. von Hagen, J. and B. Hofmann (2005), Monetary Policy Orientation in Times of Low Inflation, in D. Altig and E. Nosal (Eds.), Monetary Policy in Low Inflation Economies, Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments. (2017). Windmeijer, Frank ; Farbmacher, Helmut.
    In: Health, Econometrics and Data Group (HEDG) Working Papers.
    RePEc:yor:hectdg:17/22.

    Full description at Econpapers || Download paper

  2. Endogeneity in ultrahigh dimension. (2012). Liao, Yuan ; Fan, Jianqing.
    In: MPRA Paper.
    RePEc:pra:mprapa:38698.

    Full description at Econpapers || Download paper

  3. Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Liao, Zhipeng ; Cheng, Xu.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:12-045.

    Full description at Econpapers || Download paper

  4. New Keynesian Phillips Curve in Lithuania. (2012). Virbickas, Ernestas.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:14.

    Full description at Econpapers || Download paper

  5. Econometric analysis of jump-driven stochastic volatility models. (2011). Todorov, Viktor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:160:y:2011:i:1:p:12-21.

    Full description at Econpapers || Download paper

  6. Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure. (2011). Barwick, Panle ; Andrews, Donald ; Donald W. K. Andrews, ; Jia, Panle .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1676r.

    Full description at Econpapers || Download paper

  7. Tax Competition Among U.S. States: Racing to the Bottom or Riding on a Seesaw?. (2011). Wilson, Daniel ; Chirinko, Bob.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3535.

    Full description at Econpapers || Download paper

  8. International Pricing of Emerging Market Corporate Debt; Does the Corporate Matter?. (2010). Mody, Ashoka ; Keller, Sonja .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/026.

    Full description at Econpapers || Download paper

  9. Larger crises cost more: Impact of banking sector instability on output growth. (2010). Serwa, Dobromił.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:8:p:1463-1481.

    Full description at Econpapers || Download paper

  10. Globalization and innovation in emerging markets. (2009). Gorodnichenko, Yuriy ; Svejnar, Jan ; Terrell, Katherine .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4808.

    Full description at Econpapers || Download paper

  11. Choosing instrumental variables in conditional moment restriction models. (2009). Newey, Whitney ; Imbens, Guido ; Donald, Stephen.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:152:y:2009:i:1:p:28-36.

    Full description at Econpapers || Download paper

  12. The optimal choice of moments in dynamic panel data models. (2009). Okui, Ryo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:151:y:2009:i:1:p:1-16.

    Full description at Econpapers || Download paper

  13. A comparative study of three data-based methods of instrument selection. (2009). Hall, Alastair ; Jana, Kalidas ; Eryuruk, Gunce .
    In: Economics Letters.
    RePEc:eee:ecolet:v:105:y:2009:i:3:p:280-283.

    Full description at Econpapers || Download paper

  14. Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection. (2009). Hall, Alastair ; Jana, Kalidas ; Eryuruk, Gunce .
    In: Economics Letters.
    RePEc:eee:ecolet:v:105:y:2009:i:1:p:83-85.

    Full description at Econpapers || Download paper

  15. Globalization and innovation in emerging markets. (2008). Terrell, Katherine ; Svejnar, Jan ; Gorodnichenko, Yuriy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14481.

    Full description at Econpapers || Download paper

  16. Learning-by-Doing and Productivity Dynamics in Manufacturing Industries. (2008). Clarke, Andrew.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1032.

    Full description at Econpapers || Download paper

  17. Globalization and Innovation in Emerging Markets. (2008). Terrell, Katherine ; Svejnar, Jan ; Gorodnichenko, Yuriy.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3299.

    Full description at Econpapers || Download paper

  18. Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure. (2008). Barwick, Panle ; Andrews, Donald ; Jia, Panle .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1676.

    Full description at Econpapers || Download paper

  19. Heterogeneous Ideas Production and Endogenous Growth: An Empirical Investigation. (2008). Luintel, Kul ; Khan, Mosahid.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2008/29.

    Full description at Econpapers || Download paper

  20. FARM HOUSEHOLD INCOMES AND REFORMING THE CAP. (2008). Sumner, Daniel ; NKUNZIMANA, Tharcisse ; Gaspart, Frédéric ; De Blander, Rembert ; de Frahan, Bruno Henry.
    In: 109th Seminar, November 20-21, 2008, Viterbo, Italy.
    RePEc:ags:eaa109:44814.

    Full description at Econpapers || Download paper

  21. Unobserved Individual and Firm Heterogeneity in Wage and Tenure Functions: Evidence from German Linked Employer-Employee Data. (2007). Hübler, Olaf ; Cornelissen, Thomas ; Hubler, Olaf ; Cornelien, Thomas .
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp2741.

    Full description at Econpapers || Download paper

  22. Is Sterilized Intervention Effective? New International Evidence. (2007). Siklos, Pierre ; Weymark, Diana N..
    In: Working Papers.
    RePEc:hkm:wpaper:142007.

    Full description at Econpapers || Download paper

  23. Improving Consistent Moment Selection Procedures for Generalized Method of Moments Estimation. (2007). .
    In: Post-Print.
    RePEc:hal:journl:halshs-00112514.

    Full description at Econpapers || Download paper

  24. Improving Consistent Moment Selection Procedures for Generalized Method of Moments Estimation. (2007). Chatelain, Jean-Bernard.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00112514.

    Full description at Econpapers || Download paper

  25. Tax competition among U.S. states: racing to the bottom or riding on a seesaw?. (2007). Wilson, Daniel ; Chirinko, Bob.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-03.

    Full description at Econpapers || Download paper

  26. Improving consistent moment selection procedures for generalized method of moments estimation. (2007). Chatelain, Jean-Bernard.
    In: Economics Letters.
    RePEc:eee:ecolet:v:95:y:2007:i:3:p:380-385.

    Full description at Econpapers || Download paper

  27. What do `residuals from first-order conditions reveal about DGE models?. (2007). Letendre, Marc-Andre ; Johri, Alok.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2744-2773.

    Full description at Econpapers || Download paper

  28. Moral hazard and Marshallian inefficiency: Evidence from Tunisia. (2007). Arcand, Jean-Louis ; Ai, Chunrong ; Ethier, Francois.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:83:y:2007:i:2:p:411-445.

    Full description at Econpapers || Download paper

  29. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. (2006). Siklos, Pierre.
    In: Working Papers.
    RePEc:wlu:wpaper:eg0053.

    Full description at Econpapers || Download paper

  30. What do “residuals” from first-order conditions reveal about DGE models?. (2006). Letendre, Marc-Andre ; Johri, Alok.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2006-01.

    Full description at Econpapers || Download paper

  31. Property Value Models. (2006). Palmquist, Raymond B..
    In: Handbook of Environmental Economics.
    RePEc:eee:envchp:2-16.

    Full description at Econpapers || Download paper

  32. GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model. (2006). Schmidt, Peter ; Doran, Howard E..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:1:p:387-409.

    Full description at Econpapers || Download paper

  33. The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank. (2005). Siklos, Pierre ; Bohl, Martin T..
    In: Working Paper Series.
    RePEc:zbw:euvgra:20056.

    Full description at Econpapers || Download paper

  34. Optimal Instruments in Time Series: A Survey. (2005). Anatolyev, Stanislav.
    In: Working Papers.
    RePEc:cfr:cefirw:w0069.

    Full description at Econpapers || Download paper

  35. Political Variables as Instruments for the Minimum Wage. (2004). Lemos, Sara.
    In: Labor and Demography.
    RePEc:wpa:wuwpla:0403010.

    Full description at Econpapers || Download paper

  36. The impact of the cost of capital and of the decision to invest or to divest on investment behaviour: an empirical investigation using a panel of French services firms. (2004). Chatelain, Jean-Bernard ; Teurlai, Jean-Christophe .
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:13.

    Full description at Econpapers || Download paper

  37. Political Variables as Instruments for the Minimum Wage. (2004). Lemos, Sara.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1136.

    Full description at Econpapers || Download paper

  38. Evaluación microeconométrica de las políticas públicas de empleo: aspectos metodológicos. (2004). Duran, Christian.
    In: Hacienda Pública Española.
    RePEc:hpe:journl:y:2004:v:170:i:3:p:107-133.

    Full description at Econpapers || Download paper

  39. Real exchange rate persistence and systematic monetary policy behaviour. (2004). Matsumoto, Akito ; Groen, Jan.
    In: Bank of England working papers.
    RePEc:boe:boeewp:231.

    Full description at Econpapers || Download paper

  40. Political Variables as Instruments for the Minimum Wage. (2003). Lemos, Sara.
    In: Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting].
    RePEc:anp:en2003:f08.

    Full description at Econpapers || Download paper

  41. Investment and the Cost of Capital in the Nineties in France: A Panel Data Investigation. (2002). Chatelain, Jean-Bernard ; Tiomo, Andre .
    In: Post-Print.
    RePEc:hal:journl:halshs-00112540.

    Full description at Econpapers || Download paper

  42. Investment and the Cost of Capital in the Nineties in France: A Panel Data Investigation. (2002). Tiomo, Andre ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00112540.

    Full description at Econpapers || Download paper

  43. Modeling the interdependence of volatility and inter-transaction duration processes. (2002). Grammig, Joachim ; Wellner, Marc .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:106:y:2002:i:2:p:369-400.

    Full description at Econpapers || Download paper

  44. Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation.. (2002). Chatelain, Jean-Bernard ; Tiomo, A. ; Chatelain, J-B., .
    In: Working papers.
    RePEc:bfr:banfra:96.

    Full description at Econpapers || Download paper

  45. A BAYESIAN INTERPRETATION OF MULTIPLE POINT ESTIMATES. (2001). El-Gamal, Mahmoud.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:20:y:2001:i:2:p:235-245.

    Full description at Econpapers || Download paper

  46. Labour Market Dynamics in RBC Models. (2001). Letendre, Marc-Andre ; Johri, Alok.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2001-03.

    Full description at Econpapers || Download paper

  47. Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models. (2001). Andrews, Donald ; Lu, Biao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:101:y:2001:i:1:p:123-164.

    Full description at Econpapers || Download paper

  48. A Consistent Method for the Selection of Relevant Instruments. (2000). Peixe, Fernanda ; Hall, Alastair.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0790.

    Full description at Econpapers || Download paper

  49. Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models. (1999). Andrews, Donald ; Lu, Biao.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1233.

    Full description at Econpapers || Download paper

  50. Consistent Moment Selection Procedures for Generalized Method of Moments Estimation. (1997). Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1146r.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-27 04:10:41 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy