Search Results - subject:"STATIONARITY"

The pyrogeography of sub-Saharan Africa: a study of the spatial non-stationarity of fire–environment relationships using GWR

Sá, Ana; Pereira, José; Charlton, Martin; Mota, Bernardo - In: Journal of Geographical Systems 13 (2011) 3, pp. 227-248

Persistent link: https://www.econbiz.de/10009327586

CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS

LIU, YONGCHAO; LIN, GUI-HUA - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 06, pp. 755-771

Regularization method proposed by Scholtes (2011) has been a recognized approach for deterministic mathematical programs with complementarity constraints (MPCC). Meng and Xu (2006) applied the approach coupled with Monte Carlo techniques to solve a class of one stage stochastic MPCC and...

Persistent link: https://www.econbiz.de/10009395540

Testing the law of one price in food markets: evidence for Colombia using disaggregated data

Iregui, Ana; Otero, Jesús - In: Empirical Economics 40 (2011) 2, pp. 269-284

Persistent link: https://www.econbiz.de/10008925370

Exploring the big jump in the Spanish unemployment rate: Evidence on an 'added-worker' effect

Congregado, Emilio; Golpe, Antonio A.; van Stel, André - In: Economic Modelling 28 (2011) 3, pp. 1099-1105

Spain is destroying more jobs than any other European country. In the third quarter of 2009, the unemployment rate stood at 17.9%, the second-highest rate in the 27-nation EU and the highest rate in the euro area (EA-16). The exponential growth of the Spanish unemployment rate is the by-product...

Persistent link: https://www.econbiz.de/10008868236

Non-stationary partition modeling of geostatistical data for malaria risk mapping

Gosoniu, Laura; Vounatsou, Penelope - In: Journal of Applied Statistics 38 (2011) 1, pp. 3-13

The most common assumption in geostatistical modeling of malaria is stationarity, that is spatial correlation is a … influence geographical dependence in malaria transmission differently at different locations, introducing non-stationarity … covariate effects and the predictions. In this paper, a model based on random Voronoi tessellation that takes into account non-stationarity …

Persistent link: https://www.econbiz.de/10008773825

PURCHASING POWER PARITY INFLUENCE ON REAL EXCHANGE RATE BEHAVIOR IN ROMANIA

Ghiba, Nicolae - In: CES Working Papers 3(4) (2011) December, pp. 524-536

-Fuller and Phillips-Perron stationarity tests in order to check real exchange deviations from PPP. Also, we investigate the … euro area. The main conclusions of this research highlight that PPP doesn’t holds; real exchange rate stationarity tests … doest not confirm the stationarity, thus between the aforementioned three variables it doesn’t exists any equilibrium …

Persistent link: https://www.econbiz.de/10010698082

A Non-Stationary Perspective on the Euro Area Business Cycle

Holm, Louise - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 57 (2011) 3, pp. 177-200

Business cycles, the ups and downs observed somewhat simultaneously in numerous macroeconomic variables in an economy and often measured using real GDP, are important and, despite much economic research, still incompletely understood. A method for ex-post dating of the business cycle in the Euro...

Persistent link: https://www.econbiz.de/10010639473

The term structure of interest rates, the expectations hypothesis and international financial integration : evidence from Asian economies

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: International review of economics & finance : IREF 20 (2011) 4, pp. 679-689

Persistent link: https://www.econbiz.de/10009303888

Closing large open economy models

Bodenstein, Martin - In: Journal of international economics 84 (2011) 2, pp. 160-177

Persistent link: https://www.econbiz.de/10009248165

Mixed normal conditional heteroskedasticity

Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - 2002

and relationships with previously proposed specifications are discussed and stationarity conditions are derived. An …

Persistent link: https://www.econbiz.de/10010317385