1.
The problem of filtering and smoothing for a system described by approximately linear dynamic and measurement relations has been studied for many decades. Yet the potenti [...]
English | 1990-03 | Working or Discussion Paper |
2.
This paper uses a flexible least squares (FLS) time-varying linear regression technique to investigate coefficient stability for the Goldfeld U.S. money demand model over [...]
English | 1989-07 | Working or Discussion Paper |
3.
Methods for forecasting turning points and future values of economic time series are developed which take account of a forecaster's loss structure. For example, it is fou [...]
English | 1988-01 | Working or Discussion Paper |
4.
Bayesian methods for specification analysis or diagnostic checking of the simultaneous equation model are formulated and applied in analysis of two models. In this work, [...]
English | 1988-01 | Working or Discussion Paper |
5.
An information-processing representation of statistical inference is formulated and utilized to derive an optimal information-processing rule. When particular input and o [...]
English | 1988-01 | Working or Discussion Paper |
6.
Bayesian and other procedures are developed and applied to forecast annual output growth rates for eighteen countries year by year for the period 1974-84. This work exten [...]
English | 1988-01 | Working or Discussion Paper |
7.
After presenting and discussing H. Feigl's definition of causality and the general properties of causal laws in science, an explanation of why research in the area of "ca [...]
English | 1988-01 | Working or Discussion Paper |
8.
This paper explores the issue of debt forgiveness in the case of Mexico during the periods 1971-75 and 1983-86. An attempt is made to contrast the real costs of foreign b [...]
English | 1987-11 | Working or Discussion Paper |
9.
This paper examines the procurement problem of a buyer who wishes to procure an object from a given number of firms under conditions of asymmetric information about firms [...]
English | 1987-08 | Working or Discussion Paper |
10.
This study involves an empirical analysis of the effect of social security wealth on wealth accumulation. My analysis takes as its point of departure a study by Feldstein [...]
English | 1987-07 | Working or Discussion Paper |