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  • Search: subject:"Dynamic regression"
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Year of publication
Subject
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Regression analysis 13 Regressionsanalyse 13 dynamic regression 10 South Africa 6 Südafrika 6 Theorie 6 Theory 6 Dynamic regression 5 Estimation 5 OECD countries 5 Schätzung 5 privatization 5 Geldpolitik 4 Markov-switching dynamic regression (MSDR) 4 Monetary policy 4 Time series analysis 4 Zeitreihenanalyse 4 economic growth 4 COVID-19 3 Economic growth 3 Finanzpolitik 3 Fiscal policy 3 Forecasting model 3 Markov chain 3 Markov-Kette 3 Markov-switching dynamic regression model 3 Prognoseverfahren 3 VAR model 3 VAR-Modell 3 Wirtschaftswachstum 3 cyclical adjusted primary balance (CAPB) 3 expectations channel 3 fiscal consolidation 3 product market regulation 3 quantitative easing monetary policy 3 : product market regulation 2 Bayesian VAR model 2 Big data 2 Business cycle 2 Categories of vehicles 2
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Online availability
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Free 32 CC license 9
Type of publication
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Article 21 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Article 5 Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 research-article 1
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Language
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English 27 Undetermined 5
Author
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Buthelezi, Eugene Msizi 8 Petrarca, Ilaria 5 Ricciuti, Roberto 5 Acedo, Francisco J. 2 Adhikari, Tamanna 2 Aguilar-Caro, Rocio 2 Agustí-Perez, María 2 Boj, Eva 2 Castañer, Anna 2 Claramunt, Maria Mercè 2 Costa, Teresa 2 Cousin, Areski 2 Galán, José Luis 2 Greyling, Talita 2 Moudiki, Thierry 2 Nyatanga, Phocenah 2 Planchet, Frédéric 2 Roch, Oriol 2 Rossouw, Stephanie 2 Tsuji, Chikashi 2 Apergēs, Nikolaos 1 BAUWENS, Luc 1 Baillie, Richard 1 Bessler, David A 1 Carrillo-Hidalgo, Isabel 1 Casado-Montilla, Jairo 1 Choi, Chi-Young 1 Delgado, Miguel A. 1 Diebold, Francis X. 1 Durán-Román, José Luis 1 Hsu, Yu-Chin 1 Hu, Ling 1 Huber, Florian 1 KOROBILIS, Dimitris 1 Kapetanios, George 1 Kastner, Gregor 1 Kim, Kun Ho 1 Ogaki, Masao 1 Pfarrhofer, Michael 1 Pulido-Fernández, Juan Ignacio 1
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Institution
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Dipartimento di Scienze Economiche, Facoltà di Economia 2 CESifo 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Departamento de Economía, Universidad Carlos III de Madrid 1 University of Rochester - Center for Economic Research (RCER) 1
Published in...
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Cogent Economics & Finance 3 Cogent economics & finance 3 Economies : open access journal 3 Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 2 Agricultural Economics Research 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 CORE Discussion Papers 1 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1 Economics and Business Letters : EBL 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Estudios de Economía 1 Estudios de economía 1 Financial innovation : FIN 1 GLO Discussion Paper 1 GLO discussion paper 1 Journal of Economics and Financial Analysis 1 Management Decision 1 Management decision 1 Quantitative economics : QE ; journal of the Econometric Society 1 RCER Working Papers 1 Risks 1 Risks : open access journal 1 Working papers / Penn Institute for Economic Research 1
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Source
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ECONIS (ZBW) 17 EconStor 7 RePEc 7 Other ZBW resources 1
Showing 1 - 10 of 32
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Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
Huber, Florian; Kastner, Gregor; Pfarrhofer, Michael - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 535-553
Persistent link: https://www.econbiz.de/10015193830
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Dynamic regression discontinuity under treatment effect heterogeneity
Hsu, Yu-Chin; Shen, Shu - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 1035-1064
Regression discontinuity is a popular tool for analyzing economic policies or treatment interventions. This research extends the classic static RD model to a dynamic framework, where observations are eligible for repeated RD events and, therefore, treatments. Such dynamics often complicate the...
Persistent link: https://www.econbiz.de/10015190090
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Dynamic resource management and slack resources
Agustí-Perez, María; Aguilar-Caro, Rocio; Galán, … - In: Management decision 62 (2024) 13, pp. 223-242
Persistent link: https://www.econbiz.de/10015197601
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Dynamic resource management and slack resources
Agustí-Perez, María; Aguilar-Caro, Rocio; Galán, … - In: Management Decision 62 (2024) 13, pp. 223-242
Purpose Organisational slack has been widely considered in strategic management, but there is a gap in understanding the process of accumulation and application of slack resources. From a dynamic perspective and over an extended period of time, this paper analyses the management of slack...
Persistent link: https://www.econbiz.de/10015353537
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Impact of government expenditure on economic growth in different states in South Africa
Buthelezi, Eugene Msizi - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-17
(VEC) and Markov-switching dynamic regression with the data from 1994 to 2021. The significance of the paper is that it …
Persistent link: https://www.econbiz.de/10015074918
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Impact of fiscal consolidation in different states of domestic government debt in South Africa 1979 to 2022
Buthelezi, Eugene Msizi; Nyatanga, Phocenah - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-19
Africa. The government budget constraint theoretical framework and Markov-switching dynamic regression (MSDR) from 1979 to …
Persistent link: https://www.econbiz.de/10015074989
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Cover Image
Impact of government expenditure on economic growth in different states in South Africa
Buthelezi, Eugene Msizi - In: Cogent economics & finance 11 (2023) 1, pp. 1-17
(VEC) and Markov-switching dynamic regression with the data from 1994 to 2021. The significance of the paper is that it …
Persistent link: https://www.econbiz.de/10014500814
Saved in:
Cover Image
Impact of fiscal consolidation in different states of domestic government debt in South Africa 1979 to 2022
Buthelezi, Eugene Msizi; Nyatanga, Phocenah - In: Cogent economics & finance 11 (2023) 2, pp. 1-19
Africa. The government budget constraint theoretical framework and Markov-switching dynamic regression (MSDR) from 1979 to …
Persistent link: https://www.econbiz.de/10014501064
Saved in:
Cover Image
Impact of money supply in different states of inflation and economic growth in South Africa
Buthelezi, Eugene Msizi - In: Economies : open access journal 11 (2023) 2, pp. 1-22
-switching dynamic regression (MSDRM) and time-varying parameter structural vector autoregression (TVP-VAR) are used in this paper. The …
Persistent link: https://www.econbiz.de/10014230763
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COVID-19 and tourism sector stock price in Spain : medium-term relationship through dynamic regression models
Carrillo-Hidalgo, Isabel; Pulido-Fernández, Juan Ignacio; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-24
, thereby improving the response to the crisis by policymakers and investors. Accordingly, a dynamic regression model was …
Persistent link: https://www.econbiz.de/10014288905
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