Search Results - subject:"Model."

Can government expenditure help reconstruct the Syrian economy in the post-conflict period? : evidence from the SVAR and nonlinear ARDL models

Mrabet, Zouhair; Alsamara, Mouyad; Mimouni, Karim; … - In: Applied economics 55 (2023) 56, pp. 6661-6675

Persistent link: https://www.econbiz.de/10014382723

Forecasting intraday financial time series with sieve bootstrapping and dynamic updating

Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988

Persistent link: https://www.econbiz.de/10014432826

A Korea-Kenya free trade agreement and its economic impact : a computable general equilibrium approach$dGeoffrey Musyoki Kitetua, Jong-Hwan Kob, Esambe Sone

Kitetua, Geoffrey Musyoki; Kob, Jong-Hwan; Sone, Esambe - In: Journal of international trade & commerce 19 (2023) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015211370

How justified is abandoning money from monetary policy? : evidence from dynamically simulated ARDL

Adil, Masudul Hasan; Hatekar, Neeraj R. - In: Cogent economics & finance 11 (2023) 1, pp. 1-20

The stable money demand function is a crucial policy tool of the monetary policy of any central bank, which links the monetary sector of an economy to its real sector. Notably, after the global financial crisis of 2007-08, the role of money has come to be envisaged as an essential issue while...

Persistent link: https://www.econbiz.de/10014500858

Assessing the impacts of climate change on women's poverty : a Bolivian case study

Escalante, Luis Enrique; Maisonnave, Hélène - In: Journal of international development : the journal of … 35 (2023) 5, pp. 884-896

Persistent link: https://www.econbiz.de/10014336710

Supervised Learning for Integrated Forecasting and Inventory Control

Haar, Joost F. van der; Wellens, Arnoud P.; Boute, Robert N. - 2023

We explore using supervised learning with custom loss functions for multi-period inventory problems with feature-driven demand. This method directly considers feature information such as promotions and trends to make periodic order decisions, does not require distributional assumptions on...

Persistent link: https://www.econbiz.de/10014345087

Wages and income impacts of a liberal migration policy : an experimental study

Mit'ková, Veronika; Kralova, Sona - In: Naše gospodarstvo : NG 69 (2023) 4, pp. 38-50

This article investigates the impact of a liberal migration policy that increases labour quotas by 5% on wages and income of residents, native migrants, and new migrants. The article focuses on the impact of migration in 21 areas, with particular attention given to Slovakia and Germany. It is...

Persistent link: https://www.econbiz.de/10014476563

Nonlinear modeling of mortality data and its implications for longevity bond pricing

Li, Huijing; Rui, Zhou; Ji, Min - In: Risks : open access journal 11 (2023) 12, pp. 1-25

caused significant financial stress to pension plan sponsors and annuity providers. The widely recognized Lee-Carter model … often assumes linearity in its period effect as an integral part of the model. Nevertheless, deviation from linearity has …-series models: threshold autoregressive model, Markov switching model, structural change model, and generalized autoregressive …

Persistent link: https://www.econbiz.de/10014446511

Modeling dynamic correlation and volatility of the Visegrad Group fuel markets

Krawiec, Monika; Borkowski, Bolesław; Shachmurove, Yochanan - In: Contemporary economics 17 (2023) 4, pp. 424-442

The paper focuses on investigating the correlation and volatility of fuel markets in four countries of the Visegrad region, namely Hungary, the Czech Republic, Poland, and Slovakia. The primary objective of the paper is to explore regional fuel markets and retail prices in these countries by...

Persistent link: https://www.econbiz.de/10014446868

Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models

Teymurzade, Sahil; Ślepaczuk, Robert - 2023

Persistent link: https://www.econbiz.de/10014448266