This article is devoted to the analysis of the impact of socio-economic shocks on the dynamics of higher education development. It is substantiated that, on the one hand, higher education influences the development of society and the economy, on the other hand, the development trends of a...

This article is devoted to the analysis of the impact of socio-economic shocks on the dynamics of higher education development. It is substantiated that, on the one hand, higher education influences the development of society and the economy, on the other hand, the development trends of a...

Predictability is time and frequency dependent. We propose a new forecasting method - forecast combination in the frequency domain - that takes this fact into account. With this method we forecast the equity premium and real GDP growth rate. Combining forecasts in the frequency domain produces...

Introduction -- ARMA models -- Forecasting stationary processes -- Estimation of Mean and Autocovariance Function -- Estimation of ARMA Models -- Spectral Analysis and Linear Filters -- Integrated Processes -- Models of Volatility -- Multivariate Time series -- Estimation of Covariance Function...

This paper analyzes the implications of investors' short-term oriented asset holding and portfolio decisions (or short-termism), and its consequences on green investments. We adopt a dynamic portfolio model, which contrary to conventional static mean-variance models, allows us to study optimal...

This paper analyzes the implications of investors' short-term oriented asset holding and portfolio decisions (or short-termism), and its consequences on green investments. We adopt a dynamic portfolio model, which contrary to conventional static mean-variance models, allows us to study optimal...