The study aims to research the correlation between unemployment and inflation in Sweden between March 2020 - November 2021 to provide further insight into the validity of the Phillips curve. Previous research has found a contradictive relationship between unemployment and inflation. In addition,...

Examining the energy consumer behavioral model is critical for national governments and academia. This endeavor seeks to uncover effective solutions amid the energy crisis and climate change challenges. This article delves into legislative developments within the energy sector, European...

Understanding the developments of atmospheric ethane is essential for better identifying the anthropogenic sources of methane, a major greenhouse gas with high global warming potential. While previous studies have focused on analyzing past trends in ethane and modeling the inter-annual...

Professional football clubs invest vast amounts of money in the recruitment of players. This article presents the latest advances in statistical modeling of the factors that market actors take into consideration to determine the transfer prices of professional football players. It extends to a...

This paper shifts studies on macroeconomic models from a national to a regional scope. Regions, indeed, often follow growth trajectories that dif- fer greatly from others within the same country. In this study we propose a macroeconometric model for 20 economies corresponding to the Italian...

To address climate change, the world needs deep decarbonization to achieve carbon neutrality (CN), which implies net-zero human-caused CO2 emissions in the atmosphere. This study used emission-side drivers, including socioeconomic and net primary productivity (NPP)-based factors, to determine...

There is an expected increase in the demand for electricity from households in European countries. The outcome of the growing proportion of renewable energy sources in the energy supply mix should result in improved customer awareness regarding their electricity usage. Additionally, they must...

This paper examines the spillover effects of bankruptcy by important tech industry banks-Silicon Valley Bank (SVB), Silvergate Bank, and Signature Bank-on the top 10 institutions in the MSCI Bank Index and the role that monetary policy by the US Federal Reserve (the Fed) played in this...

The study aims to research the correlation between unemployment and inflation in Sweden between March 2020 - November 2021 to provide further insight into the validity of the Phillips curve. Previous research has found a contradictive relationship between unemployment and inflation. In addition,...

The article compares ARMA, boosting, neural network models, GARCH and HAR models, and proposes a new efficient method for forecasting one day ahead of the realized volatility of financial series. The GARCH and HAR models are taken as comparable models, which showed the best results in Manevich...

We suggest a simple yet novel solution for fitting negatively valued functions in economic modeling and treating the econometric issues of estimation arising. To this end, we suggest representing complex arguments by simpler, more intuitive arguments in polar coordinates which, in turn, allow us...

The dominance of model-building in modern economics is far from a new finding. Marcel Boumans intends to separate himself from previous analyses by pursuing a specific focus, namely the development of a «separate methodology of models». To achieve this goal he focusses on the contributions by...

Fiscal policy stands as a crucial pillar of economic development through its economic financing function. The regulatory effects of fiscality have been shown to reduce the ripple effects of uncertainties on economic growth within the EU. Unlike the average European economy, the Romanian economy...

This study aims to evaluate the effects of selected key factors on health outcomes. Unfortunately, statistical reporting in this field is not harmonized, and in some countries it is completely absent. For this reason, valuable information for health determinant analysis may be lacking or...

Since the late 1960s, the rising volatility of financial markets in the US has troubled econometricians and bank managers alike. Both professions have found it increasingly difficult to forecast savings deposit flows. This article explores these challenges by focusing on two developments. First,...

Professional forecasters can rely on an econometric model to create their forecasts. It is usually unknown to what extent they adjust an econometric model-based forecast. In this paper we show, while making just two simple assumptions, that it is possible to estimate the persistence and variance...

"*Network Models in Finance: Expanding the Tools for Portfolio and Risk Management* explores the application of network theory to asset management, emphasizing how network-based methodologies can enhance portfolio and risk management. The book integrates quantitative modeling, causal...

Billions of euros are invested every year by professional football clubs for the recruitment of players. How do market actors decide prices? This paper presents an econometric model unveiling the key factors coming into play in determining fees on the transfer market for professional football...

Billions of euros are invested every year by professional football clubs for the recruitment of players. How do market actors decide prices? This paper presents an econometric model unveiling the key factors coming into play in determining fees on the transfer market for professional football...

We lay out a tractable model for fiscal and monetary policy analysis in a currency union, and analyze its implications for the optimal design of such policies. Monetary policy is conducted by a common central bank, which sets the interest rate for the union as a whole. Fiscal policy is...

We construct linear projections of macro variables conditional on hypothetical paths of monetary policy, using as an example an identified VAR model. Hypothetical policies are restricted to ones where both the policy intervention and its impacts are consistent with history -- otherwise the...

One of the most basic methods of technical analysis that is used in the practice of investment is the analysis of moving averages, usually calculated for exchange rates in a candlestick representation. The following paper proposes a new, state model, describing the process of trajectory changes...

This paper proposes a set of novel pricing factors for currency returns that are motivated by microstructure models. In so doing, we bring two strands of the exchange rate literature, namely market-microstructure and risk-based models, closer together. Our novel factors use order flow data to...

The paper provides an introductory guide for active managers that illustrates econometric techniques for alpha generation in active asset management. For modelling stock market returns three different model types are discussed: (i) fair value models that identify over- and undervaluations, (ii)...

This paper examines the behaviour of the demand for money in Greece during 1976:1-2000:4, a period that included many of the influences that cause money-demand instability. Two empirical methodologies, vector error correction (VEC) modelling and second-generation random coefficient (RC)...

We study the impact of regulations on the investment decisions of a defined benefits pension plan. We assess the influence of ex ante (preventive) and ex post (punitive) risk constraints on the gains to dynamic, as opposed to myopic, decision making. We find that preventive measures, such as...

This paper analyzes the effects of maternal time allocation between work, child care, and leisure and non-parental child care on a child's cognitive development. By using data for the US from the Panel Study of Income Dynamics, we estimate a model that takes into account the heterogeneity in a...