Search Results - subject:"forecast error variance"

Ray, Hirak; Ray, Malay Kanti; Biswas, Joydeep - In: South Asia Economic Journal 10 (2009) 2, pp. 403-428

Does financial system of South Asian countries perform a passive role in economic growth? Can we specify any particular channel that can boost economic development more efficiently? Does the intra and interrelationship among the major segments of financial system point to any change in the...

Persistent link: https://www.econbiz.de/10010784354

Growth and productivity in Australia

Agbenyegah, Benjamin K.; Bloch, Harry - 2008

tests, impulse response functions and forecast error variance decomposition analyses to achieve these objectives …

Persistent link: https://www.econbiz.de/10009434976

Growth and productivity in Australia

Agbenyegah, Benjamin K.; Bloch, Harry - 2008

tests, impulse response functions and forecast error variance decomposition analyses to achieve these objectives …

Persistent link: https://www.econbiz.de/10009479429

Determinants of FDI inflows into Rwanda: 1971?2003

No, Sung C.; Muhammad, Andrew; Tamwesigire, Caleb; … - In: International Journal of Financial Services Management 3 (2008) 2, pp. 200-212

significantly affect FDI inflows. Results of the forecast error variance decomposition and impulse response functions indicate that …

Persistent link: https://www.econbiz.de/10005753784

ON THE DYNAMICS OF THE ISRAELI-ARAB ARMS RACE

Abu-Qarn, Aamer S.; Abu-Bader, Suleiman - Economics Department, Ben Gurion University of the Negev - 2008

the causality test suggested by Toda and Yamamoto (1995) and the generalized forecast error variance decomposition method …

Persistent link: https://www.econbiz.de/10008577376

Determinants of FDI inflows into Rwanda: 1971â€“2003

No, Sung C.; Muhammad, Andrew; Tamwesigire, Caleb; … - In: International Journal of Financial Services Management 3 (2008) 2, pp. 200-212

significantly affect FDI inflows. Results of the forecast error variance decomposition and impulse response functions indicate that …

Persistent link: https://www.econbiz.de/10008580390

An econometric approach to measuring productivity: Australia as a case study

Agbenyegah, Benjamin K. - 2007

Seminal papers of Solow (1957) and Swan (1956) stimulated debate among economists on the role of technical change in productivity improvements and for that matter economic growth. The consensus is that technological change accounts for a significant proportion of gross national product (GNP)...

Persistent link: https://www.econbiz.de/10009434905

Retail-Price Drivers and Retailer Profits

Nijs, Vincent R.; Srinivasan, Shuba; Pauwels, Koen - In: Marketing Science 26 (2007) 4, pp. 473-487

What are the drivers of retailer pricing tactics over time? Based on multivariate time-series analysis of two rich data sets, we quantify the relative importance of competitive retailer prices, pricing history, brand demand, wholesale prices, and retailer category-management considerations as...

Persistent link: https://www.econbiz.de/10008787545

The Dynamic Relationship between Main Investors' Net Long Position and the Trading Volume of KTB Futures Market

Kim, Hee Seong; Park, Sang-Bum - In: Journal of Emerging Market Finance 5 (2006) 3, pp. 217-233

An analysis on the dynamic relationship between trade volume in the KTB futures market and the net long position of investment companies, foreign investors and banks was carried out to investigate the relationship among major market participants' net long position and changes in trade volume,...

Persistent link: https://www.econbiz.de/10010772752

Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's

Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1995

Impulse response and forecast error variance matrix asymptotics are developed for VAR models with some roots at or near … impulse response and forecast error variance matrix estimates are consistent and predictions from the fitted RRR model are … error variance of the optimal predictor at long horizons, and have a tendency to understate this variance. Moreover …

Persistent link: https://www.econbiz.de/10005634709