Search Results - subject:"Autoregressive Models"

The role of covered bonds in explaining house price dynamics in Spain

Hejlová, Hana - 2015

This paper tries to explain different nature of the dynamics during the upward and downward part of the last house price cycle in Spain. Covered bonds are introduced as an instrument which may accelerate a house price boom, while it may also serve as a source of correction to overvalued house...

Persistent link: https://www.econbiz.de/10011289930

The role of housing sentiment in forecasting U.S. home sales growth : evidence from a Bayesian compressed vector autoregressive model

Gupta, Rangan; Lau, Chi Keung; Plakandaras, Vasilios; … - In: Economic research 32 (2019) 1,3, pp. 2554-2567

Persistent link: https://www.econbiz.de/10012584751

Long-term effects of corruption control and economic freedom on economic growth

Leite, Natanael Soares; Lucio, Francisco Germano Carvalho; … - In: Theoretical economics letters 9 (2019) 8, pp. 2965-2974

Persistent link: https://www.econbiz.de/10012214769

Wagner's law vs. Keynes' hypothesis in very different countries (Armenia and Spain)

Sedrakyan, Gohar Samvel; Varela-Candamio, Laura - In: Journal of policy modeling : JPMOD ; a social science … 41 (2019) 4, pp. 747-762

Persistent link: https://www.econbiz.de/10012170476

Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks

Castle, Jennifer - 2019

Persistent link: https://www.econbiz.de/10012170952

How does infrastructure investment affect macroeconomic performance? : evidence from Portugal

Pereira, Alfredo M.; Pereira, Rui Manuel Marvão - In: Journal of infrastructure development 11 (2019) 1/2, pp. 14-40

Persistent link: https://www.econbiz.de/10012160784

GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity

Liu, Xiaodong; Saraiva, Paulo - In: Econometric reviews 38 (2019) 4, pp. 359-385

Persistent link: https://www.econbiz.de/10012181305

Focused information criterion for locally misspecified vector autoregressive models

Lohmeyer, Jan; Palm, Franz C.; Reuvers, Hanno; Urbain, … - In: Econometric reviews 38 (2019) 7, pp. 763-792

Persistent link: https://www.econbiz.de/10012181357

Forecasting hotel demand uncertainty using time series Bayesian VAR models

Ampountolas, Apostolos - In: Tourism economics : the business and finance of tourism … 25 (2019) 5, pp. 734-756

Persistent link: https://www.econbiz.de/10012182109

The global effects of productivity gains in Asian emerging economies

Taya Dumrongrittikul; Anderson, Heather M.; Vahid, Farshid - In: Economic modelling 83 (2019), pp. 127-140

Persistent link: https://www.econbiz.de/10012205581

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