Reducing large datasets to improve the identification of estimated policy rules
Bibliographic Data
| ID | 21541985 |
|---|---|
| Authors | Omer Bayar (University of Evansville, corresponding author) |
| Year | 2022 |
| Volume | 63 |
| Issue | 1 |
| Pages | 113-140 |
| Publication date | 2022-07-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-021-02134-z |
| OpenAlex | W3203544549 |
| Language | EN |
| References cited | 44 |
Data mining · Econometrics · Economics · Estimation · Macro · Macroeconomics · Monetary policy · Principal component analysis · Thresholding · Computer Science · Italy: Economic History and Contemporary Issues · Market Dynamics and Volatility · Monetary Policy and Economic Impact · Artificial Intelligence
Monetary Policy Rules and Macroeconomic Stability
Principal component analysis
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
A Conditional Likelihood Ratio Test for Structural Models
GMM with Weak Identification
Monetary Policy Rules Based on Real-Time Data
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
Identifying the Sources of Instabilities in Macroeconomic Fluctuations
Factors and Principal Components in the Near Spherical Case
A Note on the Theme of Too Many Instruments
| Citation velocity | historical |
|---|---|
| Highly cited | No |