tag:blogger.com,1999:blog-6837159629100463303.post464640197056586535..comments2023-06-18T01:25:08.748-07:00Comments on Information Transfer Economics: Distilling Fisher relationship dataJason Smithhttp://www.blogger.com/profile/12680061127040420047noreply@blogger.comBlogger7125tag:blogger.com,1999:blog-6837159629100463303.post-10907532931394630222014-09-19T09:45:44.631-07:002014-09-19T09:45:44.631-07:00Good luck out there -- the job market still seems ...Good luck out there -- the job market still seems pretty terrible.<br /><br />Noah Smith seems to think an economics PhD is a pretty good deal:<br /><br /><a href="http://noahpinionblog.blogspot.com/2013/05/if-you-get-phd-get-economics-phd.html" rel="nofollow">http://noahpinionblog.blogspot.com/2013/05/if-you-get-phd-get-economics-phd.html</a>Jason Smithhttps://www.blogger.com/profile/12680061127040420047noreply@blogger.comtag:blogger.com,1999:blog-6837159629100463303.post-61808394953098985152014-09-19T06:04:24.677-07:002014-09-19T06:04:24.677-07:00Tom - yup, though life/work has gotten in the way ...Tom - yup, though life/work has gotten in the way so I haven't done much on that front, other than religiously reading Jason's posts :) I'll probably have more time to focus on this stuff in the new year as I'm heading towards involuntary vacation (the firm I'm working for has just gone belly up... maybe I'll try my hand at grad school or something!).Karthikhttp://www.google.comnoreply@blogger.comtag:blogger.com,1999:blog-6837159629100463303.post-77363082057146740482014-09-17T10:23:12.521-07:002014-09-17T10:23:12.521-07:00I forgot to mention -- I smooth the NGDP and monet...I forgot to mention -- I smooth the NGDP and monetary base (MB and M0) inputs to the model equations P = P(NGDP, M0) and r = r(NGDP, MB or M0), not the result of the equations.Jason Smithhttps://www.blogger.com/profile/12680061127040420047noreply@blogger.comtag:blogger.com,1999:blog-6837159629100463303.post-38177752941775391892014-09-17T10:05:45.494-07:002014-09-17T10:05:45.494-07:00And here is the code
http://twitter.com/infotrane...And here is the code<br /><br /><a href="http://twitter.com/infotranecon/status/512285977767723008" rel="nofollow">http://twitter.com/infotranecon/status/512285977767723008</a>Jason Smithhttps://www.blogger.com/profile/12680061127040420047noreply@blogger.comtag:blogger.com,1999:blog-6837159629100463303.post-56622879547819267052014-09-17T10:00:37.025-07:002014-09-17T10:00:37.025-07:00Karthik -- I am using a local regression (LOESS) w...Karthik -- I am using a local regression (LOESS) with the traditional weight function:<br /><br /><a href="http://en.wikipedia.org/wiki/Local_regression" rel="nofollow">http://en.wikipedia.org/wiki/Local_regression</a><br /><br />Tom -- Yes, he's the one.Jason Smithhttps://www.blogger.com/profile/12680061127040420047noreply@blogger.comtag:blogger.com,1999:blog-6837159629100463303.post-32274940242402784562014-09-17T09:22:39.616-07:002014-09-17T09:22:39.616-07:00Karthik, are you the one who's been trying to ...Karthik, are you the one who's been trying to replicate Jason's results?Tom Brownhttp://www.google.comnoreply@blogger.comtag:blogger.com,1999:blog-6837159629100463303.post-48686782927172522432014-09-17T01:46:17.941-07:002014-09-17T01:46:17.941-07:00How exactly are you smoothing model inputs? Someth...How exactly are you smoothing model inputs? Something like an HP filter? Or is this just "shock removal" like in your last post..Karthikhttp://www.google.comnoreply@blogger.com