Search Results - subject:"Model based"

Examining the impact of market uncertainty on earnings forecasts: an empirical study from Egypt

Pasha, Rania; Wahba, Hayam; Lasheen, Hadia Y. - In: The Journal of Risk Finance 25 (2024) 5, pp. 774-791

and bias of analysts' earnings forecasts versus four model-based earnings forecasts. Design/methodology/approach The study … uncertainty significantly affects analysts’ earnings forecast accuracy and bias, while model-based earnings forecasts are less … affected. Furthermore, the Earnings Persistence and Residual Income model-based earnings were found to be superior in terms of …

Persistent link: https://www.econbiz.de/10015352425

Republic of Mozambique : technical assistance report : inflation targeting and model-based monetary policy analysis

Internationaler Währungsfonds - 2021

The purpose of the mission was to improve the understanding of the conduct of monetary policy in an inflation targeting (IT) central bank. During the September visit, the mission provided capacity building through daily morning seminars, giving an introduction to modern theory of monetary policy...

Persistent link: https://www.econbiz.de/10012516441

What drives inflation and how? : evidence from additivemixed models selected by cAIC

Baumann, Philipp F. M.; Rossi, Enzo; Volkmann, Alexander - 2021

Persistent link: https://www.econbiz.de/10012601829

A model-based strategy for developing sustainable cosmetics small and medium industries with system dynamics

Amrina, Uly; Hidayatno, Akhmad; Zagloel, Teuku Yuri M - In: Journal of Open Innovation: Technology, Market, and … 7 (2021) 4, pp. 1-21

with the transition process. This work therefore proposes a model-based strategy using system dynamics to assist managers …

Persistent link: https://www.econbiz.de/10014329484

A model-based strategy for developing sustainable cosmetics small and medium industries with system dynamics

Amrina, Uly; Hidayatno, Akhmad; Zagloel, Teuku Yuri M - In: Journal of open innovation : technology, market, and … 7 (2021) 4, pp. 1-21

with the transition process. This work therefore proposes a model-based strategy using system dynamics to assist managers …

Persistent link: https://www.econbiz.de/10012694920

A model-based runtime environment for adapting communication systems

Pfannemüller, Martin Anton - 2021

Persistent link: https://www.econbiz.de/10013163107

Designing a ship-generated waste management plan according to the model-based systems engineering approach

Deja, Agnieszka; Pietrusewicz, Krzysztof; Kaup, Magdalena; … - In: European research studies journal : ERSJ 24 (2021) 2B, pp. 538-554

Persistent link: https://www.econbiz.de/10012664239

Improving many volatility forecasts using cross-dectional volatility clusters

Coretto, Pietro; Rocca, Michele la; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 4/64, pp. 1-23

The inhomogeneity of the cross-sectional distribution of realized assets’ volatility is explored and used to build a novel class of GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models. The inhomogeneity of the cross-sectional distribution of realized volatility is captured...

Persistent link: https://www.econbiz.de/10012302505

Financial time series: methods and models

Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3

The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...

Persistent link: https://www.econbiz.de/10012304649

Causality in econometric modeling from theory to structural causal modeling

Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume J. - 2020

Persistent link: https://www.econbiz.de/10012271163