Lancaster, LA1 4YX
Lancaster University - Management School
in Total Papers Downloads
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Inflation Target Zone, Symmetric Loss, Expected Inflation
Real GDP growth, Survey of Professional Forecasters, term structure
House Prices; Unit-root Tests; Exuberance.
Real interest rates, real exchange rates, roll
decision analysis, risk management, higher-order moments and preferences, portfolio choice, weighted generalized beta two distribution.
Regime switching, stock returns, efficient markets, rational expectations
Demand for money, adjustment costs, equilibrium correction, non-linear dynamics
Price stickiness, indexing, rational expectations, Phillips curve, new-Keynesian synthesis
Phillips Curve, Calvo contract, overlapping wages
Monetary Policy Committee, Shadow Monetary Policy Committee, governance, interest rate smoothing
real audit fees, big 4, partial adjustment, persistence, adjustment speed, dynamic panel estimates, listed and unlisted companies
House prices; Mildly explosive time series; Sup ADF test; Generalized Sup ADF test; Panel GSADF; Probit model
efficient markets, forecast evaluation, loss function, rationality
asymmetric loss functions, earnings forecast bias, financial analysts, Linex
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