Search Results - subject:"Model."

Implementing yield curve control measures into the CNB core forecasting model

Brázdik, František; Musil, Karel; Tvrz, Stanislav - 2023

Persistent link: https://www.econbiz.de/10014339953

Forecasting global temperatures by exploiting cointegration with radiative forcing

Benati, Luca - 2023

evidence suggests that previous cointegration-based studies of climate change suffer from model mis-specification. …

Persistent link: https://www.econbiz.de/10014303938

Dynamic Econometrics : Models and Applications

Bismans, Francis; Damette, Olivier - 2025

1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non …-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non …-Stationary Panels -- 10. The Binary Qualitative Model. …

Persistent link: https://www.econbiz.de/10015206755

Building a baseline to better integrate air passenger and air freight transport into a global Computable General Equilibrium (CGE) model

Norman-López, Ana; Garaffa, Rafael; Wójtowicz, Krzysztof - In: Economic systems research 36 (2024) 4, pp. 651-674

Persistent link: https://www.econbiz.de/10015197399

Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models

Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006

Persistent link: https://www.econbiz.de/10015178466

Economic implications of the Nationally Determined Contribution (NDC) of Vietnam : a CGE analysis with capital- energy substitution elasticities estimated using firm-level data

Nguyen, Duy Chinh; Ko, Jong-Hwan - In: Journal of international trade & commerce 20 (2024) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10015323531

Food standards: modeling regulatory changes in trade impact assessments : simulations with an extended structuralist computable general equilibrium (CGE) model

Von Arnim, Rudiger; Tröster, Bernhard; Raza, Werner - 2024

between the EU and the USA are estimated, using the ÖFSE Global Trade Model. The results show that the cost savings for … zwischen der EU und den USA mithilfe des "ÖFSE Global Trade Model" exemplarisch abgeschätzt. Die Ergebnisse zeigen, dass die …

Persistent link: https://www.econbiz.de/10015205438

Fast and order-invariant inference in Bayesian VARs with nonparametric shocks

Huber, Florian; Koop, Gary - In: Journal of applied econometrics 39 (2024) 7, pp. 1301-1320

Persistent link: https://www.econbiz.de/10015156859

Economic impact of further US tariff hikes

Kawasaki, Kenichi - 2024

Persistent link: https://www.econbiz.de/10015144149

Does capital efficiency influence economic growth in Bangladesh? : application of the Harrod-Domar model

Sakib-Bin-Amin; Samia, Bismi Iqbal; Khan, Farhan - 2024

Bangladesh using the Harrod-Domar (H-D) model. Design/methodology/approach We use annual data from 1980 to 2019 for this paper … growth when the model is extended. Finally, causality results indicate unidirectional causality between ICOR and economic …. Originality/value This is the first paper to analyse the economic growth pattern of Bangladesh using the traditional H-D model by …

Persistent link: https://www.econbiz.de/10015130666