Search Results - subject:"Quantile regression"

Decomposing the household herding behavior in stock investment : the case of China

Tseng, Yung-Ching; Hsiao, I.-Fan; Wang, Guo-Chen - In: Econometrics : open access journal 13 (2025) 2, pp. 1-24

influencing factors. In other words, the issue must be studied alongside other factors. In this study, we adopt the quantile … regression model to comprehensively understand the herding effect’s influence on household investment in China, and the empirical …

Persistent link: https://www.econbiz.de/10015437106

Forecasting macroeconomic tail risk in real time : do textual data add value?

Adämmer, Philipp; Prüser, Jan; Schüssler, Rainer - In: International journal of forecasting 41 (2025) 1, pp. 307-320

Persistent link: https://www.econbiz.de/10015440319

A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market

Cornell, Cameron; Dinh, Nam Trong; Pourmousavi, S. Ali - In: International journal of forecasting 40 (2024) 4, pp. 1421-1437

Persistent link: https://www.econbiz.de/10015438421

African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk

Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015046944

No-crossing single-index quantile regression curve estimation

Jiang, Rong; Yu, Keming - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 309-320

Persistent link: https://www.econbiz.de/10014448153

Skill-biased employment and the stringency of environmental regulations in European countries

Fuinhas, José Alberto; Javed, Asif; Sciulli, Dario; … - 2025

, technicians, and manual workers across 21 European economies from 2008 to 2020. Using the Method of Moments Quantile Regression …

Persistent link: https://www.econbiz.de/10015209890

Does FX hedge mitigate the impact of exchange rate changes on credit risk? Evidence from a small open economy

Skufi, Lorena; Gersl, Adam - 2025

-by-bank dataset on lending to FX hedged and FX unhedged borrowers. Employing fixed effects and panel quantile regression, we analyze …

Persistent link: https://www.econbiz.de/10015361398

Exchange rate volatility, stock prices and returns in BRICS: The moderating effect of inflation with wavelength analysis

Umoru, David; Igbinovia, Beauty; Odegha, Benjamin - In: Economic Forum 15 (2025) 1, pp. 38-57

This study aimed to evaluate the conditional effect of exchange rate volatility on stock prices and returns in the emerging markets of BRICS nations. Using daily data from 1 January 2000 to 30 December 2023, wavelet and quantile analysis were conducted. The Markov-regime model was estimated for...

Persistent link: https://www.econbiz.de/10015408469

Daniel Kahneman's Underappreciated Last Published Paper: Empirical Implications for Benefit-Cost Analysis and a Chat Session Discussion with Bots

Capra, C. Monica; Kniesner, Thomas J. - 2025

Mellers as a facilitator. The empirical results use quantile regression to allow for measured income heterogeneity effects …

Persistent link: https://www.econbiz.de/10015409480

Belief Shocks and Implications of Expectations About Growth‐at‐Risk

Boeck, Maximilian; Pfarrhofer, Michael - In: Journal of Applied Econometrics 40 (2025) 3, pp. 341-348

This paper revisits the question of how shocks to expectations of market participants can cause business cycle fluctuations. We use a vector autoregression to estimate dynamic causal effects of belief shocks which are extracted from nowcast errors about output growth. In a first step, we...

Persistent link: https://www.econbiz.de/10015411071