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Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara
Pavelescu, Florin Marius - Institutul de Prognoza Economica, Institutul National … - 2010
În cuprinsul prezentei lucrări sunt examinate valenţele indicatorului “coeficientul de determinare standardizat”, propus de autor, pentru cuantificarea eficienţei utilizării variabilelor explicative şi a ierarhizării condiţiilor care trebuie îndeplinite în cazul unor teste...
Persistent link: https://www.econbiz.de/10008542999
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Tehnici neparametrice
Pauna, Bianca - Institutul de Prognoza Economica, Institutul National … - 2009
Această lucrare prezintă doi estimatori mai puţin cunoscuţi pentru vizualizarea funcţiilor de densitate şi a relaţiilor dintre variabile. Aceşti estimatori sunt neparametrici in sensul că nu sunt necesare ipoteze a priori privind forma funcţională a dependenţelor. In prezentare s-a...
Persistent link: https://www.econbiz.de/10008472198
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R.E.M. 2.0 Model DSGE cu euroizare parțială estimat pentru România
Copaciu, Mihai; Nalban, Valeriu; Bulete, Cristian - 2016
Persistent link: https://www.econbiz.de/10011552387
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Estimarea cursului de schimb real de echilibru in România
Dumitru, Ionut - 2006
This paper estimates using econometric techniques the equilibrium exchange rate in Romania based on fundamentals. The cointegration technique lead to the conclusion that an increase in relative prices differential between Romania and Euro zone and an increase in net foreign assets of the banking...
Persistent link: https://www.econbiz.de/10015235971
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Price Volatility, Expectations and Monetary Policy in Nigeria
Olumide, Ajimuda - In: Annals - Economy Series 1 (2009) May, pp. 109-140
The study has as its objectives, to determine the influence of price volatility and price expectation in the rate of … policy has influenced inflation by reducing price volatility and expectation towards zero. The study applied the maximum … volatility, the conditional standard deviation for inflation was obtained from the GARCH model. Inflation expectation was solved …
Persistent link: https://www.econbiz.de/10008459912
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Conţinutul analizei seriilor de timp financiare
Stefanescu, Razvan; Dumitriu, Ramona - 2015
The time series techniques are widely used in the financial analysis. This paper approaches some characteristics of the financial variables that particularize their evolution. It also presents some simple techniques of the time series analysis.
Persistent link: https://www.econbiz.de/10015249386
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Comparable investment capital
BOTEZATU, Mihai - In: Economia. Seria Management 12 (2009) 1, pp. 180-192
Market economy is characterized at a time, among others, by the existence of twopartners, so that one has some money, a certain amount of capital, and one needs money. The first has money and wants to capitalize on them as possible, and the second wants to enter into possession of a capital base...
Persistent link: https://www.econbiz.de/10004997833
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Capital investments in options contracts and straddle contracts
Mihai, BOTEZATU - In: Economia. Seria Management 12 (2009) 2 Special, pp. 12-18
From the multitude of variations of capital investment on the capital market, this work cuts two of them namely capital investments in options contracts and capital investments in straddle contracts. A distinct place it occupies in the paper presentation of the operating mechanisms of the two...
Persistent link: https://www.econbiz.de/10005002660
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Conţinutul Analizei Seriilor De Timp Financiare (The Essentials of the Analysis of Financial Time Series )
Stefanescu, Razvan - 2015
Romanian Abstract: Tehnicile seriilor de timp sunt utilizate frecvent în analiza financiară. Această lucrare abordează unele caracteristici ale variabilelor financiare care le particularizează evoluţia. Sunt prezentate, de asemenea, câteva tehnici simple de analiză a seriilor de timp
Persistent link: https://www.econbiz.de/10013013949