Search Results - subject:"mixed data"

Solving the Puzzle: A New Measure of Trade Distance In The Gravity Equation

Mejía, Juan Felipe Mejía; Hassan, Andrés Ramírez - UNIVERSIDAD EAFIT - 2013

The gravity equation model is a workhorse tool that has been used many times in international trade. However, one philosophical and empirical question that arises when this theory is applied in this ?eld is what is the relevant measure of distance. This question is easily solved in physics,...

Persistent link: https://www.econbiz.de/10010827918

Sluggish private investment in Japan's Lost Decade : mixed frequency vector autoregression approach

Motegi, Kaiji; Sadahiro, Akira - In: The North American journal of economics and finance : a … 43 (2018), pp. 118-128

Persistent link: https://www.econbiz.de/10012036270

Macroeconomic determinants of stock market betas

González Sánchez, Mariano; Nave, Juan; Rubio, Gonzalo - In: Journal of empirical finance 45 (2018), pp. 26-44

Persistent link: https://www.econbiz.de/10012102444

A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets

Gong, Yuting; Chen, Qiang; Liang, Jufang - In: Economic modelling 68 (2018), pp. 586-598

Persistent link: https://www.econbiz.de/10011936141

Asymmetric responses in the timing, and magnitude, of changes in Australian monthly petrol prices to daily oil price changes

Valadkhani, Abbas; Smyth, Russell - In: Energy economics 69 (2018), pp. 89-100

Persistent link: https://www.econbiz.de/10011941164

Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures

Miller, J. Isaac - Economics Department, University of Missouri - 2012

Parsimoniously specified distributed lag models have enjoyed a resurgence under the MiDaS moniker (Mixed Data Sampling …) as a feasible way to model time series observed at very different sampling frequencies. I introduce cointegrating mixed … data sampling (CoMiDaS) regressions. I derive asymptotic limits under substantially more general conditions than the extant …

Persistent link: https://www.econbiz.de/10011076208