Lenard Lieb

Maastricht University

P.O. Box 616

Maastricht, 6200MD

Netherlands

Maastricht University

P.O. Box 616

Maastricht, 6200MD

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

289

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Simulation, Estimation and Selection of Mixed Causal-Noncausal Autoregressive Models: The MARX Package

Number of pages: 18 Posted: 10 Aug 2017
Alain Hecq, Lenard Lieb and Sean Telg
Maastricht University - Department of Quantitative Economics, Maastricht University and Maastricht University - Department of Quantitative Economics
Downloads 196 (196,921)
Citation 3

Abstract:

Loading...

MARX, mixed causal-noncausal autoregressive process, t-MLE, estimation, model selection, simulation, R

2.

Inflation Expectations and Consumer Spending: The Role of Household Balance Sheets

Number of pages: 30 Posted: 05 Mar 2019 Last Revised: 04 Mar 2020
Lenard Lieb and Johannes Schuffels
Maastricht University and Maastricht University - School of Business and Economics
Downloads 74 (400,067)

Abstract:

Loading...

Consumption, Wealth, Inflation, Expectations, Monetary Policy

3.

Inference for Impulse Responses Under Model Uncertainty

Number of pages: 40 Posted: 25 Mar 2017 Last Revised: 20 Sep 2017
Lenard Lieb and Stephan Smeekes
Maastricht University and Maastricht University - Department of Quantitative Economics
Downloads 19 (656,257)

Abstract:

Loading...

Impulse response analysis, cointegration, model uncertainty, bootstrap inference, fiscal policy shocks