Search Results - subject:"Trade Models"

Aggregate properties of open economy models with expanding varieties

Bhattarai, Saroj; Kucheryavyy, Konstantin - 2022

externalities and dynamic trade models that feature monopolistic competition, endogenous entry, and heterogeneous firms. The … that the model is isomorphic to dynamic trade models that embody love-of-variety and selection effects. In a quantitative … exercise with multiple shocks, we show that to improve the fit of the dynamic trade models with the data, the most important …

Persistent link: https://www.econbiz.de/10013332104

Mother’s Time Allocation, Child Care and Child Cognitive Development

Brilli, Ylenia - 2022

This paper analyzes the effects of maternal time allocation between work, child care, and leisure and non-parental child care on a child's cognitive development. By using data for the US from the Panel Study of Income Dynamics, we estimate a model that takes into account the heterogeneity in a...

Persistent link: https://www.econbiz.de/10013308048

Forecasting Money Demand with Econometric Models

Swamy, P.A.V.B; Kennickell, Arthur B.; Von zur Mühlen, … - 2022

Among the many troublesome econometric relationships, the demand for money has proved especially recalcitrant, as evidenced by a long history of tinkering with basic specifications, always in response to some recent perceived forecast failure. The shortcomings of this approach and an alternative...

Persistent link: https://www.econbiz.de/10013403846

Optimal Asset Allocation in Asset Liability Management

Binsbergen, Jules H. van; Brandt, Michael W. - 2022

We study the impact of regulations on the investment decisions of a defined benefits pension plan. We assess the influence of ex ante (preventive) and ex post (punitive) risk constraints on the gains to dynamic, as opposed to myopic, decision making. We find that preventive measures, such as...

Persistent link: https://www.econbiz.de/10013405902

The knowledge spillover of innovation

Audretsch, David B.; Belitski, Maksim - In: Industrial and corporate change 31 (2022) 6, pp. 1329-1357

Persistent link: https://www.econbiz.de/10013541866

Spatial panel models of crop yield response to weather : econometric specification strategies and prediction performance

Yun, Seong Do; Gramig, Benjamin M. - In: Journal of agricultural and applied economics : JAEE 54 (2022) 1, pp. 53-71

Persistent link: https://www.econbiz.de/10013341776

Algoritmic trading system based on state model for moving average in a binary-temporal representation

Stasiak, Michał Dominik - In: Risks : open access journal 10 (2022) 4, pp. 1-15

One of the most basic methods of technical analysis that is used in the practice of investment is the analysis of moving averages, usually calculated for exchange rates in a candlestick representation. The following paper proposes a new, state model, describing the process of trajectory changes...

Persistent link: https://www.econbiz.de/10013357257

Empirical Modelling of Money Demand in Periods of Structural Change : The Case of Greece

Brissimis, Sophocles N.; Hondroyiannis, George B.; … - 2022

This paper examines the behaviour of the demand for money in Greece during 1976:1-2000:4, a period that included many of the influences that cause money-demand instability. Two empirical methodologies, vector error correction (VEC) modelling and second-generation random coefficient (RC)...

Persistent link: https://www.econbiz.de/10013404668

Econometric analyses on global finance and economic development

Abdul-Maliq, Yekeen Oku (ed.) - 2024

Persistent link: https://www.econbiz.de/10014428424

Econometric fits of a linear-integral-equation VEC model to produce short-term postal forecasts

Cigno, Margaret M.; Clendenin, Katalin K.; Namoro, … - In: Service Challenges, Business Opportunities, and …, (pp. 129-143). 2024

Persistent link: https://www.econbiz.de/10015136101