Search Results - subject:"Structural Model"

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Forecasting Macedonian GDP : evaluation of different models for short-term forecastin

Jovanovic, Branimir; Petrovska, Magdalena - Narodna Banka na Republika Makedonija - 2010

; 4) small structural model that links GDP components to a small set of explanatory variables; 5) static factor model that … dismissed. The small structural model that explains every GDP component as a function of economic determinants comes third …

Persistent link: https://www.econbiz.de/10011623268

What determines euro area bank CDS spreads?

Annaert, Jan; De Ceuster, Marc J.; Van Roy, Patrick; … - 2010

This paper decomposes the explained part of the CDS spread changes of 31 listed euro area banks according to various risk drivers. The choice of the credit risk drivers is inspired by the Merton (1974) model. Individual CDS liquidity and other market and business variables are identified to...

Persistent link: https://www.econbiz.de/10011596544

Seasonal Adjustment of an Aggregate Series using Univariate and Multivariate Basic Structural Models

Birrell, C.; Steel, D. G.; Lin, Y. X. - 2010

. Firstly, the univariate basic structural model (BSM) is applied directly to the aggregate series. Secondly, the multivariate …

Persistent link: https://www.econbiz.de/10009457605

What determines euro area bank CDS spreads?

Annaert, Jan; De Ceuster, Marc; Van Roy, Patrick; … - 2010

Persistent link: https://www.econbiz.de/10011506710

Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting

Jovanovic, Branimir; Petrovska, Magdalena - 2010

Persistent link: https://www.econbiz.de/10011785343

Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting

Jovanovic, Branimir; Petrovska, Magdalena - Narodna Banka na Republika Makedonija - 2010

Persistent link: https://www.econbiz.de/10010737092

Limits of the applicability of the social structural model in Czech rural areas

Kopriva, Radek - In: AGRIS on-line Papers in Economics and Informatics 2 (2010) 4

of the applicability of a social-structural model of voting behaviour for citizens living in the conditions of the Czech … embodiment of the relationships between the individual in a social structure and voting behaviour, a so-called social-structural … model for voting behaviour is often mentioned. However, when explaining the behaviour of the voting behaviour of citizens …

Persistent link: https://www.econbiz.de/10008800930

THE MACROECONOMICS OF REMITTANCES IN THE PHILIPPINES

BAYANGOS, VERONICA; JANSEN, KAREL - In: ENSAYOS SOBRE POLÍTICA ECONÓMICA (2010)

This article first explores the cyclical dynamics ofremittances, and then, analyzes the macroeconomicimpact of remittances and the monetary policy implications.In this endeavor, we use the case of thePhilippines, one of the countries where remittancesare substantial. A dynamic structural...

Persistent link: https://www.econbiz.de/10009003244

Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting

Branimir, Jovanovic; Magdalena, Petrovska - Volkswirtschaftliche Fakultät, … - 2010

Persistent link: https://www.econbiz.de/10011261076

Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting

Jovanovic, Branimir; Petrovska, Magdalena - Narodna Banka na Republika Makedonija - 2010

Persistent link: https://www.econbiz.de/10010734982