Stephen J. Perez

California State University, Sacramento - Department of Economics

6000 J Street

Sacramento, CA 95819-6082

United States

  • California State University, Sacramento - Department of Economics

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    • Tel: 916-278-6919
    • Fax: 916-278-5768
SCHOLARLY PAPERS

6

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968

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12

Scholarly Papers (6)

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1.

Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2

Economics Research Initiatives at Duke Working Paper No. 19
Number of pages: 27 Posted: 04 Jun 2008 Last Revised: 26 Feb 2009
Kevin D. Hoover, Selva Demiralp and Stephen J. Perez
Duke University - Departments of Economics and Philosophy, Koc University - Department of Economics and California State University, Sacramento - Department of Economics
Downloads 267 (228,789)
Citation 2

Abstract:

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M2, monetary aggregates, causality, causal analysis, graph theory, monetary policy, quantity theory of money, PcGets, Autometrics, search algorithms

2.

Truth and Robustness in Cross-Country Growth Regressions

Number of pages: 59 Posted: 27 Feb 2001
Kevin D. Hoover and Stephen J. Perez
Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 224 (271,733)
Citation 6

Abstract:

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growth, cross-country growth regressions, extreme-bounds analysis, general-to-specific specification search

3.

A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression

Number of pages: 38 Posted: 02 Apr 2006
Selva Demiralp, Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics, Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 191 (315,253)
Citation 1

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vector autoregression (VAR), structural vector autoregression (SVAR), causality, causal order, Choleski order, causal search algorithms, graph-theoretic methods

4.

Evaluating Specification Search in Cross-Country Growth Regressions: Extreme Bounds vs. General-to-Specific Methodologies

Number of pages: 53 Posted: 30 Sep 2001
Kevin D. Hoover and Stephen J. Perez
Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 174 (342,766)

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specification search, extreme-bounds analysis, general-to-specific specification search, LSE econometric methodology, growth, cross-country growth regressions, multiple imputation

5.

Still Puzzling: Evaluating the Price Puzzle in an Empirically Identified Structural Vector Autoregression

Number of pages: 55 Posted: 19 May 2009
Selva Demiralp, Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics, Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 112 (487,523)
Citation 3

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price puzzle, monetary policy, inflation, graph theory, causality, causal search, PC algorithm, output gap, SVAR, cost channel, commodity prices, transmission mechanism

6.

Data Mining Reconsidered: Encompassing and the General-to-Specific Approach to Specification Search

UC Davis Working Paper #97-27
Posted: 21 Jan 1998
Kevin D. Hoover and Stephen J. Perez
Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics

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