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Score-driven Markov-switching EGARCH models : an application to systematic risk analysis

Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060

Persistent link: https://www.econbiz.de/10012063386

People skills : building analytics decision models that managers use : a change management perspective

Levasseur, Robert E. - In: Interfaces : the INFORMS journal on the practice of … 45 (2015) 4, pp. 363-364

Persistent link: https://www.econbiz.de/10011313074

Analysing monetary policy's transmission mechanisms through effective and expected interest rates: an application of MS-models, Bayesian VAR and cointegration approaches for Brazil

Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International Journal of Monetary Economics and Finance 7 (2014) 1, pp. 1-12

output activity and price changes. Moreover, the MS-models show that these empirical relationships are more significant under …

Persistent link: https://www.econbiz.de/10010797724

Analysing monetary policy's transmission mechanisms through effective and expected interest rates : an application of MS-models, Bayesian VAR and cointegration approaches for Brazi...

Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International journal of monetary economics and finance 7 (2014) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010531300

Research advances in environmentally and socially sustainable operations

Tang, Christopher S.; Zhou, Sean - In: European Journal of Operational Research 223 (2012) 3, pp. 585-594

Consumers and governments are pressuring firms to strike a balance between profitability and sustainability. However, this balance can only be maintained in the long run if the firm can take a holistic approach to sustain the financial flow (profit), resource flow (planet) and development flow...

Persistent link: https://www.econbiz.de/10010580820

The Econometric Analysis of Microscopic Simulation Models

Li, Youwei; Donkers, Bas - Society for Computational Economics - SCE - 2004

This paper studies how to compare different microscopic simulation (MS) models and how to compare a MS model with real … both the case of comparing two different MS models and of comparing a MS model with real world …

Persistent link: https://www.econbiz.de/10005706521