Bruce E. Hansen

University of Wisconsin - Madison - Department of Economics

1180 Observatory Drive

Madison, WI 53706

United States

SCHOLARLY PAPERS

5

DOWNLOADS

319

CITATIONS

0

Scholarly Papers (5)

Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach

PIER Working Paper No. 12-046
Number of pages: 28 Posted: 27 Nov 2012
Xu Cheng and Bruce E. Hansen
University of Pennsylvania - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 138 (174,445)

Abstract:

Cross-validation, factor models, forecast combination, generated regressors, Mallows

Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version

PIER Working Paper No. 13-061
Number of pages: 38 Posted: 23 Oct 2013
Xu Cheng and Bruce E. Hansen
University of Pennsylvania - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 51 (329,008)

Abstract:

Cross-validation, factor models, forecast combination, generated regressors, Mallows

2.

Uncovering the Relationship between Real Interest Rates and Economic Growth

Michigan Retirement Research Center Research Paper No. 2013-303
Number of pages: 22 Posted: 07 Feb 2014 Last Revised: 18 Feb 2014
Bruce E. Hansen and Ananth Seshadri
University of Wisconsin - Madison - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 39 (315,376)

Abstract:

economic growth, interest rates, Social Security

Purchasing Power Parity and the Taylor Rule

Number of pages: 44 Posted: 01 Jul 2013
Hyeongwoo Kim, Ippei Fujiwara, Bruce E. Hansen and Masao Ogaki
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 18 (470,625)

Abstract:

Purchasing Power Parity, Taylor Rule; Half-Life of PPP Deviations, Median Unbiased Estimator, Grid-t Confidence Interval

Purchasing Power Parity and the Taylor Rule

Number of pages: 43 Posted: 28 Jun 2013
Hyeongwoo Kim, Ippei Fujiwara, Bruce E. Hansen and Masao Ogaki
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 15 (487,910)

Abstract:

Purchasing Power, Parity, Taylor Rule, Half-Life of PPP, Deviations, Median, Unbiased

4.

Minimum Mean Squared Error Model Averaging in Likelihood Models

Number of pages: 31 Posted: 04 Sep 2015
Ali Charkhi, Gerda Claeskens and Bruce E. Hansen
KU Leuven - Faculty of Business and Economics (FEB), Katholieke Universiteit Leuven (KUL) and University of Wisconsin - Madison - Department of Economics
Downloads 3 (348,126)

Abstract:

Frequentist model averaging, mean squared error, weight choice, local misspecification, likelihood regression

5.

Purchasing Power Parity and the Taylor Rule

Journal of Applied Econometrics, Vol. 30, No. 6, 2013.
Number of pages: 43
Ippei Fujiwara, Hyeongwoo Kim, Bruce E. Hansen and Masao Ogaki
Australian National University (ANU) - Crawford School of Public Policy, Auburn University, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 0

Abstract:

Purchasing Power Parity, Taylor Rule, Half-Life of PPP Deviations, Median Unbiased Estimator, Grid-t Confidence Interval