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Browsing Research Articles (Economics) by Subject "Projection pursuit regression (PPR)"

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Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions

Gupta, Rangan; Majumdar, Anandamayee (Springer, 2014)

This paper, first, estimates the appropriate, log–log or semi-log, linear longrun money-demand relationship capturing the behavior US money demand over the period of 1980:Q1–2010:Q4, using the standard linear cointegration ...

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