Variance DecompositionThe result of this study showed that inflation has contributed to the world oil price, while the … exchange rate have contributed to inflation. The result of response and decomposition variants of the world oil price was the …The purpose ot this study was to analyze the contribution of unemployment, world oil price, gross domestic product, the …

This Research Titled "Analysis of the Relationship Between Inflation And GDP Against the unemployment rate in Indonesia … variables. To see how large the effect of inflation is calculated from the Inflation Rate of Cities in Indonesia which is … - Views 5.1. The results of estimation by the method of multiple linear regression showed that a number of other related …

periods is attributed to the time-varying volatility of shocks. The history for inflation is more nuanced, as a more vigorous …In this paper the authors report the results of the estimation of a rich dynamic stochastic general equilibrium (DSGE …) model of the U.S. economy with both stochastic volatility and parameter drifting in the Taylor rule. They use the results of …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

reallocations and plant-level technical efficiency changes while allowing in the estimation for 459 different production …

We quantify the effects on contingent claim valuation of using an estimator for the volatility of a geometric Brownian … motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … problem uses a direct estimator of volatility based on the sample standard deviation of increments from the underlying …

standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …

explain the development of inflation dynamics and the formation process of inflation expectations of households respectively. We …