Search Results - subject:"Time Series Econometrics"

Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality

Winschel, Viktor; Krätzig, Markus - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008

: DynamicStochasticGeneralEquilibrium(DSGE)Models, Baye- sian Time Series Econometrics, Curse of Dimensionality JEL classiflcation: C11, C13, C15, C32, C52 …

Persistent link: https://www.econbiz.de/10005677995

FuelWatch: evidence-based-policy or policy based evidence?

Harding, Don - Volkswirtschaftliche Fakultät, … - 2008

Experience from the United Kingdom and the United States suggests that expert evidence is often reshaped and repackaged by governments so that it supports existing policy rather than informing policy decisions. The Australian government based its decision to introduce FuelWatch on evidence in...

Persistent link: https://www.econbiz.de/10009323463

The extent of European power markets

Böckers, Veit; Heimeshoff, Ulrich - In: Energy Economics 46 (2014) C, pp. 102-111

There is an ongoing debate on the degree of integration of European wholesale power markets. A major task of the European Union is the creation of a common market in Europe and a common power market is an important part of this goal. The literature analyzing the degree of integration of European...

Persistent link: https://www.econbiz.de/10011115883

The extent of European power markets

Böckers, Veit; Heimeshoff, Ulrich - In: Energy economics 46 (2014), pp. 102-111

Persistent link: https://www.econbiz.de/10011298609

Reconsidering the Investment-Profit Nexus in Finance-Led Economies: an ARDL-Based Approach

van Treeck, Till - 2007

A simple Post Keynesian growth model is developed, in which financial variables are explicitly taken into account. Different possible accumulation regimes are derived with respect to changes of these variables. Several variants of an investment function are estimated econometrically. The...

Persistent link: https://www.econbiz.de/10010460443

The Role of National Culture in Advertising’s Sensitivity to Business Cycles: An Investigation Across All Continents

Deleersnyder, Deleersnyder, B.; Dekimpe, Dekimpe, M.G.; … - Erasmus Research Institute of Management (ERIM), … - 2007

Cutting advertising budgets has traditionally been a popular reaction by companies around the globe when faced with a slacking economy. Still, anecdotal evidence suggests the presence of considerable cross-country variability in the cyclical sensitivity of advertising expenditures. We conduct a...

Persistent link: https://www.econbiz.de/10010731279

The world market for soybeans: price transmission into Brazil and effects from the timing of crop and trade

Margarido, Mario A.; Turolla, Frederico A.; Bueno, … - In: Nova Economia 17 (2007) 2, pp. 241-270

This paper investigates the price transmission in the world market for soybeans using time series econometrics models …

Persistent link: https://www.econbiz.de/10005652850

The Role of National Culture in Advertisingâ€™s Sensitivity to Business Cycles: An Investigation Across All Continents

Deleersnyder, B.; Dekimpe, M.G.; Steenkamp, J-B.E.M.; … - Erasmus Research Institute of Management (ERIM), ERIM … - 2007

, business cycle, time-series econometrics, cross-country comparison, national culture. 1 Advertising is arguably the … implications for both global advertisers and their ad agencies. Free Keywords advertising, business cycle, time-series … econometrics, cross-country comparison, national culture Availability The ERIM Report Series is distributed through the …

Persistent link: https://www.econbiz.de/10005288827

Essays on empirical time series modeling with causality and structural change

Bessler, David A. (contributor); … - 2006

In this dissertation, three related issues of building empirical time series models forfinancial markets are investigated with respect to contemporaneous causality, dynamics,and structural change. In the first essay, nation-wide industry information transmissionamong stock returns of ten sectors...

Persistent link: https://www.econbiz.de/10009464790

Business Cycles in Emerging market Economies: A New View of the Stylised Facts

Plessis, Stan du - Department of Economics, Fakulteit Ekonomiese en … - 2006

This paper builds on an earlier work in business cycle theory - explicitly in the classical cycle tradition of Burns and Mitchell (1946) and the more recent work by Harding and Pagan (e.g.: 2002a; 2005b; 2005a) - to identify and analyse business cycles in emerging market economies. The goal is to revisit...

Persistent link: https://www.econbiz.de/10005650425