Search Results - subject:"Dynamic Models"

Detecting and Predicting Economic Accelerations, Recessions, and Normal Growth Periods in Real-Time

Proaño, Christian R. - Institut für Makroökonomie und Konjunkturforschung … - 2013

The dichotomous characterization of the business cycle in recessions and expansions has been central in the literature over the last fifty years. However, there are various reasons to question the adequacy of this dichotomous approach for our understanding of business cycle dynamics, as well as...

Persistent link: https://www.econbiz.de/10010858920

On the Stationarity of Dynamic Conditional Correlation Models

Fermanian, Jean-David; Malongo, Hassan - Centre de Recherche en Économie et Statistique … - 2013

We provide conditions for the existence and the unicity of strictly stationary solutions of the usual Dynamic Conditional Correlation GARCH models (DCC-GARCH). The proof is based on Tweedie's (1988) criteria, after having rewritten DCC-GARCH models as nonlinear Markov chains. Moreover, we study...

Persistent link: https://www.econbiz.de/10010747002

Persistency of financial distress amongst Italian households: Evidence from dynamic models for binary panel data

Giarda, Elena - In: Journal of Banking & Finance 37 (2013) 9, pp. 3425-3434

persistent over time, using (random and fixed effects) dynamic models for binary panel data. The analysis exploits the …

Persistent link: https://www.econbiz.de/10010682612

Logic models: A useful way to study theories of evaluation practice?

Miller, Robin Lin - In: Evaluation and Program Planning 38 (2013) C, pp. 77-80

This paper comments on the papers in the special volume on logic modeling and evaluation theory. Logic modeling offers a potentially useful approach to learning about the assumptions, activities, and consequences described in an evaluation theory and may facilitate comparative analysis of...

Persistent link: https://www.econbiz.de/10010636559

Solution of continuous-time dynamic models with inequality constraints

Trimborn, Timo - In: Economics Letters 119 (2013) 3, pp. 299-301

I propose a simple method to compute the transition process in continuous-time dynamic equilibrium models with occasionally binding inequality constraints. By augmenting the dynamic system with an auxiliary variable standard algorithms are able to solve the extended dynamic system taking the...

Persistent link: https://www.econbiz.de/10010664109

Bayesian dynamic models for space–time point processes

Reis, Edna A.; Gamerman, Dani; Paez, Marina S.; … - In: Computational Statistics & Data Analysis 60 (2013) C, pp. 146-156

In this work we propose a model for the intensity of a space–time point process, specified by a sequence of spatial surfaces that evolve dynamically in time. This specification allows flexible structures for the components of the model, in order to handle temporal and spatial variations both...

Persistent link: https://www.econbiz.de/10010603413

Replenishment policies for warehouse systems under cyclic demand

Nilakantan, Kannan - In: International journal of business performance and … 5 (2013) 2, pp. 148-176

Persistent link: https://www.econbiz.de/10010125958

Persistency of financial distress amongst Italian households : evidence from dynamic models for binary panel data

Giarda, Elena - In: Journal of banking & finance 37 (2013) 9, pp. 3425-3434

Persistent link: https://www.econbiz.de/10010126409

On the stationarity of dynamic conditional correlation models

Fermanian, Jean-David; Malongo, Hassan - 2013

Persistent link: https://www.econbiz.de/10010342712

Studies in the Dynamics of Economic Systems

Giraud-Carrier, Christophe G.; Seppi, Kevin; Tran, Nghia; … - 2005

demonstrate how the analysis of simple dynamic models sheds light on important practical problems. The first problem considers the … dynamic models of economic phe-nomenon.Section II. highlights the first example, discussingrecent work in the design of a live … cases, simple dynamic models facilitateinsight into the nature of economic behavior. Althougheconomics and control have an …

Persistent link: https://www.econbiz.de/10009456232