Chris Sutherland
@chrissutherland10.bsky.social
Research: monetary policy identification, micro- & macro-econometrics, expectations. Views my own. @oxfordecondept.bsky.social @exetercollegeox.bsky.social
Reposted by Chris Sutherland
Interested testing for and estimating structural breaks in panel time series models with interactive fixed effects?
The paper "Multiple Structural Breaks in Interactive Effects Panel Data Models" with Y. Karavias and J. Westerlund was accepted at JAE (onlinelibrary.wiley.com/doi/10.1002/...).
The paper "Multiple Structural Breaks in Interactive Effects Panel Data Models" with Y. Karavias and J. Westerlund was accepted at JAE (onlinelibrary.wiley.com/doi/10.1002/...).
Multiple Structural Breaks in Interactive Effects Panel Data Models
This paper develops new econometric methods for multiple structural break detection in panel data models with interactive fixed effects. The new methods include tests for the presence of structural b...
onlinelibrary.wiley.com
January 22, 2025 at 3:53 PM
Interested testing for and estimating structural breaks in panel time series models with interactive fixed effects?
The paper "Multiple Structural Breaks in Interactive Effects Panel Data Models" with Y. Karavias and J. Westerlund was accepted at JAE (onlinelibrary.wiley.com/doi/10.1002/...).
The paper "Multiple Structural Breaks in Interactive Effects Panel Data Models" with Y. Karavias and J. Westerlund was accepted at JAE (onlinelibrary.wiley.com/doi/10.1002/...).
Reposted by Chris Sutherland
🎈New Working Paper🎈with @ericoffner.bsky.social and @glennrudebusch.bsky.social
Do higher interest rates hurt the green transition? Not so obvious! Evidence from equity markets in US and EU actually shows stronger effects of monetary policy on high-carbon, brown firms.
#EconSky #Climate
Do higher interest rates hurt the green transition? Not so obvious! Evidence from equity markets in US and EU actually shows stronger effects of monetary policy on high-carbon, brown firms.
#EconSky #Climate
Green stocks and monetary policy shocks: Evidence from Europe. New from Michael Bauer, Eric Offner & Glenn Rudebusch. www.brookings.edu/articles/gre... Hutchins Center The Brookings Institution #EconSky
https://brookings.edu/artic…
November 27, 2024 at 9:12 PM
🎈New Working Paper🎈with @ericoffner.bsky.social and @glennrudebusch.bsky.social
Do higher interest rates hurt the green transition? Not so obvious! Evidence from equity markets in US and EU actually shows stronger effects of monetary policy on high-carbon, brown firms.
#EconSky #Climate
Do higher interest rates hurt the green transition? Not so obvious! Evidence from equity markets in US and EU actually shows stronger effects of monetary policy on high-carbon, brown firms.
#EconSky #Climate