Blacksburg, VA 24061
Virginia Tech. - Department of Economics
Taylor rule, frequency dependence, spectral regression, real-time data
Taylor rule, frequency dependence, spectral regression, real-time data.
wealth effect, frequency dependence, non-linearities
Granger causality, out-of-sample testing, post-sample testing
Time Series, Granger-causality, causality, post-sample testing, exchange rates
Dynamic Panel Data Models, Arellano-Bond GMM Estimator, Blundell-Bond GMM Estimator, Subset-Continuous-Updating Transformation
money demand, frequency-dependence, spectral regression
Dynamic Panel Data Models, Transformed System GMM Estimator, Sargan/Hansen Test
Granger causality; median inflation; price dispersion; out-of-sample testing
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