Showing 1 - 10 of 19
This paper presents a procedure for clustering analysis that combines Kohone’s Self organizing Feature Map (SOFM) and … procedure outperformed others clustering techniques in the job of identifying consistent groups of countries from the economic …
Persistent link: https://www.econbiz.de/10005412997
I initiate the discussion with a few general remarks on industrial clusters and commodity chains. I describe the main features of the shoe industry in the Philippines. The core of the industry is located in Marikina City in the northeast of the Manila Metropolitan Area. I provide a detailed...
Persistent link: https://www.econbiz.de/10005556210
Persistent link: https://www.econbiz.de/10005118756
It is well-known in evolutionary game theory that population clustering in Prisoner Dilemma games allows some … cooperative strategies to invade populations of stable defecting strategies. We adapt this idea of population clustering to a two … clustering to bargaining environments sustains cooperative play analogous to the situation in finitely repeated PD games. …
Persistent link: https://www.econbiz.de/10005125594
The aims of this paper are estimate and forecast the Non-Accelerating Inflation Rate of Unemployment, or NAIRU, for Brazilian unemployment time series data. In doing so, we introduce a methodology for estimating mixed additive seasonal autoregressive (MASAR) models, by the Generalized Method of...
Persistent link: https://www.econbiz.de/10005407874
The extraction of a common signal from a group of time series is generally obtained using variables recorded with the same frequency or transformed to have the same frequency (monthly, quarterly, etc.). The statistical literature has not paid a great deal of attention to this topic. In this...
Persistent link: https://www.econbiz.de/10005407970
This paper investigates the usefulness of Italian consumer surveys as estimation and forecasting tool over the period 1982-2003. To this end, standard consumption equations are estimated and then compared, in terms of in-sample and out-of-sample predictive ability, with corresponding models...
Persistent link: https://www.econbiz.de/10005412574
This paper provides a Bayesian analysis of Autoregressive Fractionally Integrated Moving Average (ARFIMA) models. We discuss in detail inference on impulse responses, and show how Bayesian methods can be used to (i) test ARFIMA models against ARIMA alternatives, and (ii) take model uncertainty...
Persistent link: https://www.econbiz.de/10005062558
This zip archive contains implementations of the trend-cycle-season filter in Eviews, Excel, and MatLab. The trend-cycle-season filter is another univariate method to decompose a time series into a trend, a cyclical and a seasonal component: the Trend-Cycle filter (TC filter) and its extension,...
Persistent link: https://www.econbiz.de/10005062569
This paper proposes a new univariate method to decompose a time series into a trend, a cyclical and a seasonal component: the Trend-Cycle filter (TC filter) and its extension, the Trend-Cycle-Season filter (TCS filter). They can be regarded as extensions of the Hodrick-Prescott filter (HP...
Persistent link: https://www.econbiz.de/10005556341