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Data Estimation and Interpretation: An Analysis.
Meyer, Thomas K. - 2008
examined using a model assuming Rational Expectations, Adaptive Expectations and certain postulates of Price Theory. …
Persistent link: https://www.econbiz.de/10015213579
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Volatility Depends on Market Trades and Macro Theory
Olkhov, Victor - 2024
We consider the randomness of market trade as the origin of price and return stochasticity. We look at time series of …-based volatilities of price and return on the volatilities and correlations of market trade values and volumes. We describe the market … determined by sums of trade values or volumes. To predict market-based volatilities of price, return, and volatilities of …
Persistent link: https://www.econbiz.de/10015213603
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A cross-sectional analysis of growth and profit rate distribution: the Spanish case
Vidal-Tomás, David; Ruiz-Buforn, Aba; Blanco-Arroyo, Omar - 2020
We analyse the time evolution of the empirical cross-sectional distribution of firms profit and growth rates. In particular, we analyse the conditional properties of the empirical distributions depending on the size of the firms and business cycle phase. In order to do so, we employ the Laplace...
Persistent link: https://www.econbiz.de/10015213965
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Why is the LSTI ratio increasing? Explaining factors of synthetic LSTI dynamics
Lavrič, Mitja; Lenarčič, Črt - 2024
In this paper, we focus on the analysis of the drivers of LSTI ratio dynamics. Against this backdrop, we try to bridge this gap by introducing an average synthetic LSTI calculation and examine how various factors affect the LSTI ratio of borrowers that took out consumer and housing loans in...
Persistent link: https://www.econbiz.de/10015214142
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A closed-form filter for binary time series
Fasano, Augusto; Rebaudo, Giovanni; Durante, Daniele; … - 2021
Non-Gaussian state-space models arise in several applications, and within this framework the binary time series setting provides a relevant example. However, unlike for Gaussian state-space models — where filtering, predictive and smoothing distributions are available in closed form — binary...
Persistent link: https://www.econbiz.de/10015214276
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Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break
Furuoka, Fumitaka; Gil-Alana, Luis A.; Yaya, OlaOluwa S; … - 2024
This paper uses four ADF-type unit root tests and four KPSS-type stationarity tests to examine whether the gender unemployment gap would converge to zero in Africa. Among these different tests, the two most restricted models, namely the ADF test and the KPSS test, indicate no convergence in the...
Persistent link: https://www.econbiz.de/10015214343
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Forecasting US Presidential Election 2024 using multiple machine learning algorithms
Sinha, Pankaj; Kumar, Amit; Biswas, Sumana; Gupta, Chirag - 2024
that June Gallup ratings, average Gallup ratings, scandal ratings, oil price indicator, unemployment indicator and crime …
Persistent link: https://www.econbiz.de/10015214351
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The Impact of Public Education Expenditure on Economic Growth in Kosova: A Quantitative Analysis
Zogjani, Jeton; Kovaçi; Uruçi, Fife; Zogjani, Agon - 2024
This paper analyses the impact and correlation of different education indicators on the economic growth of Kosova from 2012 to 2022. Using time-series data, this paper applies the Cobb-Douglas production function as a measurement model. The main findings demonstrate a mixed impact on growth,...
Persistent link: https://www.econbiz.de/10015214646
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The Impact of Public Education Expenditure on Economic Growth in Kosova: A Quantitative Analysis
Zogjani, Jeton; Kovaci-Uruci, Fife; Zogjani, Agon - 2024
This paper analyses the impact and correlation of different education indicators on the economic growth of Kosova from 2012 to 2022. Using time-series data, this paper applies the Cobb-Douglas production function as a measurement model. The main findings demonstrate a mixed impact on growth,...
Persistent link: https://www.econbiz.de/10015214714
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International monetary policy spillovers between Japan and the Rest of the World: A GVAR Framework
Salisu, Afees; Hammed, Yinka S. - 2025
We evaluate the impact of international monetary policy spillovers from the US and China on the real exchange rate of Japan. While China remains the top largest trading partner to Japan, the US occupies the second position, indicating potential policy spillovers from these countries to Japan....
Persistent link: https://www.econbiz.de/10015214905