Estimation of fractional dependent variables in dynamic panel data models with an application to firm dividend policy

Article Abstract:

A procedure for estimating fractional dependent variables in the presence of lagged dependent variables and unobserved effects is described. The neglect of dynamics, unobserved heterogeneity, or the dependent variableEs doubly censored nature leads to misleading conclusions.

Science & research, Dividends, Dividend Policy, Research, Usage, Measurement, Nonlinear functional analysis, Variables (Mathematics), Company dividends, Report

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Stock market downsizing and the stability of European monetary union money demand

Article Abstract:

Money demand in European Union after integrated monetary policy and its effects on region's stock markets is evaluated.

Europe, Analysis, European Union, Money demand, Stock markets, Stock market

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Market-based measures of monetary policy expectations

Article Abstract:

The accuracy of various financial market forecasting models in predicting federal monetary policies is examined.

Financial Forecasting, Forecasting, Business forecasting

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