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The Convergence of International Interest Rates Prior to Monetary Union

Wilfling, Bernd - 2001

The process of international interest rate convergence for arbitrary terms (represented by the term structure of interest rate differentials) is derived in a model of a small open economy which faces a purely time-contingent exchange rate regime switch from flexible to fixed rates. Special...

Persistent link: https://www.econbiz.de/10009442390

Long-Range Dependence in Daily Interest Rate

Ioannidis, C; Monoyios, M - 2001

-parametric tests.From our non-parametric tests we And strong evidence of the presence oflong memory in all four series independently of …

Persistent link: https://www.econbiz.de/10009465470

Does a multi-sectoral design improve indicator-based forecasts of the GDP growth rate? Evidence from Switzerland

Graff, Michael - 2010

-sectoral composite leading indicators for the same reference series - the traditional KOF (Konjunkturforschungsstelle) barometer as …

Persistent link: https://www.econbiz.de/10009448541

Internationale Konjunkturverbunde/International Business Cycles

Graff, Michael - 2006

proposed. This indicator refers to two time series only and allows for an internationally comparable quantification of a … country's position in the business cycle. We then calculate times series of this indicator for 30 countries from 1970 …-2000. After some plausibility checks, we refer to these series to test a number of hypotheses. Cross correlations reveal a high …

Persistent link: https://www.econbiz.de/10009448749

Principles for Examining Predictive Validity: The Case of Information Systems Spending Forecasts

Collopy, Fred; Adya, Monica; Armstrong, J. Scott - 1994

Research over two decades has advanced the knowledge of how to assess predictive validity. We believe this has value to information systems (IS) researchers. To demonstrate, we used a widely cited study of IS spending. In that study, price-adjusted diffusion models were proposed to explain and...

Persistent link: https://www.econbiz.de/10009484503

Bootstrap Markov chain Monte Carlo and optimal solutions for the Law of Categorical Judgment (Corrected)

Kochanski, Greg P; Rosner, Burton S. - 2010

A novel procedure is described for accelerating the convergence of Markov chain Monte Carlo computations. The algorithm uses an adaptive bootstrap technique to generate candidate steps in the Markov Chain. It is efficient for symmetric, convex probability distributions, similar to multivariate...

Persistent link: https://www.econbiz.de/10009441534

Ensemble-based chemical data assimilation II: Real observations

Constantinescu, Emil M; Sandu, Adrian; Chai, Tianfeng; … - 2006

Data assimilation is the process of integrating observational data and model predictions to obtain an optimal representation of the state of the atmosphere. As more chemical observations in the troposphere are becoming available, chemical data assimilation is expected to play an essential role...

Persistent link: https://www.econbiz.de/10009451267

GLS-SOD: A Generalized Local Statistical Approach for Spatial Outlier Detection

Chen, Feng; Lu, Chang-Tien; Boedihardjo, Arnold P. - 2010

Local based approach is a major category of methods for spatial outlier detection (SOD). Currently, there is a lack of systematic analysis on the statistical properties of this framework. For example, most methods assume identical and independent normal distributions(i.i.d. normal) for the...

Persistent link: https://www.econbiz.de/10009451270

A Practical Method to Estimate Information Content in the Context of 4D-Var Data Assimilation. I: Methodology

Sandu, Dr Adrian; Singh, Dr Kumaresh; Jardak, Dr Mohamed; … - 2011

Data assimilation obtains improved estimates of the state of a physical systemby combining imperfect model results with sparse and noisy observations of reality.Not all observations used in data assimilation are equally valuable. The ability tocharacterize the usefulness of different data points...

Persistent link: https://www.econbiz.de/10009451275

An Equilibrium Model of "Global Imbalances" and Low Interest Rates

Gourinchas, Pierre-Olivier; Farhi, Emmanuel; Caballero, … - 2008

Economics

Persistent link: https://www.econbiz.de/10009431915