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Bank Structure, Capital Accumulation and Growth: A Simple Macroeconomic Model

by Mark A. Guzman , 2000
"... ..."
Abstract - Cited by 21 (0 self) - Add to MetaCart
Abstract not found

Employing Extended Kalman Filter in a Simple Macroeconomic Model

by Levent Özbek, Ümit Özlale, Fikri Öztürk
"... In this study, the estimation power of Extended Kalman Filter is tested within a simple Keynesian macroeconomic model. After the model is written in a non-linear state space form, Extended Kalman Filter emerges as the appropriate methodology to estimate both state variables and the parameters. The s ..."
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In this study, the estimation power of Extended Kalman Filter is tested within a simple Keynesian macroeconomic model. After the model is written in a non-linear state space form, Extended Kalman Filter emerges as the appropriate methodology to estimate both state variables and the parameters

Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory

by Richard Clarida, Mark Gertler - Journal of Economics , 2000
"... We estimate a forward-looking monetary policy reaction function for the postwar United States economy, before and after Volcker’s appointment as Fed Chairman in 1979. Our results point to substantial differences in the estimated rule across periods. In particular, interest rate policy in the Volcker ..."
Abstract - Cited by 1220 (17 self) - Add to MetaCart
in the Volcker-Greenspan period appears to have been much more sensitive to changes in expected in�ation than in the pre-Volcker period. We then compare some of the implications of the estimated rules for the equilibrium properties of in�ation and output, using a simple macroeconomic model, and show

MACROECONOMICS AND REALITY

by Christopher A. Sims - ECONOMETRICA , 1980
"... Existing strategies for econometric analysis related to macroeconomics are subject to a number of serious objections, some recently formulated, some old. These objections are summarized in this paper, and it is argued that taken together they make it unlikely that macroeconomic models are in fact ov ..."
Abstract - Cited by 764 (1 self) - Add to MetaCart
Existing strategies for econometric analysis related to macroeconomics are subject to a number of serious objections, some recently formulated, some old. These objections are summarized in this paper, and it is argued that taken together they make it unlikely that macroeconomic models are in fact

Bayesian Estimation of a Simple Macroeconomic Model for a Small Open and Partially Dollarized Economy

by Banco Central, De Reserva, Del Perú, Jorge Salas, Serie De Documentos De Trabajo , 2010
"... Los puntos de vista expresados en este documento de trabajo corresponden al autor y no reflejan necesariamente la posición del Banco Central de Reserva del Perú. ..."
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Los puntos de vista expresados en este documento de trabajo corresponden al autor y no reflejan necesariamente la posición del Banco Central de Reserva del Perú.

A simple model of herd behavior

by Abhijit V. Banerjee - QUART. J. ECONOM , 1992
"... ..."
Abstract - Cited by 889 (4 self) - Add to MetaCart
Abstract not found

Government spending in a simple model of endogenous growth

by Robert J. Barro - The Journal of Political Economy , 1990
"... (Article begins on next page) The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters. ..."
Abstract - Cited by 1087 (1 self) - Add to MetaCart
(Article begins on next page) The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters.

Modeling TCP Throughput: A Simple Model and its Empirical Validation

by Jitendra Padhye, Victor Firoiu, Don Towsley, Jim Kurose , 1998
"... In this paper we develop a simple analytic characterization of the steady state throughput, as a function of loss rate and round trip time for a bulk transfer TCP flow, i.e., a flow with an unlimited amount of data to send. Unlike the models in [6, 7, 10], our model captures not only the behavior of ..."
Abstract - Cited by 1346 (37 self) - Add to MetaCart
In this paper we develop a simple analytic characterization of the steady state throughput, as a function of loss rate and round trip time for a bulk transfer TCP flow, i.e., a flow with an unlimited amount of data to send. Unlike the models in [6, 7, 10], our model captures not only the behavior

Understanding Social Preferences with Simple Tests

by Gary Charness, Matthew Rabin , 2001
"... Departures from self-interest in economic experiments have recently inspired models of “social preferences”. We design a range of simple experimental games that test these theories more directly than existing experiments. Our experiments show that subjects are more concerned with increasing social w ..."
Abstract - Cited by 845 (35 self) - Add to MetaCart
Departures from self-interest in economic experiments have recently inspired models of “social preferences”. We design a range of simple experimental games that test these theories more directly than existing experiments. Our experiments show that subjects are more concerned with increasing social

A Simple Estimator of Cointegrating Vectors in Higher Order Cointegrated Systems

by James H. Stock, Mark W. Watson - ECONOMETRICA , 1993
"... Efficient estimators of cointegrating vectors are presented for systems involving deterministic components and variables of differing, higher orders of integration. The estimators are computed using GLS or OLS, and Wald Statistics constructed from these estimators have asymptotic x2 distributions. T ..."
Abstract - Cited by 507 (3 self) - Add to MetaCart
Efficient estimators of cointegrating vectors are presented for systems involving deterministic components and variables of differing, higher orders of integration. The estimators are computed using GLS or OLS, and Wald Statistics constructed from these estimators have asymptotic x2 distributions. These and previously proposed estimators of cointegrating vectors are used to study long-run U.S. money (Ml) demand. Ml demand is found to be stable over 1900-1989; the 95 % confidence intervals for the income elasticity and interest rate semielasticity are (.88,1.06) and (-.13,-.08), respectively. Estimates based on the postwar data alone, however, are unstable, with variances which indicate substantial sampling uncertainty.
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