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Small-sample confidence intervals for multivariate impulse response functions...
Existing methods for constructing confidence bands for multivariate impulse response functions may have poor coverage at long lead times when variables are highly persistent.... -
Modelling multi-period inflation uncertainty using a panel of density forecas...
This paper examines the determinants of inflation forecast uncertainty using a panel of density forecasts from the Survey of Professional Forecasters (SPF). Based on a dynamic... -
Disaggregate evidence on the persistence of consumer price inflation (replica...
This paper uses disaggregate inflation data spanning all of consumption to examine: (i) the persistence of disaggregate inflation relative to aggregate inflation; (ii) the... -
Smoothed binary regression quantiles (replication data)
This paper extends results regarding smoothed median binary regression to general smoothed binary quantile regression, discusses the interpretation of the resulting estimators... -
How do changes in monetary policy affect bank lending? An analysis of Austria...
Using a panel of Austrian bank data we show that the lending decisions of the smallest banks are more sensitive to interest rate changes, and that for all banks, sensitivity... -
gnuplot 4.0: a portable interactive plotting utility (replication data)
UNIX, IBM OS/2, MS Windows, DOS, Apple Macintosh, VMS, Atari and many other platforms. It is free and open source, though it is not licensed under the GPL, nor is it GNU...
