Search Results - subject:"Predictive Power"

Disentangling the predictive power of term spreads under inflation targeting

Lee, Jiyoung - In: International economic journal 29 (2015) 3, pp. 419-450

Persistent link: https://www.econbiz.de/10011341826

On the predictive power of Klein

Coutiño, Alfredo - In: Estudios de economía aplicada : revista promovida por … 33 (2015) 2, pp. 385-392

Persistent link: https://www.econbiz.de/10011592544

How good is a model based on bibliometric indicators in predicting the final decisions made by peers?

Vieira, Elizabeth S.; Cabral, José A.S.; Gomes, José … - In: Journal of Informetrics 8 (2014) 2, pp. 390-405

This paper shows how bibliometric models can be used to assist peers in selecting candidates for academic openings.

Persistent link: https://www.econbiz.de/10010795156

Enhancing the local power of IVX-based tests in predictive regressions

Demetrescu, Matei - In: Economics Letters 124 (2014) 2, pp. 269-273

IVX estimation is used increasingly often in predictive regressions with regressors of unknown persistence. While not exhibiting the second-order bias the OLS estimator has in this setup, IVX estimators have reduced rates of convergence when the regressors are highly persistent. The reduced...

Persistent link: https://www.econbiz.de/10010933300

Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices

Degiannakis, Stavros; Kiohos, Apostolos - In: Journal of Economic Studies 41 (2014) 2, pp. 216-216

Purpose – The Basel Committee regulations require the estimation of value-at-risk (VaR) at 99 percent confidence level for a ten-trading-day-ahead forecasting horizon. The paper provides a multivariate modelling framework for multi-period VaR estimates for leptokurtic and asymmetrically...

Persistent link: https://www.econbiz.de/10010750261

Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices

Degiannakis, Stavros; Kiohos, Apostolos - In: Journal of Economic Studies 41 (2014) 2, pp. 216-232

Persistent link: https://www.econbiz.de/10014864301

Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices

Degiannakis, Stavros; Kiohos, Apostolos - In: Journal of economic studies 41 (2014) 2, pp. 216-232

Persistent link: https://www.econbiz.de/10010259271

Who should be the respondent? : comparing predictive powers between managers' and employees' responses in measuring high-performance work systems practices

Choi, Jang-ho - In: The international journal of human resource management 25 (2014) 19, pp. 2667-2680

Persistent link: https://www.econbiz.de/10010416158

Enhancing the local power of IVX-based tests in predictive regressions

Demetrescu, Matei - In: Economics letters 124 (2014) 2, pp. 269-273

Persistent link: https://www.econbiz.de/10010493640

Predicting 30-day all-cause hospital readmissions

Shulan, Mollie; Gao, Kelly; Moore, Crystal - In: Health Care Management Science 16 (2013) 2, pp. 167-175

to assess the predictive power of different independent variables. Our model reached the highest predicting ability (c … variables, prior utilization and Diagnosis-related Group (DRG) all have limited predictive power; more sophisticated patient …

Persistent link: https://www.econbiz.de/10010988333