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, Granger causality tests, and an out-of-sample forecasting exercise with 18 competing models with a forecast horizon of 14 days …
Persistent link: https://www.econbiz.de/10015215096
This paper studies the sequential sampling scheme as a solution to the problem of aliasing, where the sampling interval is restricted to a minimum allowable value. Sequential sampling is analyzed and it is proved that when the sampling ratio is an integral number, the associated spectral...
Persistent link: https://www.econbiz.de/10015216309
The paper focuses on the comparison of the direct and iterated AR predictors for difference stationary processes. In particular, it provides new methods for comparing the efficiency of the two predictors and for extracting the trend from macroeconomic time series using the two methods. The...
Persistent link: https://www.econbiz.de/10015216934
The paper compares one-period ahead forecasting performance of linear vector-autoregressive (VAR) models and single …
Persistent link: https://www.econbiz.de/10015220371
This paper investigates the relationship between the bitcoin price and the hashrate by disentangling the effects of the energy efficiency of the bitcoin mining equipment, bitcoin halving, and of structural breaks on the price dynamics. For this purpose, we propose a methodology based on...
Persistent link: https://www.econbiz.de/10015222802
We study the possibility of completing data bases of a sample of governance, diversification and value creation variables by providing a well adapted method to reconstruct the missing parts in order to obtain a complete sample to be applied for testing the ownership-structure / diversification...
Persistent link: https://www.econbiz.de/10015224133
display the lowest correlation with the target variable. Given that violations of efficiency are usual in the forecasting …
Persistent link: https://www.econbiz.de/10015229363
This draft is a summary of the paper entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. In that paper we …
Persistent link: https://www.econbiz.de/10015229382
Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …
Persistent link: https://www.econbiz.de/10015230637
It is generally accepted that the recent economic crisis of 2007-2010 has caused widespread economic recession in different countries. Since the ports and coastal regions are of great importance to economic infrastructure, this study examined the possible impact resulting from such a global...
Persistent link: https://www.econbiz.de/10015231499