Search Results - subject:"vector autoregression."

Gambetti, Luca; Korobilis, Dimitris; Tsoukalas, John D.; … - 2023

Persistent link: https://www.econbiz.de/10013532340

Quarterly GDP estimates for the German States : new data for business cycle analyses and long-run dynamics

Lehmann, Robert; Wikman, Ida - 2023

To date, only annual information on economic activity is published for the 16 German states. In this paper, we calculate quarterly regional GDP estimates for the period between 1995 to 2021, thereby improving the regional database for Germany. The new data set will regularly be updated when...

Persistent link: https://www.econbiz.de/10013549105

Where is IT in information security? : the interrelationship among IT investment, security awareness, and data breaches

Li, Wilson Weixun; Leung, Alvin Chung Man; Yue, Wei Thoo - In: MIS quarterly 47 (2023) 1, pp. 317-342

Persistent link: https://www.econbiz.de/10013556967

READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting

Lehmann, Robert - 2023 - This version: March 7, 2023

based on a mixed-frequency Vector Autoregression are very accurate, beat several benchmark models and are as precise or …

Persistent link: https://www.econbiz.de/10014232863

Agreed and disagreed uncertainty

Gambetti, Luca; Korobilis, Dimitris; Tsoukalas, John D.; … - 2023

Persistent link: https://www.econbiz.de/10014234207

Democracy, military expenditure and economic growth : a heterogeneous perspective

Wang, Xinyi; Hou, Na; Chen, Bo - In: Defence and peace economics 34 (2023) 8, pp. 1039-1070

Persistent link: https://www.econbiz.de/10014390200

The importance and role of stock market in enhancing the effectiveness of monetary policy

Saule, Duskaliyeva; Zanggar, Belgibayev - 2023

Persistent link: https://www.econbiz.de/10014390658

The interdependence of intellectual property and sales in the manufacturing industry : evidence from the triangle of patents, trademarks, and sales

Lambrecht, Darius; Block, Jörn; Neuenkirch, Matthias; … - 2023

Firms often struggle with the successful commercialization of innovations, and there is a need for reliable predictors. Prior research suggests that intellectual property (IP) rights play a key role in the commercialization of innovations. However, to what extent can IP rights be used to predict...

Persistent link: https://www.econbiz.de/10014432263

Are the stabilities of stablecoins connected?

Binh Nguyen Thanh; Thai Nguyen Vu Hong; Huy Pham; Thanh … - In: Journal of industrial and business economics 50 (2023) 3, pp. 515-525

Persistent link: https://www.econbiz.de/10014384869

Spillover of sentiments between the GCC stock markets

Chowdhury, Shah Saeed Hassan - In: Global business review 24 (2023) 6, pp. 1434-1453

Persistent link: https://www.econbiz.de/10014433227