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A munkaerő-piaci előrejelzések nemzetközi gyakorlata -áttekintés a kvantitatív módszerekről és felhasználásukról

Gács, János; Bíró, Anikó - 2012

forecasts and foreseeing structural changes". It presents a comprehensive overview of labour market forecasting activities … is to provide ideas, lessons and benchmarks for similar forecasting exercises in Hungary. After outlining the basic model … of quantitative labour market forecasting the paper identifies the technical conditions of model building and model …

Persistent link: https://www.econbiz.de/10010494517

A munkakereslet nemzetközi tendenciái

Horn, Dániel - 2011

. We take their model and compare it with several other specifications to test forecasting fit. The main conclusions of … of this latter are easier to interpret. Quasi-autoregressive models do not improve forecasting fit as much as expected. …

Persistent link: https://www.econbiz.de/10010494708

A munkaerő-piaci előrejelzések nemzetközi gyakorlata: Áttekintés a kvantitatív módszerekről és felhasználásukról 12 ország és az Európai Unió előrejelzési tapasztalatai alapján...

Gács, János; Bíró, Anikó - 2013

The study presents a comprehensive overview of labour market forecasting activities, mostly quantitative, based on … and benchmarks for similar forecasting exercises in Hungary. After outlining the basic model of quantitative labour market … forecasting the paper identifies the technical conditions of model building and model quantification, as well as the …

Persistent link: https://www.econbiz.de/10010494734

Análisis del Tipo de Cambio Real: Chile 1986-1999

Cerda, Rodrigo; Donoso, Álvaro; Lema, Aldo - In: Latin American Journal of Economics-formerly Cuadernos … 42 (2005) 126, pp. 329-356

This paper incorporates demand and supply fundamentals in the determination of the Real Exchange Rate (RER). We are able to confirm the negative influence of the ratio expenditure-PIB and the terms of trade on RER, but in addition we find robust evidence

Persistent link: https://www.econbiz.de/10005510187

Are the Central and Eastern European Transition Countries still vulnerable to a Financial Crisis? Results from a Multivariate Logit Analysis

Linne, Thomas; Bruggermann, Axel - Royal Economic Society - RES - 2003

The aim of the paper is to analyse the determinants of financial crises in a sample of nine transition countries in Central and Eastern Europe with a modified logit model. The modification takes explicitly into account the rare event characteristic of a currency crisis. Our results suggest that...

Persistent link: https://www.econbiz.de/10005232513

Kelet-közép európai devizaárfolyamok elõrejelzése határidõs árfolyamok segítségével

Darvas, Zsolt; Schepp, Zoltán - Közgazdaságtudományi Kar, Pécsi Tudományegyetem - 2007

Írásunkban azt vizsgáljuk, hogy a hosszú lejáratú határidõs árfolyamok stacionaritását feltételezõ hibakorrekciós modellek, amelyek korábbi számítások szerint a világ devizapiaci forgalmának mintegy 75%-át kitevõ fejlett ipari országokra alkalmazva kitûnõ mintán...

Persistent link: https://www.econbiz.de/10008578165

Ajuste Estacional e Integración en Variables Macroeconómicas

Soto, Raimundo - In: Latin American Journal of Economics-formerly Cuadernos … 39 (2002) 116, pp. 135-155

Separating seasonal components from other sources of economic fluctuations is crucial for both economic modeling and policy making. Practitioners treat seasonality as noise to be removed before estimating models and tend to apply deseasonalizing methods i

Persistent link: https://www.econbiz.de/10005510108

The Search for Chaos and Nonlinearities in Swedish Stock Index Returns

Amilon, Henrik; Byström, Hans - Nationalekonomiska Institutionen, Ekonomihögskolan - 1998

Numerous empirical studies have shown evidence of nonlinearities in financial time series, which can be of both a deterministic and a stochastic nature. Chaos is an example of the former, and heteroscedasticity in the conditional variance an example of the latter. We apply a test, the BDS test,...

Persistent link: https://www.econbiz.de/10005645103

Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation

Jin, Sainan; Phillips, Peter; Sun, Yixiao - Econometric Society - 2004

A new family of kernels is suggested for use in heteroskedasticity and autocorrelation consistent (HAC) and long run variance (LRV) estimation and robust regression testing. The kernels are constructed by taking powers of the Bartlett kernel and are intended to be used with no truncation (or...

Persistent link: https://www.econbiz.de/10005129812