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The intrin- sic estimates of generalized impulse responses and impulse re- sponses to orthogonalized shocks for a VAR model correspond to different nonlinear functions of the
4.2.1 Estimates of Preference Parameters. In the columns labeled “Moment Set 1” in Table 3, the test assets are the three- month T-bill rate and the excess market return.
Using data on manufacturing firms in two developing countries, Colombia and Zimbabwe, we find that the different methods produce surprisingly similar pro- ductivity estimates when
Figure 6 plots the point estimates of global minimum- variance weights for the out-of-sample periods based on covariance forecasts from three alternative approaches: the or-
This article proposes a new method to obtain estimates of the NAIRU, the core inflation rate, and the trend investment rate for the United States using an unobserved components
The elasticity of intratemporal substitution ES—substitution across goods within a given time-period holding the real in- come constant, gauges how much the relative Hicksian demand
An empirical study of peer bias in eval- uations: Students rating students. The war against
The most straightforward use of licensure tests is in determining employment eligibility, and the point esti- mates from North Carolina’s pass/fail cutoffs suggest that teachers
