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Valstybės pajamų iš pelno mokesčio prognozavimas

Martūzaitė, Vilma - 2011

of state revenue from corporate tax and to forecast tax return from corporate income tax for the following year. Research …:• Part 1 presents the impact of state revenue on corporate income tax, econometrical forecast models proposed by scientists …

Persistent link: https://www.econbiz.de/10009478759

Forecasting the short end of the term structure of interest rates

Graham, Austin - 2010

Master of Arts

Persistent link: https://www.econbiz.de/10009463981

Essays in Empirical Finance: Evaluating Risk in FinancialMarkets

Shcherbakova, Alysa - 2009

Essays in Empirical Finance: Evaluating Risk in FinancialMarketsBy Alysa V. ShcherbakovaThis dissertation is comprised of two parts, each addressing animportant type of financial risk. The first part is composed of anessay discussing Market Risk. This essay examines a causalrelationship between...

Persistent link: https://www.econbiz.de/10009480854

The EURIBOR surge and bank deposit costs: an investigation of interest rate pass-through and deposit portfolio rebalancing

Ferrer Pérez, Alex; Ganics, Gergely; Molina Iserte, Ana; …

Artículo de revista ; Against the backdrop of sharp monetary policy tightening, this article studies the links between bank deposit costs and the EURIBOR. In doing so the authors employ an SVAR multivariate model that jointly includes deposit rates and volumes, fitted on monthly data covering...

Persistent link: https://www.econbiz.de/10014442860

Preispromotionanalysen in Vertriebslinien des Lebensmitteleinzelhandels : dynamische Kategorieeffekte und Einflussfaktoren

Tobias Maria Günter - 2007

Die Analyse der Wirkung von Verkaufsförderungsmaßnahmen auf den Absatz oder Erlös von Konsumgütern gehört zu den mit am meisten erforschten Problemkomplexen in der quantitativen Marketingforschung. Allerdings untersuchen die Mehrzahl der Arbeiten lediglich die kurzfristigen Wirkungen von...

Persistent link: https://www.econbiz.de/10009428984

News Aware Volatility Forecasting: Is the Content of News Important?

Robertson, Calum S.; Geva, Shlomo; Wolff, Rodney C. - 2007

The efficient market hypothesis states that the market incorporates all available information to provide an accurate valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely disregard the arrival of asset specific news (i.e.,...

Persistent link: https://www.econbiz.de/10009437639

Structural Breaks and Forecasting in Empirical Finance and Macroeconomics

He, Zhongfang - 2009

This thesis consists of three essays in empirical finance and macroeconomics. The first essay proposes a new structural-break vector autoregressive model for predicting real output growth by the nominal yield curve. The model allows for the possibility of both in-sample and out-of-sample breaks...

Persistent link: https://www.econbiz.de/10009455236

Biases in Individual Forecasts: Experimental Evidence

Ackert, Lucy; Church, Bryan K.; Ely, Kristen - 2008

divergent information. We manipulate forecast ability so that two individuals are strong analysts and two are weak. In three …

Persistent link: https://www.econbiz.de/10009459094

The effect of multinationality on management earnings forecasts

Smith, L. Murphy (contributor) - 2003

earnings forecast precision, accuracy, and bias (downward versusupward).Results of the study are mixed. Regarding forecast … negatively related to management earnings forecast precision. This was theexpected relationship. Regarding forecast accuracy … segments a firm discloses. Regarding forecast bias, unexpectedly, twomeasures of multinationality (foreign sales / total sales …

Persistent link: https://www.econbiz.de/10009464797

Probabilistic Performance Forecasting for Unconventional Reservoirs With Stretched-Exponential Model

Valko, Peter P. (contributor) - 2011

parameters using well grouping, the methodology establishes a probabilistic forecast for individual wells.We present a …

Persistent link: https://www.econbiz.de/10009465136