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Author:Swamy, P. A. V. B. 

Working Paper
Efficient computation of stochastic coefficients models
Swamy, P. A. V. B.; Chang, I-Lok; Hallahan, Charles (1990)
Finance and Economics Discussion Series , Paper 132

Discussion Paper
Finite sample properties of Theil's measure of multicollinearity effect
Swamy, P. A. V. B.; Mehta, J. S. (1987)
Special Studies Papers , Paper 225

Working Paper
Should fixed coefficients be reestimated every period for extrapolation?
Swamy, P. A. V. B.; Schinasi, Garry J. (1986)
This paper demonstrates that forecast accuracy is not necessarily improved when fixed coefficient models are sequentially reestimated, and used for prediction, after updating the database with the latest observation(s). This is at variance with the now popular method (see Meese and Rogoff (1983, 1985)) of sequentially reestimating fixed coefficient models for prediction as new data "rolls" in. It is argued that although "rolling" may minimize the variance of predictions for some classes of estimators, "rolling" does not necessarily yield accurate predictions (i.e., predictions that are ...
International Finance Discussion Papers , Paper 287

Working Paper
Effects of using dependent and independent differences in tests of random walk models against regression models
Swamy, P. A. V. B.; Mehta, J. S.; Chandrakantha, M. W. Leslie (1990)
Finance and Economics Discussion Series , Paper 129

Discussion Paper
Estimating distributed lag relationships using near-minimax procedures
Swamy, P. A. V. B.; Porter, Richard D.; Mehta, J. S.; Kashyap, Anil K. (1984)
Special Studies Papers , Paper 187

Working Paper
Co-integration: is it a property of the real world?
Swamy, P. A. V. B.; Mehta, J. S.; Von zur Muehlen, Peter (1989)
Finance and Economics Discussion Series , Paper 96

Working Paper
Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand
Swamy, P. A. V. B.; Tavlas, George S. (1990)
Finance and Economics Discussion Series , Paper 128

Discussion Paper
Further results on Zellner's minimum expected loss (MELO) and full information maximum likelihood estimators for undersized samples
Swamy, P. A. V. B.; Mehta, J. S. (1982)
Special Studies Papers , Paper 174

Working Paper
Random coefficient models: theory and applications
Swamy, P. A. V. B.; Tavlas, George S. (1993)
Finance and Economics Discussion Series , Paper 93-14

Working Paper
Exchange rate episodes and the passthrough of exchange rates to import prices
Swamy, P. A. V. B.; Thurman, Stephan S. (1993)
Finance and Economics Discussion Series , Paper 93-25

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Discussion Paper 31 items

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Mehta, J. S. 20 items

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