Search Results - subject:"Error correction models"

Housing and credit cycles in Ireland$gFarah Mugrabi & Gerhard Rünstler

Mugrabi, Farah; Rünstler, Gerhard - 2025

Persistent link: https://www.econbiz.de/10015481387

Sparse time-varying parameter VECMs with an application to modeling electricity prices

Hauzenberger, Niko; Pfarrhofer, Michael; Rossini, Luca - In: International journal of forecasting 41 (2025) 1, pp. 361-376

Persistent link: https://www.econbiz.de/10015440327

Engle-Granger representation in spatial and spatio-temporal models

Bhattacharjee, Arnab; Ditzen, Jan; Holly, Sean - 2024

and dynamics as error correction models. This requires potentially two different processes for modelling spatial (or …

Persistent link: https://www.econbiz.de/10015066214

The causal nexus between corruption and FDI inflows: Evidence from five Latin American countries

Darrat, Mohamad A.; Darrat, Mahmoud A.; Darrat, Aadel A.; … - In: Journal of Business and Economic Studies (JBES) 28 (2024) 1, pp. 70-87

prior empirical studies that use correlation-based standard regressions, we employ dynamic cointegrated error-correction … models to uncover the directions of Granger- causality between corruption and FDI inflows. The evidence is overwhelmingly …

Persistent link: https://www.econbiz.de/10015555281

Engle-granger representation in spatial and spatio-temporal models

Bhattacharjee, Arnab; Ditzen, Jan; Holly, Sean - 2024

Persistent link: https://www.econbiz.de/10015470628

Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration

Danilo, Lorette; Jamhamed, Fayssal; Martin, Franck - 2024

Persistent link: https://www.econbiz.de/10015133218

The causal nexus between corruption and FDI inflows : evidence from five Latin American countries

Darrat, Mohamad A.; Darrat, Mahmoud A.; Darrat, Aadel A.; … - In: The journal of business and economic studies 28 (2024) 1, pp. 70-87

Persistent link: https://www.econbiz.de/10014633834

Engle-Granger representation in spatial and spatio-temporal models

Bhattacharjee, Arnab; Ditzen, Jan; Holly, Sean - 2024

and dynamics as error correction models. This requires potentially two different processes for modelling spatial (or …

Persistent link: https://www.econbiz.de/10015062152

Construction d'intervalles de confiance et relecture du passé avec le modèle Mésange

Bourgeois, Alexandre; Favetto, Benjamin - 2024

Persistent link: https://www.econbiz.de/10014525894

A non-normal framework for price discovery: The Independent Component based Information Shares measure

Zema, Sebastiano Michele - 2023

I propose a new measure of price discovery, which I will refer to as the Independent Component based Information Share (IC-IS). This measure constitutes a variant of the widespread Information Share, with the main difference being it does not suffer the same identification issues. Under the...

Persistent link: https://www.econbiz.de/10014541819