Search Results - subject:"quantile regression."

Does uncertainty matter for household consumption? : a mean and a two tails approach

Manou, Konstantina; Papapetrou, Evangelia - 2024

Persistent link: https://www.econbiz.de/10014501181

How have government housing programs affected developers' bids in Israel Land Authority land tenders?

Presman, Natalya; Suhoy, Tanya - 2024

Persistent link: https://www.econbiz.de/10015154421

The effect of immigration on the German housing market

Unal, Umut; Hayo, Bernd; Erol, Isil - 2024

Persistent link: https://www.econbiz.de/10015135730

A price-at-risk approach for the German commercial real estate market

Herbst, Tobias; Plaasch, Jannick; Stammwitz, Florian - 2024

We apply the growth-at-risk model of Adrian et al. (2019) to the German commercial real estate (CRE) market. We derive a distribution for CRE price growth four quarters ahead conditional on macro-financial variables. This approach allows us to make probability statements about the downside risk...

Persistent link: https://www.econbiz.de/10015164381

Modelling the impact of uncertainty on sectoral GHG emissions in Saudi Arabia using the causality-in-quantiles and quantile-on-quantile approaches

Raggad, Bechir; Ben Salha, Ousama; Zrelly, Houyem; … - In: Energy strategy reviews 51 (2024), pp. 1-14

(QAR), causality-in-quantiles (CiQ) test, and the Quantile-on-Quantile regression (QQR) as the reference model, while the … quantile regression (QR) is carried out to check the robustness of the findings. The results of the CiQ test indicate a … sector. The results from the quantile regression analysis provide empirical support for the robustness of the QQR. The …

Persistent link: https://www.econbiz.de/10014577854

Financial technology as a heterogeneous driver of carbon emission reduction in China : evidence from a novel sparse quantile regression

Chen, Weijie; Wang, Jie; Ye, Yafen - In: Journal of innovation & knowledge : JIK 9 (2024) 2, pp. 1-13

fintech and carbon emissions reduction, we employ an innovative sparse support vector quantile regression to explore the …

Persistent link: https://www.econbiz.de/10014581130

Fused LASSO as non-crossing quantile regression

Szendrei, Tibor; Bhattacharjee, Arnab; Schaffer, Mark E. - 2024

Quantile crossing has been a challenge for quantile regression, leading to research in how to obtain monotonically …

Persistent link: https://www.econbiz.de/10014582290

Duration in power and happiness in the world

Avom, Désiré; Ndjokou, Itchoko Motande Mondjeli Mwa; … - 2024

countries. Quantile regression reveals variability in the effect over the different intervals. These results are robust to the …

Persistent link: https://www.econbiz.de/10015064748

On the different impact of local and national sources of policy uncertainty on sectoral stock volatility

Sabani, Nazmie; Bales, Stephan; Burghof, Hans-Peter - In: Research in international business and finance 72 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015065744

The determinants of household poverty and expenditure inequality in Pakistan : evidence from the household income and expenditure survey

Khalid, Afsah; Munir, Qaiser - 2024

Persistent link: https://www.econbiz.de/10015066024