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14.30 Introduction to Statistical Method in Economics, Fall 2004

Bennett, Herman - 2004

This course is a self-contained introduction to statistics with economic applications. Elements of probability theory …, sampling theory, statistical estimation, regression analysis, and hypothesis testing. It uses elementary econometrics and other …

Persistent link: https://www.econbiz.de/10009433210

Developing a passenger mode choice model for Brisbane using the South East Queensland travel surveys

Khan, Omer A.; Kruger, Jason; Trivedi, Tejas - 2007

This paper presents the methodology used in developing a fully-functional mode choice module capability to be incorporated into the Brisbane Strategic Transport Model (BSTM); capable of estimating mode shares in a multi-modal travel environment. The new mode choice module consists of unique...

Persistent link: https://www.econbiz.de/10009437745

The Need for a Military System Effectiveness Framework: The System of Systems Approach

Soban, Danielle Suzanne; Mavris, Dimitri N. - 2001

campaign level. The use of probability theory as part of the methodology is defended. Finally, an intuitive overview of the …

Persistent link: https://www.econbiz.de/10009475879

Formation and dispersion of expectations : an empirical analysis with special focus on inﬂation

Jonas Dovern - 2009

This thesis is a collection of papers that use survey data to analyze expectations about macroeconomic variables and the way these expectations are formed. Using a new approach for modeling forecast errors in a structural way, we show that most of the individual forecasts in the Consensus survey...

Persistent link: https://www.econbiz.de/10009429015

Sensitivity of Investor Reaction to Market Direction and Volatility: The Case of Dividend Change Announcements

Koch, Paul D.; Docking, Diane Scott - 2004

This study examines whether investor reactions are sensitive to the recent direction and/orvolatility of underlying market movements. We find dividend change announcements elicit agreater change in stock price when the nature of the news (good or bad) goes against the grain ofthe recent market...

Persistent link: https://www.econbiz.de/10009430932

The behavioral economics of foreign exchange markets - a psychological view on human expectation formation in foreign exchange markets

Schmidt, Robert - 2004

explaining exchange rate movements. The asset market theory of exchange rate determination implies that exchange rates are mainly … driven by the development of macroeconomic fundamentals. Furthermore the asset market theory assumes that foreign exchange … speculation, economic theory states that speculation can have either a stabilizing effect or a destabilizing effect on exchange …

Persistent link: https://www.econbiz.de/10009433679

Bubble geometry and chaotic pricing behaviour

Eves, Chris; Wright, Christopher; Jefferies, Rod - 2008

This paper is a deductive theoretical enquiry into the flow of effects from the geometry of price bubbles/busts, to price indices, to pricing behaviours of sellers and buyers, and back to price bubbles/busts. The intent of the analysis is to suggest analytical approaches to identify the...

Persistent link: https://www.econbiz.de/10009437953

Learning in linear models with expectational leads

Wenzelburger, Jan - 2002

This paper provides an adaptive learning algorithm for linear stochastic models with expectational leads in which forecasts for an arbitrary period ahead of the current state feed back into the economic system. The concept of an unbiased forecasting rule with generates rational expectations...

Persistent link: https://www.econbiz.de/10009452462

The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM

Hillebrand, Marten; Wenzelburger, Jan - 2005

determining market clearing prices is calculated explicitly. The classical capital market line result of CAPM theory is extended …

Persistent link: https://www.econbiz.de/10009452468

On the role of equity for the dynamics of capital accumulation

Böhm, Volker; Kikuchi, Tomoo; Vachadze, George - 2006

The standard overlapping generations model is extended to include retradeable paper assets (shares) of firms. Two period lived consumers hold portfolios including paper assets and capital in order to transfer wealth over time. An infinitely lived firm produces a stochastic output using a...

Persistent link: https://www.econbiz.de/10009452519