2 papers
econ.EM2020
Revealing Cluster Structures Based on Mixed Sampling Frequencies
Yeonwoo Rho, Yun Liu, Hie Joo Ahn
This paper proposes a new linearized mixed data sampling (MIDAS) model and develops a framework to infer clusters in a panel regression with mixed frequency data. The linearized MI…
econ.GN2020
Dynamic Beveridge Curve Accounting
Hie Joo Ahn, Leland D. Crane
We develop a dynamic decomposition of the empirical Beveridge curve, i.e., the level of vacancies conditional on unemployment. Using a standard model, we show that three factors ca…