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  • Search: subject:"transfer function model"
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Year of publication
Subject
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transfer function model 4 International Relations/Trade 3 Papaya 2 Sanitary requirements 2 Technical barriers 2 Transfer function model 2 cointegration 2 nonparametric kernel estimators 2 nonstationary time series models 2 null recurrent Markov chain 2 Aproximación de Padé 1 Banana 1 Canary economy 1 Corner Method (C-Table) 1 Crop Production/Industries 1 Economía canaria 1 Expectations 1 Expectativas 1 Haar wavelet 1 Modelo de Función de Transferencia 1 Money growth 1 Método Corner (Tabla-C) 1 Método Toeplitz (Tabla T) 1 Padé approximation 1 Plátano 1 Production Economics 1 Smoothing algorithm 1 Toeplitz Method (T-Table) 1 Transfer-function Model 1 arima model 1 chilean gdp 1 low-pass filter 1 maximal overlap discrete wavelet transform 1 wavelet transfer function model 1
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Online availability
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Free 8
Type of publication
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Article 5 Book / Working Paper 3
Type of publication (narrower categories)
All
Working Paper 1
Language
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Undetermined 6 English 2
Author
All
Faria, Rosane Nunes de 2 Karlsen, Hans Arnfinn 2 Lima, Joao Eustaquio de 2 Lirio, Viviani Silva 2 Myklebust, Terje 2 Silva, Orlando Monteiro da 2 Tjøstheim, Dag 2 Bruzda, Joanna 1 CONCEPCIÓN, CONCEPCIÓN GONZÁLEZ 1 Carvallo, Nicole 1 FARIÑA, MARÍA CANDELARIA GIL 1 Jerez, Miguel 1 Lanne, Markku 1 Luoto, Jani 1 Nyberg, Henri 1 Sotoca, Sonia 1 Tena, Juan de Dios 1
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Institution
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School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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CREATES Research Papers 1 Dynamic Econometric Models 1 Latin American Journal of Economics-formerly Cuadernos de Economía 1 Revista Española de Estudios Agrosociales y Pesqueros 1 Revista de Economia e Agronegocio / Brazilian Review of Economics and Agribusiness 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1
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Source
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RePEc 6 BASE 1 EconStor 1
Showing 1 - 8 of 8
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Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?
Lanne, Markku; Luoto, Jani; Nyberg, Henri - School of Economics and Management, University of Aarhus - 2014
We propose a new simple model incorporating the implication of the quantity theory of money that money growth and inflation should move one for one in the long run, and, hence, inflation should be predictable by money growth. The model fits postwar U.S. data well, and beats common univariate...
Persistent link: https://www.econbiz.de/10010945125
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The Haar Wavelet Transfer Function Model and Its Applications
Bruzda, Joanna - In: Dynamic Econometric Models 11 (2011), pp. 141-154
In the paper the Haar wavelet transfer function models are suggested as a way to parsimoniously parametrise the impulse responses and construct models with parameters providing an insight into the frequency content of the relationships under scrutiny. Besides, the models enable to verify...
Persistent link: https://www.econbiz.de/10010610417
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A Proposal to Obtain a Long Quarterly Chilean GDP Series
Tena, Juan de Dios; Jerez, Miguel; Sotoca, Sonia; … - In: Latin American Journal of Economics-formerly Cuadernos … 43 (2006) 128, pp. 285-300
An important limitation in order to specify and estimate a macroeconomic model that describes the Chilean economy resides in using variables with sufficient number of observations that allow for a reliable econometric estimation. Among these variables, th
Persistent link: https://www.econbiz.de/10005812186
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Efeitos da imposição de barreiras técnicas e fitossanitárias nas exportações brasileiras de mamão
Faria, Rosane Nunes de; Lirio, Viviani Silva; Silva, … - 2005
The main objective of this paper was to identify technical and sanitaryrequirements that could be qualified as export barriers for the Brazilian papaya and to quantify their effects on the volume exported to the United States of America. Themethodology consisted of both qualitative and...
Persistent link: https://www.econbiz.de/10009445876
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Efeitos da imposição de barreiras técnicas e fitossanitárias nas exportações brasileiras de mamão
Faria, Rosane Nunes de; Lirio, Viviani Silva; Silva, … - In: Revista de Economia e Agronegocio / Brazilian Review of … 3 (2005) 2
The main objective of this paper was to identify technical and sanitary requirements that could be qualified as export barriers for the Brazilian papaya and to quantify their effects on the volume exported to the United States of America. The methodology consisted of both qualitative and...
Persistent link: https://www.econbiz.de/10008555680
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La producción del plátano en Canarias y las expectativas del agricultor sobre la ayuda compensatoria
FARIÑA, MARÍA CANDELARIA GIL; CONCEPCIÓN, … - In: Revista Española de Estudios Agrosociales y Pesqueros (2002) 194
El objetivo de este trabajo, con las limitaciones debidas al tipo de datos disponibles, consiste en modelizar la evolución, en las últimas décadas, de la producción platanera y de los ingresos unitarios percibidos por los agricultores en Canarias en este sector. La metodología que se...
Persistent link: https://www.econbiz.de/10011078296
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Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag - 2000
We derive an asymptotic theory of nonparametric estimation for an nonlinear transfer function model Z(t) = f (Xt) + Wt …
Persistent link: https://www.econbiz.de/10010310207
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Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag - Sonderforschungsbereich 373, Quantifikation und … - 2000
We derive an asymptotic theory of nonparametric estimation for an nonlinear transfer function model Z(t) = f (Xt) + Wt …
Persistent link: https://www.econbiz.de/10010983732
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