Search Results - subject:"Random Walk Model"

Experiment and modeling of exit-selecting behaviors during a building evacuation

Fang, Zhiming; Song, Weiguo; Zhang, Jun; Wu, Hao - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 4, pp. 815-824

biased random walk model, in which the preference of closer exit is achieved using the drift direction and the drift force …

Persistent link: https://www.econbiz.de/10010590174

An Empirical Investigation of Labor Income Processes

Guvenen, Fatih - In: Review of Economic Dynamics 12 (2009) 1, pp. 58-79

In this paper we reassess the evidence on labor income risk. There are two leading views on the nature of the income process in the current literature. The first view, which we call the "Restricted Income Profiles" (RIP) process, holds that individuals are subject to large and very persistent...

Persistent link: https://www.econbiz.de/10005091020

Statistically based quarterly earnings expectation models for nonseasonal firms

Lorek, Kenneth; Willinger, G.; Bathke, Allen - In: Review of Quantitative Finance and Accounting 31 (2008) 1, pp. 105-119

Persistent link: https://www.econbiz.de/10005701185

The Monetary Model of the Dollar-Yen Exchange Rate Determination: A Cointegration Approach

Islam, M. Faizul; Hasan, Mohammad S. - In: International Journal of Business and Economics 5 (2006) 2, pp. 129-145

This paper validates the monetary model in the determination of the dollar-yen exchange rate by applying cointegration methodology. Estimation results indicate a stationary relationship between the dollar-yen exchange rate and monetary models, with long-term causality flowing from monetary...

Persistent link: https://www.econbiz.de/10010837238

An Empirical Investigation of Labor Income Processes

Guvenen, Fatih - EconWPA - 2005

Persistent link: https://www.econbiz.de/10005126455

Bargaining and the Nature of War

Smith, Alastair; Stam, Allan C. - In: Journal of Conflict Resolution 48 (2004) 6, pp. 783-813

A model of bargaining embedded within a random-walk model of warfare is developed. The conflict model contains aspects …

Persistent link: https://www.econbiz.de/10010801777

A comparison of predictability of exchange rates between G7 and Asian developing countries: potential impact of government intervention

Su, Yuli; Yip, Yewmun - In: Global Business and Economics Review 3 (2001) 2, pp. 233-257

purged from the total out-sample period, none of the models examined here outperform the random walk model consistently or … across six G7 and six Asian developing countries. Our result shows that in terms of prediction accuracy, the random walk … model performs poorly for three Asian developing countries, namely, Indonesia, Korea and Malaysia, but it fares well for the …

Persistent link: https://www.econbiz.de/10010669018

Detrended fluctuation analysis of time series of a firing fusimotor neuron

Blesić, S.; Milošević, S.; Stratimirović, Dj.; … - In: Physica A: Statistical Mechanics and its Applications 268 (1999) 3, pp. 275-282

detrended fluctuation analysis that is a modification of the random walk model analysis. Thus, we have found evidence for the …

Persistent link: https://www.econbiz.de/10011064677

Time-varying Parameters of Inflation Model in Nepal: State Space Modeling

T.P. Koirala Ph.D. - Nepal Rastra Bank

This paper attempts to investigate the stability of time-varying parameters of the random walk model of inflation in … analysis. Applying the Kalman Filter technique for the estimation of coefficients of random walk model, we found non …

Persistent link: https://www.econbiz.de/10010729100

Dependence in commodity prices

Peterson, Richard Lewis - In: The journal of futures markets 12 (1992) 4, pp. 429-446

Persistent link: https://www.econbiz.de/10001128525