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Vildosola, Luis - EconWPA - 1998

Theoretical study identifying one modality with conditions necesary for the financial stabilization of an inherently unstable system; and 5040 other unstable dynamic modes. It draws on knowledge made available by the academic field of Control Engineering.

Persistent link: https://www.econbiz.de/10005125628

Using sentiment to predict GDP growth and stock returns

Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2008

This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...

Persistent link: https://www.econbiz.de/10009647230

Possibilities for a Non-Quantitative-Dependent Economics:The Plurality of Methods facing the Dominance of Econometrics

Pinto, Hugo - Centro de Investigação sobre Espaços e … - 2009

current global crisis, in particular with the deregulation of financial markets. Today econometrics, seen as dominant in terms …. But criticisms to econometrics are becoming extremely loud and consistent. Econometricians behave as if their techniques … and distance to the reality of econometrics. The current article debates the pathways for a Satisfactory Economics in a …

Persistent link: https://www.econbiz.de/10008519777

Purposes and limitations of econometric analysis according to recent approaches

Lombardini, Siro - In: Rivista Internazionale di Scienze Sociali 123 (2013) 3-4, pp. 331-352

Econometrics demands that economists be familiar both with mathematical statistics and with different branches of … the origins and the most recent developments of econometrics and introduce the reader to the most debated methodological …

Persistent link: https://www.econbiz.de/10010786968

The case for higher frequency inflation expectations

Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2011

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused on three survey measures of expected inflation: the...

Persistent link: https://www.econbiz.de/10009650037

Un regard epistemologique sur la pratique econometrique contemporaine.

Ado, I.; Boughrara, A. - Groupement de Recherche en Économie Quantitative … - 1996

Le propos de cet article est une evaluation critique des methodes de rapprochement entre les faits et la theorie economique. Il s'agit, plus precisement, de questionner les methodes econometriques actuellement en vigueur relativement a l'epistemologie scientifique. Nous avons considere dans ce...

Persistent link: https://www.econbiz.de/10005479024

Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?

Barnett, William A.; Kalonda-Kanyama, Isaac - Volkswirtschaftliche Fakultät, … - 2012

We use Monte Carlo simulations to assess the ability of the Rotterdam model and the three versions of the almost ideal demand system (AIDS) to recover the time-varying elasticities of a true demand system and to satisfy theoretical regularity. We find that the Rotterdam model performs better at...

Persistent link: https://www.econbiz.de/10009647232

Estimating Demand with Varied Levels of Aggregation.

Grose, S.; McLaren, K. - Department of Econometrics and Business Statistics, … - 2000

aggregated up to the "lowest common denominator". This paper develops a specification/estimation technique that exploits the …

Persistent link: https://www.econbiz.de/10005149051

The current state of the theory of cycles

Marrama, Vittorio - In: Rivista Internazionale di Scienze Sociali 123 (2013) 3-4, pp. 373-386

The article offers a review of modern business cycle theory as developed in the first half of XX century. Marrama analyses the extent of economic literature on these topics, pinpointing the main strands of thought and tools used by business cycle economists. The categorization is set forth...

Persistent link: https://www.econbiz.de/10010786802

Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc

Chang, Chia-Lin; McAleer, Michael - In: Econometrics 1 (2013) 3, pp. 217-235

econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI …

Persistent link: https://www.econbiz.de/10010711829