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Washington, DC 20551
United States
Federal Reserve Board
common cause, independent dependent variable and a regressor, t-raio, relevant pre-existing condition
integrated variable, cointegrated variables, cointegrating vector, nonstationary variable, time-varying coefficient model
Integrated variable, Cointegrated variables, Cointegrating vector, Nonstationary variable, Time-varying coefficient model
unique time-varying coefficient and unique error term, direct effect, indirect effect, and total effect of a regressor, omitted relevant regressor, coefficient driver, measurement-error bias
unique time-varying coefficient and unique error term; direct effect; indirect effect; and total effect of a regressor; omitted relevant regressor; coefficient driver; measurement-error bias
Unique coefficient; Unique error term; Bias-free component; Omitted-regressor bias component; Measurement-error bias component; Causal effect
Revived Bretton-Woods system, asymmetry hypothesis, time-series, decomposition, time-varying-coefficient estimation
Money demand, forecasting, econometric models, logical validity, fiaxed parameters, time-varying parameters,
Co-integrating vector, eigenvector, Granger representation theorem, moving average, autoregressive, and error correction representations,
Multi-input-single-output (MISO) production, Multi-input-multi-output (MIMO) production, Inter-bank heterogeneity, Consistent estimation, Direct effects, Indirect effects, Total effects, random coefficients, coefficient drivers.
total effects; bank credit; economic growth; direct effects; indirect effects; threshold regression; real GDP; coefficient drivers; Theil’s U statistic
Simultaneaoue equations, reduced forms, idintifiability, observational equivalence
Structural form, reduced form, random coefficient, time-varying coefficient modeling, money demand
Fixed-coefficient models, Forecasting money demand, Stochastic coefficient models
