Obwohl - oder gerade weil - heute eine Vielzahl der bei einer statistischen Analyse notwendigen Berechnungen von Computern übernommen werden, ist das grundlegende Verständnis und die Kenntnis von Möglichkeiten und Grenzen statistischer Verfahren umso wichtiger. Dieses Buch trägt dazu im...

Im Text wird die Auffassung vertreten, daß die Beschreibung mit Statistik nur unter Einsatz der Mathematik und der EDV sinnvoll durchgeführt werden kann. Hieraus wird jedoch nicht abgeleitet, die entsprechende statistische Methodik weitgehend als mathematische Disziplin darzustelllen. Vielmehr...

Statistische Grundbegriffe -- Datenerhebung -- Datenaufbereitung -- Datenanalyse und -interpretation -- Häufigkeitsverteilungen -- Verhältnis- und Indexzahlen -- Zeitreihenanalyse -- Regressionsanalyse -- Korrelationsanalyse.

We examine the effects of aid on growth-- in cross-sectional and panel data--after correcting for the bias that aid typically goes to poorer countries, or to countries after poor performance. Even after this correction, we find little robust evidence of a positive (or negative) relationship...

This study investigates the relationship between uncertainty and investment using U.K. data at different levels of aggregation. Motivated by a comparative econometric analysis using a firm-level panel and aggregate time-series data, we analyze the implications of aggregating nonlinear...

The range control chart and the X bar control chart are the well known and the most popular tools for detecting out- of-control signals in the Statistical Quality Control (SQC). The control charts has shown his worth in the manufacturing industry. In this study we have applied the range and the...

To date, an operational measure of systemic risk capturing non-linear tail comovement between system-wide and individual bank returns has not yet been developed. This paper proposes an extension of the so-called CoVaR measure that captures the asymmetric response of the banking system to...

We examine the impact of banks’ exposure to market liquidity shocks through wholesale funding on their supply of credit during the financial crisis in the United States. We focus on mortgage lending to minimize the impact of confounding demand factors that could potentially be large when...

The main purpose of this paper is to construct a financial conditions index (FCI) for South Africa. The analysis extracts the index by applying two alternative approaches (principal component analysis and Kalman filter), which identify an unobservable common factor from a group of external and...