Showing 1 - 10 of 152
Short-term analysts use many tools to forecast economic activity. Among these tools, estimating and, then, simulating univariate models is very common. Most of the time the series used for the variable of interest as well as for the regressors are last available releases. Except for the latter...
Persistent link: https://www.econbiz.de/10008466036
The forecasting literature has identified three important and broad issues: the predictive content is unstable over … forecasting variables before use. We thus cut-out the low frequency components and show, in simulations and on financial data …
Persistent link: https://www.econbiz.de/10009421811
Estimation of spatial housing price indices requires a housing market segmentation into local sub-markets. In this paper, we use geographically weighted regression model (GWR) to take account for spatial heterogeneity of housing attribute marginal prices. Estimated marginal prices are then used...
Persistent link: https://www.econbiz.de/10015216254
Estimation of spatial housing price indices requires a housing market segmentation into local sub-markets. In this paper, we use geographically weighted regression model (GWR) to take account for spatial heterogeneity of housing attribute marginal prices. Estimated marginal prices are then used...
Persistent link: https://www.econbiz.de/10015217138
The socio-economic crisis of the mid-1980s experienced by Cameroon has had multiple consequences including unemployment and deterioration of study and supervision conditions in universities. The current situation of universities in Cameroon is characterized by low success rates. The purpose of...
Persistent link: https://www.econbiz.de/10015226579
This paper measures Senegalese Government spending efficiency using a stochastic frontier model. Evidence is provided from a panel data analysis framework to compute technical inefficiency estimates for public spending in agriculture, roads, energy, education and health. Results show that the...
Persistent link: https://www.econbiz.de/10015268324
Cet article estime l’effet des restructurations industrielles sur le niveau de diplôme acquis par les jeunes générations sur la période 1956-1993 en France. Nous mobilisons les données issues de l’enquête Formation et Qualification Professionnelle 2003 et de plusieurs vagues...
Persistent link: https://www.econbiz.de/10015239171
From the policy mix theory to the related empirical works, quantifying the degree of coordination of monetary and fiscal policies seems to be missing. In this paper, we propose an index (ICPM) which measures the coherent nature of the policy mix rather than it restrictive or expansive character....
Persistent link: https://www.econbiz.de/10015246915
This study investigates the direct and indirect effect of precipitation and temperature on the citrus production of governorate i and neighboring governorates by using a spatial modeling to allow for spatial effects, as well as individual and temporal effects of spatial autocorrelation. Results...
Persistent link: https://www.econbiz.de/10015247799
This paper introduces the spanel pacakge developped under the R statistical programming language.spanel estimates the spatial autoregressive panel models using the two stage least squares method proposed by Kelejian and Prucha [1998] and Lee [2003] and Baltagi and Liu, 2011.
Persistent link: https://www.econbiz.de/10015252663