Search Results

MODELLING OF TOURISM SERVICE DYNAMICS UNDER THE INFLUENCE OF ECONOMIC PATTERN OF SOCIETY,
Lesya Buyak and Kristina Lipyanina, in Baltic Journal of Economic Studies (2016)
Keywords: tourism, economic sociology, welfare and poverty, model construction and es-timation, dynamic treatment effect models.

A Reverse Engineered Pitch on Cremers et al. (2015), “Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns”,
Qingxia (Jenny) Wang, in Journal of Accounting and Management Information Systems (2018)
Keywords: Pitching research; template; reverse-engineering; cross-section; stock returns; jump risk; volatility risk

Determinants of the Government Bond Yield: Evidence from a Highly Euroised Small Open Economy,
Maja Mihelja ?aja, Drago Jakov?evi? and Lucija Vi?i?, in International Journal of Economic Sciences (2018)
Keywords: government bonds, macroeconomic fundamentals, structural changes, linear regression, The Republic of Croatia

Conditional Correlation on CEE Stock Markets,
Kralik Lóránd István, in Ovidius University Annals, Economic Sciences Series (2018)
Keywords: stock index returns, multivariate GARCH, conditional correlation, diagonal BEKK, financial crises

Capital Asset Pricing Model Using Fuzzy Data and Application for the Russian Stock Market,
A. Brychykova, in Journal of the New Economic Association (2019)
Keywords: fuzzy sets, fuzzy regression, capital asset pricing model, stock market

The Impact of Oil Price Uncertainty on Stock Returns in Gulf Countries,
Shabbir Ahmad, in International Journal of Energy Economics and Policy (2019)
Keywords: GCC, Stock markets, Oil price shocks, Impulse response function, Granger Causality test

Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?,
Vit Posta, in Czech Journal of Economics and Finance (Finance a uver) (2012)
Keywords: CAPM, CCAPM, multivariate GARCH-in-mean, risk premium, structural changes

Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta,
Werner Kristjanpoller Rodriguez and Carolina Liberona Maturana, in EconoQuantum, Revista de Economia y Finanzas (2010)
Keywords: CAPM, Reward Beta, Modelo tres Factores de Fama y French.

Inflation and Economic Growth: An Empirical Evidence of Bangladesh (1986-2016),
Khairul Kabir Sumon and Md. Sazib Miyan, in International Journal of Economics and Financial Issues (2017)
Keywords: Economic Growth, Inflation, Threshold Level Of Inflation, Co-Integration, Error Correction Model, Conditional Least Square

Structural Equation Modeling Applied to the Reaction to Stock Dividends and Stock Splits: integrating signaling, liquidity and optimal price level,
Kelmara Mendes Vieira and João Luiz Becker, in Brazilian Review of Finance (2011)
Keywords: stock dividend, stock splits, structural equations, signaling, liquidity, optimal price level

Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market,
Nidhi Malhotra and Saumya Gupta, in International Journal of Economics and Financial Issues (2019)
Keywords: Cryptocurrencies, Asian Equity Market, Volatility Spillovers, Dynamic Conditional Correlation

Brazilian Regulatory Interventions, Volatility and Contagion: A VIRF analysis,
Gabriel Godofredo Fiuza de Bragança, Marcelo de Sales Pessoa and Katia Rocha, in Brazilian Review of Finance (2014)
Keywords: Finance, Multivariate GARCH, Regulatory Risk, VIRF

Model Building with Multiple Dependent Variables and Constraints,
C. Tofallis, from University of Hertfordshire - Business Schoool (1998)
Keywords: MODELS

PRISMA' 98: Policy Research Instrument for Size-Aspects in Macro-Economic Analysis,
T. Kwaak, from NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM (1998)
Keywords: PROJECTIONS ; ECONOMETRICS ; TESTING

Maximizing the Number of Unused Bins,
M. Demange, J. Monnot and V.T. Paschos, from Université Panthéon-Sorbonne (Paris 1) (1999)
Keywords: BEHAVIOUR ; MATHEMATICAL ANALYSIS ; PROBABILITY

Application of Langevin Equation in Econometrics to the Interaction between the Exchange Rates of Japan and South Korea,
Takashi Obara, in Applied Econometrics and International Development (2003)

On Paul Cilliers' approach to complexity: post-structuralism versus model exclusivity,
Ragnar Van Der Merwe, in Interdisciplinary Description of Complex Systems - scientific journal (2021)
Keywords: Paul Cilliers, Jacques Derrida, complexity theory, post-structuralism, connectionism, neural networks

Analyse empirique des effets des réseaux de télémédecine sur les transferts de patients à l'aide d'un système panel avec auto-corrélation spatiale,
Abdelhak Nassiri and Nabil Nassiri, in Revue économique (2008)

Sensitivity Analysis for Sawing Cost Model Evaluation. A Review on an Iranian Stone Factory,
Reza Mikaeil, Hojjat Hosseinzadeh Gharehgheshlagh, Mohammad Ataei and Babak Sohrabian, in Academic Journal of Economic Studies (2020)
Keywords: Stone Sawing, Cost Model, Sensitivity Analysis, Diamond Disk Cost, Cost of Energy

Formulating a Stochastic Discounting Model with Actuarial and Risk Management Applications,
Constantinos T. Artikis, in SPOUDAI Journal of Economics and Business (2012)
Keywords: Stochastic Discounting; Risk Management; Model

Intervention of Japanese Monetary Authority in the Foreign Exchange Market,
T. Obara, in International Journal of Applied Econometrics and Quantitative Studies (2005)
Keywords: Intervention, Fokker-Planck equation, Langevin equation, exchange rate fluctuation

STATISTICAL MODELS USED IN PROJECT MANAGEMENT,
Georgeta-Narcisa Ciobotar, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: performance in scientific research, projects, performance indicators, statistical models based on indicators systems, performance evaluation.

Performance of a Random Number of Complex Systems in the Environment of a Random Number of Competing,
Constantinos T. Artikis, in European Research Studies Journal (2008)
Keywords: Performance, Risk, System, Information

Bernoulli Selecting Processes in Actuarial Decisions,
Constantinos T. Artikis, in European Research Studies Journal (2010)
Keywords: Actuarial Decision, Stochastic Model, Risk

Analýza vlivu cenových relací na objem exportu v České republice,
Václava Pánková, in Politická ekonomie (2003)
Keywords: econometric models and methods, export equations, seemingly unrelated regression

Estimation of the Sea State Bias in Radar Altimeter Measurements of Sea level: Results from A New Non-Parametric Method,
P. Gasapr and Jean-Pierre Florens, from Toulouse - GREMAQ (1997)
Keywords: ECONOMETRIE

Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie,
Catherine Doz and F. Lenglart, from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1998)
Keywords: EVALUATION ; MODELES ECONOMIQUES U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 9 2001 Nanterre CEDEX. 45p.

Profitability, balance sheet data, real options and the valuation of equity,
Ian Herbert, Yoshikatsu Shinozawa and Mark Tippett, in Journal of Financial Transformation (2008)
Keywords: cash flow; cost of capital; equity; real options

Modeling of Promising Interaction Between a Timber Industry Enterprise and a Commodity Exchange in Russia,
R.S. Rogulin, in Journal of Applied Economic Research (2020)
Keywords: supply chains; enterprise economics; forest exchange; data analysis; resource consumption rate; warehouse capacity

Least Orthogonal Distance Estimator and Total Least Square,
Alessia Naccarato, Davide Zurlo and Luciano Pieraccini, from University Library of Munich, Germany (2012)
Keywords: Least Orthogonal Distance Estimator, Simultaneous Equation Models, Total Least Square

Schumpeter´s Gale: Mixing and compartmentalization in Economics and Biology,
Thomas Friedrich and Wilhelm Köpper, from University Library of Munich, Germany (2013)
Keywords: ensemble; source; sink, superadditivity; subadditivity; Michaelis-Menten equation; mixing; compartmentalization

Būvnozares prognozēšanas modelis un tā izstrādāšanas metodika,
Valerijs Skribans, from University Library of Munich, Germany (2002)
Keywords: business developing, construction economy, dynamic simulation, econometric model, forecasting, market research and analysis

Construction industry forecasting model,
Valerijs Skribans, from University Library of Munich, Germany (2002)
Keywords: development, business, construction economy, dynamic simulation, econometric model, forecasting

Estimation of Okun Coefficient for Algeria,
Abdellah Kori Yahia, from University Library of Munich, Germany (2018)
Keywords: Dynamic Linear Models, Bayesian Techniques, Unemployment, Okun Coefficient, Simulation Techniques;

Estimating Okun’s Law for Malta,
Abdellah Kori Yahia, from University Library of Munich, Germany (2018)
Keywords: Dynamic Linear Models, Bayesian Techniques, Unemployment, Okun Coefficient, Simulation Techniques;

Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors,
Abdellah Kori Yahia, from University Library of Munich, Germany (2018)
Keywords: dynamic linear models, Bayesian techniques, unemployment, Okun coefficient, simulation techniques;

Financial Literacy in Urban India: A Case Study of Bohra Community in Mumbai,
Tirupati Basutkar, from University Library of Munich, Germany (2016)
Keywords: Financial Literacy, Bohra Community, Mumbai Metropolitan Region, Logistic Regression

AN ECONOMETRIC MODEL OF ROL-EUR REAL EXCHANGE RATE DETERMINATION,
Magdalena Radulescu, in Journal for Economic Forecasting (2005)
Keywords: econometric model, real exchange rate, foreign direct investments, real interest rate differential, external debt service, broad money, inflation differential, export-import ratio, real wage, real GDP, variation of the official gross foreign reserves

NEW TECHNIQUES APPLIED IN ECONOMICS. ARTIFICIAL NEURAL NETWORK,
Margareta Udrescu and Constantin Ilie, in Annals of Faculty of Economics (2009)
Keywords: artificial neural network, economics, simulate, artificial intelligence

Continuous Model Of The Movement Of Human Resources (After The Example Of The District Of Varna),
Yordan Petkov, in An Annual Book of University of Economics - Varna (2012)
Keywords: Movement Of Human Resources, District Of Varna, labour movement

Forecasting Models of Energy Demand for Electricity Market: A Literature Review,
Amel Graa, Ismail Ziane and Farid Benhamida, from International Institute of Social and Economic Sciences (2015)
Keywords: Forecasting approach, load demand, model section, electricity market, similar day method.

Construction of a New Keynesian DSGE Model ( Algeria's Monetary policy approach),
Saloua Chaouche and Rachid Toumache, from International Institute of Social and Economic Sciences (2017)
Keywords: New Keynesian DSGE model, Monetary policy, Calibration/estimation strategy, Taylor rule, Sticky prices, Sticky wages.

Inversión en infraestructura pública y crecimiento económico, evidencia para Chile,
Byron Idrovo, from University Library of Munich, Germany (2012)
Keywords: Infraestructura pública; cointegración; modelo de estado espacio; filtro de kalman

A Theory of Rigid Estremist and Flexible Moderates with an Empirical Application to the U.S. Congress,
Stephen Blomberg and Joseph Harrington, from Wellesley College - Department of Economics (1996)
Keywords: ECONOMIC MODELS;UNITED STATES

Collapsing the Complicated/Complex Distinction: It's Complexity all the Way Down,
Ragnar van der Merwe, in Interdisciplinary Description of Complex Systems - scientific journal (2023)
Keywords: complex systems, complexity theory, Stuart Kauffman, Sandra Mitchell, Edgar Morin

Are factor biases and substitution identifiable? The Canadian evidence,
Kenneth Stewart and Jiang Li, in Canadian Journal of Economics (2018)

A Method of Correcting for Omitted-Variables and Measurement-Errors Bias in Panel Data,
P.A.V.B. Swamy and I-Lok Chang, from Society for Computational Economics (2002)
Keywords: realities of econometric model building, random coefficient models, panel data models

PRODUCTIVITY, INFLATION, AND INVESTMENT: AN ANALYSIS OF CAUSALITY,
José Antonio Núñez and José Luis de la Cruz, from Econometric Society (2004)
Keywords: causality, constancy of rank

Asymptotics of non-linear lasso type estimators,
Mehmet Caner, from Econometric Society (2004)
Keywords: ridge regreesion,empirical process theory, weak instruments

The gap between macro and micro economic statistics: Estimation of the misreporting model using micro-data sets derived from the Consumer Expenditure Survey,
Thesia Garner and Atsushi Maki, from Econometric Society (2004)
Keywords: misreporting hypothesis, double hurdle model, underreporting

Macromodel of the Romanian market economy (version 2005),
Emilian Dobrescu, from University Library of Munich, Germany (2006)
Keywords: model, input-output analysis, econometric relationships, simulations

Dynamics of Exchange Rate Fluctuations between Yen and the US-Dollar,
T. Obara, in Applied Econometrics and International Development (2004)

Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency,
Jiti Gao, Vo Anh and Christopher Heyde, from University Library of Munich, Germany (2001)
Keywords: Asymptotic theory; fractional Riesz–Bessel motion; nonstationary process; long-range dependence; statistical estimation

Does inmigration have an impact on economic development and unemployment?. Empirical evidence from Finland(1981-2001),
M. Feridun, in International Journal of Applied Econometrics and Quantitative Studies (2004)
Keywords: Granger causality, economic development, immigration

Structural Change in Time Series of the Exchange Rates between Yen-Dollar and Yen-Euro in 2001-2004,
T. Obara, in International Journal of Applied Econometrics and Quantitative Studies (2004)
Keywords: structural change, Gram-Charlier expansion, exchange rates, skewness and kurtosis

Classical Business Cycles in America: Are National Business Cycles Synchronised?,
P. Mejia-Reyes, in International Journal of Applied Econometrics and Quantitative Studies (2004)
Keywords: Business cycle regimes, international synchronization, North America, South America

Developments in the analysis of spatial data,
Peter Robinson, from London School of Economics and Political Science, LSE Library (2008)

Does Inflation Harm Economic Growth in Jordan?. An Econometric Analysis for the Period 1970-2000,
Osama Sweidan, in International Journal of Applied Econometrics and Quantitative Studies (2004)
Keywords: Inflation, Economic Growth, Jordan, Arch Models

Selected Econometric Methods of Modelling the World’s Population,
Rzymowski Witold and Surowiec Agnieszka, in Econometrics. Advances in Applied Data Analysis (2018)
Keywords: nonlinear models, estimation, maximal relative error, population, forecast

Modeling the Stock Market Dynamics by Takagi–Sugeno Fuzzy Inference Systems,
Elena Mogilevich and Alexey Shvedov, in HSE Economic Journal (2017)
Keywords: fuzzy systems; stock market; regression; forecasting

On Wavelet Transform for Stock Price Modeling by Fuzzy Systems,
Anna Brychykova, Elena Mogilevich and Alexey Shvedov, in HSE Economic Journal (2019)
Keywords: fuzzy systems; wavelet transform; stock market; regression; soft switching

Subdynamics of financial data from fractional Fokker-Planck equation,
Joanna Janczura and Agnieszka Wyłomańska, from University Library of Munich, Germany (2009)
Keywords: subdiffusion, constant periods, fractional Fokker-Planck equation, stock prices

Impacto devaluatorio sobre las exportaciones e importaciones de Argentina,
Luis Frank, from University Library of Munich, Germany (2024)
Keywords: exchange rate, devaluation, Argentina

The Dynamics of Economic Growth and Unemployment in Major European Countries: Analysis of Okun´s Law,
Martin Zagler, in Applied Econometrics and International Development (2003)

Matching theory and data: Bayesian vector autoregression and dynamic stochastic general equilibrium models,
Alexander Kriwoluzky, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2008)
Keywords: Bayesian model estimation, vector autoregression, identification

A Dimension Reduction Approach to the Study of City Family-income Distributions Via Sliced Inverse Regression,
Y. Aragon, K.C. Li and Christine Thomas-Agnan, from Toulouse - GREMAQ (1996)
Keywords: ECONOMETRICS

Control variates for variance reduction in indirect inference: interest rate models in continuous time,
Giorgio Calzolari, Francesca Di Iorio and Gabriele Fiorentini, from University Library of Munich, Germany (1996)
Keywords: Monte Carlo; variance reduction techniques; control variates; indirect inference; discretization; short-term interest rate; stochastic equation

Alternative estimates of the Klein-I model,
Carlo Bianchi, Giorgio Calzolari and Paolo Corsi, from University Library of Munich, Germany (1981)
Keywords: Simulatenous equations; econometric model; Klein-I; estimation methods; 2SLS; 3SLS; FIML; LIVE; IIV; FIVE

Computational Economics: Help for the Underestimated Undergraduate,
Hans Amman, David Kendrick and Ruben Mercado, from Society for Computational Economics (2004)
Keywords: teaching computational economics

A threshold extension of spatial dynamic panel model with fixed effects,
Junyue Wu and Yasumasa Matsuda, in Journal of Spatial Econometrics (2021)
Keywords: Spatial dynamic panel data model, Short panel data, M-estimation, Fixed effect, Threshold extension

Simulation and Estimation of Nonaddative Hedonic Models,
James Heckman, Rosa Matzkin and Lars Nesheim, from National Bureau of Economic Research, Inc (2003)

Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models,
Christian Francq and Jean-Michel Zakoian, from University Library of Munich, Germany (2021)
Keywords: APARCH; Asymmetric Student-$t$ distribution; Beta-$t$-GARCH; Conditional heteroskedasticity; LAN in time series; Quadratic mean differentiability.

Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models,
Alexander Kriwoluzky, from European University Institute (2009)
Keywords: Bayesian Model Estimation, Vector Autoregression, Identification

Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning,
Anna Gottard and Giorgio Calzolari, from Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (2014)
Keywords: Binary data, Bradley Terry models, intractable likelihood, integrated nested Laplace approximation, non-hierarchical random effects models

Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case,
Yoosoon Chang and Eduardo Martinez-Chombo, from Rice University, Department of Economics (2003)

Structural Econometric Modeling: Rationales and Examples from Industrial Organization,
Peter C. Reiss and Frank A. Wolak, from Stanford University, Graduate School of Business (2003)

Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections,
Phoebe Koundouri, Nikolaos Kourogenis and Nikitas Pittis, from London School of Economics and Political Science, LSE Library (2016)
Keywords: stock returns; statistical model; explanatory model; scientific explanation; market efficiency; Brownian motion

Synthetic Estimation of Dynamic Panel Models When Either N or T or Both Are Not Large: Bias Decomposition in Systematic and Random Components,
Carolina Carbajal-De-Nova and Francisco Venegas-Martínez, from University Library of Munich, Germany (2019)
Keywords: panel data models; bias analysis; econometric modeling

Credit in a Random Matching Model with Private Information,
S. Aiyagari and Stephen Williamson, from University of Iowa, Department of Economics (1997)
Keywords: INFORMATION ; ECONOMIC MODELS

A Cross-Country Study on Okun's Law,
Leopold Soegner and Alfred Stiassny, from Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness (2000)
Keywords: Okun's Law; Time Variing Parameter Models

The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany,
E Davis and S. G. B. Henry, in IMF Staff Papers (1994)

Modelling dependence in a ratemaking procedure with multivariate Poisson regression models,
Lluís Bermudez and Dimitris Karlis, from Xarxa de Referència en Economia Aplicada (XREAP) (2010)
Keywords: Multivariate Poisson regression models, Zero-inflated models, Automobile insurance, MCMC inference, Gibbs sampling

Mixture of bivariate Poisson regression models with an application to insurance,
Lluís Bermúdez and Dimitris Karlis, from Xarxa de Referència en Economia Aplicada (XREAP) (2011)
Keywords: Zero-inflation, Overdispersion, EM algorithm, Automobile insurance, A priori ratemaking.

Coordination of Limited Commercial Return,
Jens Bengtsson, from Norwegian School of Economics, Department of Business and Management Science (2005)
Keywords: Commercial Return; supply chain; return options

The Replacement Principle in Economies with Indivisible Goods,
William Thomson, from University of Rochester - Center for Economic Research (RCER) (1995)
Keywords: ECONOMIC MODELS ; GOODS

Estimating Costs of Children from Micro-Unit Records: A New Procedure Applied to Australian Data,
William Griffiths and Maria Rebecca Valenzuela, from The University of Melbourne (2001)
Keywords: CHILDREN ; COSTS ; DEMAND ; ECONOMETRICS

Chaos in economics and finance,
Dominique Guegan, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009)
Keywords: Chaos theory; attractor; Economy; Finance; estimation theory; forecasting

On the existence of some skew normal stationary processes,
Marco Minozzo, from University of Verona, Department of Economics (2011)
Keywords: multivariate skew-normal distribution, autocorrelation function, spatial process, stationary process, geostatistics, generalized linear mixed model

Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy),
Marco Minozzo and Clarissa Ferrari, from University of Verona, Department of Economics (2011)
Keywords: Generalized linear mixed model, linear model of coregionalization, Markov chain Monte Carlo, Monte Carlo EM, spatial factor model

A hierarchical geostatistical factor model for multivariate Poisson count data,
Marco Minozzo and Clarissa Ferrari, from University of Verona, Department of Economics (2011)
Keywords: Generalized linear mixed model, Markov chain Monte Carlo, Model-based geostatistics, Monte Carlo EM, Multivariate geostatistics, Spatial prediction