Search Results

Macroeconomic Variables and Stock Returns in Bangladesh: An Empirical Analysis in The Presence of Structural Breaks,
K.M. Zahidul Islam, Yeasmin Akter and MD. Nahid Alam, in Journal of Economic Development (2020)
Keywords: Stock Market, Macroeconomic Variables, Bangladesh, Structural Break, ARDL, Cointegration

Institutional Investors and Stock Return Synchronicity: Evidence from Market, Industry, and Firm-Specific Information,
Hsiu-I Ting and Ming-Chun Wang, in Journal of Economics and Management (2011)
Keywords: institutional investors, stock return synchronicity

DINÁMICA DEL VOLUMEN, INFORMACIÓN Y ESTRUCTURA DE PROPIEDAD,
Cristina Del Río and Rafael Santamaría, in Revista de Economia Aplicada (2010)
Keywords: inversores institucionales, autocorrelación del volumen, flujo de información.

Fama-French üç faktör varlık fiyatlama modelinin İMKB’de uygulanması,
M.Mete Doğanay, in Iktisat Isletme ve Finans (2006)
Keywords: varlık fiyatlama, fama-french modeli, sermaye piyasaları.

CHALLENGES OF THE COLOMBIAN BANKING SYSTEM IN ORDER TO IMPROVE THE FINANCIAL DEEPENING, RETOS DE LA BANCA COLOMBIANA PARA MEJORAR LA PROFUNDIZACION FINANCIERA,
Jose Rodrigo Catica Barbosa, Mercedes Parra Alviz and Oscar Hernan Lopez Montoya, in Revista Internacional Administracion & Finanzas (2014)
Keywords: Myths, Financial Deepening, Foreign Investment, Intermediation, Welfare

Assessing Bank Branch Growth Potential by Using Data Envelopment Analysis (in Persian),
Mohammad Hosein Pourkazemi, Eldar Sedaghat Parast and Hamed Zirak, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2017)

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

Access Price Cap Mechanisms and Industry Structure with Information Acquisition,
Francesca Stroffolini, in Rivista di Politica Economica (2009)
Keywords: access price cap mechanisms, integration, separation, information acquisition

INFLUENCIA DE LA COMUNICACIÓN EN LA IMPLEMENTACIÓN DE PROCESOS DE APRENDIZAJE,
Ma. Cruz Lozano Ramirez, in Revista Internacional Administracion & Finanzas (2010)
Keywords: training, communication, learning process

Competition, Comparative Performance, and Market Transparency,
Bruce I. Carlin, Shaun William Davies and Andrew Iannaccone, in American Economic Journal: Microeconomics (2012)

Rational Attention and Adaptive Coding: A Puzzle and a Solution,
Camillo Padoa-Schioppa and Aldo Rustichini, in American Economic Review (2014)

Persuasion: The Art of Changing Worldviews,
Simone Galperti, in American Economic Review (2019)

FREE RIDING AND INCENTIVES TO INVEST IN THE REPUTATION OF AN ANONYMOUS GROUP,
Dragan Filipovich, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2002)
Keywords: Group Reputation,s, Anonymity, and Random Matching

Information Design and Strategic Communication,
Daniel Krähmer, in American Economic Review: Insights (2021)

Bank Financing Strategies, Diversification by Certificates of Deposit, and Securitization,
M. Mokrane, from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1996)
Keywords: BANKS;FINANCIAL MARKET;INTERNATIONAL FINANCE;INFORMATION

FINANCIAL ANALYSIS FROM AN ACCOUNTING POINT OF VIEW,
Mihaela Ungureanu, in CES Working Papers (2013)
Keywords: stock analysis, financial diagnosis, information, performance, normalization Romania

Strategic Uniformed Traders,
L. Augier and M. Mokrane, from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1997)
Keywords: TRADE ; INFORMATION

Price impact of informed trades in the U.S. treasury markets,
Onem Ozocak, in Journal of Economic and Financial Studies (JEFS) (2015)
Keywords: Order imbalance; Probability of informed trading;Private information; Price impact of a trade.

Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución,
Paul Woolley, in Revista de Economía Institucional (2010)
Keywords: financial markets, principal-agent

Taking a Financial Position in Your Opponent in Litigation,
Albert H. Choi and Kathryn E. Spier, in American Economic Review (2018)

The financial information's vulnerability,
Horia Cristea, in Finante - provocarile viitorului (Finance - Challenges of the Future) (2009)
Keywords: financial information, vulnerability, users

METHODS OF ASSESSING THE EFFICIENCY OF INTERNET MARKETING COMMUNICATIONS,
Valentyn Halunko, Kseniia Kurkova and Vitalii Oksin, in Baltic Journal of Economic Studies (2018)
Keywords: Internet marketing communications, interactivity, marketing activities, media market, media budget, CPM models, audience selection algorithms, economic efficiency

Honesty via Choice-Matching,
Jakša Cvitanić, Dražen Prelec, Blake Riley and Benjamin Tereick, in American Economic Review: Insights (2019)

ASSESSMENT MODEL FOR PROFESSIONAL DEVELOPMENT WITH INTERNATIONAL PERSPECTIVE, MODELO DE EVALUACION PARA LA EDUCACION EMPRESARIAL CON VISION INTERNACIONAL,
Victor M. Mercader Pomaron, in Revista Global de Negocios (2017)
Keywords: Development, Education, Internationalization, Knowledge, Performance Variables, Individual and Organizational Behavior, Processes, Business Administration, Institutions, Organizations, Methodology, Ethics, Evaluation Model, Professionalism

Long-Run Growth of Financial Data Technology,
Maryam Farboodi and Laura Veldkamp, in American Economic Review (2020)

ANALYSIS AND EVALUATION OF STRATEGIC MANAGEMENT IN THE GREEK BANKING SECTOR BEFORE AND DURING THE ECONOMIC CRISIS, 2000-2015,
Triperina Panagiota, in Economics and Management (2018)
Keywords: Banks, Balkan countries, economic crisis, Greece

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)