Browsing Norges Banks publikasjonsserier / Norges Bank publication series by Subject "JEL: C43"
Now showing items 1-3 of 3
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A Model of Bankruptcy Prediction
(Working Papers;10/2001, Working paper, 2001)In this thesis, a model of bankruptcy prediction conditional on financial statements is presented. Apart from giving a discussion on the suggested variables the issue of functional form is raised. The specification most ... -
Mixed Frequency Structural Models: Estimation, and Policy Analysis
(Working Papers;15/2013, Working paper, 2013)In this paper we show analytically, with simulation experiments and with actual data that a mismatch between the time scale of a DSGE model and that of the time series data used for its estimation generally creates ... -
Mixed Frequency Structural VARs
(Working Papers;1/2014, Working paper, 2014)A mismatch between the time scale of a structural VAR (SVAR) model and that of the time series data used for its estimation can have serious consequences for identification, estimation and interpretation of the impulse ...