Search Results - subject_exact:"Ökonometrisches Modell"

Un sistema de proyección de demanda por efectivo en Chile: actualización y propuesta

Leiva, Nicolás; Medel, Carlos A. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015625299

Institutions and economic growth in 19th century Argentina : testing Alberdi's thesis

Ocampo, Emilio - 2026

This paper evaluates a largely overlooked thesis developed by Juan Bautista Alberdi of Argentina's 19th-century economic development using econometric time-series methods. Annual series of GDP per capita, export performance, and monthly London prices of bonds issued by the Republic of Argentina...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644006

ABC dei modelli per lo studio delle politiche del clima

Locarno, Alberto - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668415

Forecasting atmospheric ethane : application to the Jungfraujoch Measurement Station

Friedrich, Marina; Moussa, Karim; Shapovalova, Yuliya; … - 2025

Understanding the developments of atmospheric ethane is essential for better identifying the anthropogenic sources of methane, a major greenhouse gas with high global warming potential. While previous studies have focused on analyzing past trends in ethane and modeling the inter-annual...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015373851

Econometrics

Perron, Pierre - 2026

"This book is intended for graduate instruction in subjects like econometrics, economics, environmental science, social science and many other fields, at the Masters or PhD levels. It can be used as a textbook or as a reference guide. It covers a wide range of topics related to tools used in...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015426779

Foreign exchange order flow as a risk factor

Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015451411

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Foreign exchange order flow as a risk factor

Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2020

Book / Working Paper

Foreign exchange order flow as a risk factor

Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2018

Book / Working Paper

Foreign exchange order flow as a risk factor

Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2018

Book / Working Paper

Foreign Exchange Order Flow as a Risk Factor

Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2022

Book / Working Paper

Foreign Exchange Order Flow as a Risk Factor

Burnside, Craig - 2020

Book / Working Paper

What drives cyber losses at U.S. banks? : potential statistical markers

Murphy, Anthony; Tindall, Michael L.; Klemme, Kelly; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015406634

Salience and (Non-)Buyer's Remorse : Optimal Nonlinear Pricing with Cognitively Constrained Consumers

Bodoh-Creed, Aaron L.; Hickman, Brent R.; List, John A.; … - 2026

Nonlinear pricing theory predicts that firms can extract surplus by inducing heterogeneous consumers to self-sort across price contract offers that are ex-post optimal for them. We study subscription pricing when the frictionless sorting assumption fails. Using large-scale subscription...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015626332

Are transfer payments stimulative? : sometimes

Ahmed, M. Iqbal; Anaman, George; Cassou, Steven Peter - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015457953

Econometric models of ensuring financial stability of local budgets

Burkhanov, Aktam U.; Sagdillayeva, Zulfiya A.; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015638106

Methodological advancements in tourism demand modelling and forecasting : time-varying parameter models

Song, Haiyan; Liu, Ying; Cherapanukorn, Vorathamon - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015632125

Inference on noncooperative entry deterrence

Mizuta, Seiichiro - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015460416

Econometric modelling of the impact of metrology on the economy in Poland

Doszyń, Mariusz; Batóg, Barbara; Majda, Paweł; … - 2025

Research background: Studying the impact of metrology on the economy is a complicated matter. This is due to the specific nature of both metrology and the economy. There is no established method for determining the impact of metrology on the economy. Purpose: The paper attempts to build an...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015492486

Discrete choice models : mathematical methods, econometrics, and data science

Galichon, Alfred - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015636333

Exercise book empirical economic research and econometrics

Winker, Peter; Funk, Christoph; Tönjes, Elena - 2026

This exercise book is aimed at students and teachers of economics and related subjects. It offers the opportunity to deepen skills in important methods of applied economic research and econometrics by solving different types of exercises. The book offers exercises in the areas of data, economic...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015637094

GDP Nowcasting Performance of Traditional Econometric Models vs Machine-Learning Algorithms : Simulation and Case Studies

Akepanidtaworn, Klakow - 2025

Are Machine Learning (ML) algorithms superior to traditional econometric models for GDP nowcasting in a time series setting? Based on our evaluation of all models from both classes ever used in nowcasting across simulation and six country cases, traditional econometric models tend to outperform...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612800

Unbalanced Trade 2.0

Cuñat, Alejandro - 2025

Do trade imbalances boost incomes in surplus economies at the expense of deficit economies? We show that the answer is yes in an important subclass of quantitative trade models. This is the consequence of scale economies concentrated in the traded sector. A rise in net exports causes the traded...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613031

Advances in statistical modelling for social science, part 2

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016064101

Supply and Demand with Market Heterogeneity

Gaarder, Ingvil; Frahan, Lancelot Henry de; Mogstad, Magne - 2026

We revisit the classic identification problem of separating supply and demand for a homogeneous good using data from multiple markets. We allow markets to be heterogeneous according to unobservables, a feature that arises if there are unobservable differences in consumer preferences or firm...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016063264

Global Energy and Climate Model : documentation - 2025

2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015515709

Inference with AI-Generated Covariates

Duan, Junting; Pelger, Markus - 2026

Empirical researchers increasingly use large language models (LLMs) to extract structured features, such as sentiment scores, classifications, and expectations, from unstructured data and treat these generated features as observed covariates in downstream estimation. This practice can invalidate...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016063277

Labour productivity disparities in European regions : the impact of agglomeration effects

Gómez-Tello, Alicia; Murgui, Maria José; Sanchis … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653314

Migrations in Spain : econometric models with demographic and economic variables : 1950-2021

Sanchis, Ana Gutiérrez; Remoaldo, Paula; Ibarreta, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653183

The domino effect of silicon valley Bank's bankruptcy and the role of FED's monetary policy

Erer, Elif; Erer, Deniz - 2024

This paper examines the spillover effects of bankruptcy by important tech industry banks-Silicon Valley Bank (SVB), Silvergate Bank, and Signature Bank-on the top 10 institutions in the MSCI Bank Index and the role that monetary policy by the US Federal Reserve (the Fed) played in this...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014635351

Econometric issues in the estimation of the natural rate of interest

Buncic, Daniel - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014547947

Network models in finance : expanding the tools for portfolio and risk management

Konstantinov, Gueorgui; Fabozzi, Frank J. - 2025

"*Network Models in Finance: Expanding the Tools for Portfolio and Risk Management* explores the application of network theory to asset management, emphasizing how network-based methodologies can enhance portfolio and risk management. The book integrates quantitative modeling, causal...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015127038

The crude challenge : the influence of oil prices on automobile industry dynamics

Bose, Debanjalee; Srinivasan, K. Sakthi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628493

Determinants of tourists' expenditure : systematic literature review, meta-analysis, and econometric analysis

Meleddu, Marta; Paolini, Dimitri; Posadas, Valeria - 2024 - Prima edizione

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015099227

Non-linearity in econometric modeling, vol. 1 : A Practical Approach

Sarit Maitra - 2025

Importance of Filters in Data Processing Pipeline discusses about the challenges of dealing with real-world data and application of Kalman Filter to improve the reliability and accuracy of models -- Volatility Modeling discusses the common problem with volatility or variance and covers how...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015560191

Might expert knowledge improve econometric real estate mass appraisal?

Doszyń, Mariusz - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015080907

Bayesian econometric modelling for big data

Qian, Hang - 2025 - First edition.

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015416892

The ANIMO econometric model database of De La Salle University : variables and technical notes

Aragones, Eva Marie; Felipe, Jesus; Pérez Garcia, Julian; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015083945

Do government spending multipliers depend on the sign of the shock?

Ben Zeev, Nadav; Ramey, Valerie A.; Zubairy, Sarah - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014390259

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Do government spending multipliers depend on the sign of the shock?

Ben Zeev, Nadav; Ramey, Valerie A.; Zubairy, Sarah - 2025

Book / Working Paper

Macro econometric Albanian model (MEAM): an update of the main equations and model elasticities

Skufi, Lorena; Kika, Eglent; Çela, Enian - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014491985

Accounting for spatial autocorrelation in algorithm-driven hedonic models : a spatial cross-validation approach

Deppner, Juergen; Cajias, Marcelo - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014494209

Essays on international finance

Fernández, Julián - 2024 - First edition

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014505206

Multiple yield curve modeling and forecasting using deep learning

Richman, Ronald; Scognamiglio, Salvatore - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015154556

Italian regional econometric model

Lombardini, Simone - 2024

This paper shifts studies on macroeconomic models from a national to a regional scope. Regions, indeed, often follow growth trajectories that dif- fer greatly from others within the same country. In this study we propose a macroeconometric model for 20 economies corresponding to the Italian...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015125334

The dry-bulk shipping market : a small econometric model

Kasimati, Evangelia; Veraros, Nikolaos - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015097557

State-contingent production technology formulation : identifying states of nature using reduced-form econometric models of crop yield

Bokuševa, Raušan; Baráth, Lajos - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014545201

Evaluating the performance of AIC and BIC for selecting spatial econometric models

Agiakloglou, Christos N.; Tsimpanos, Apostolos - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013483295

Forecast Scenarios of the Development of Agricultural Insurance in Uzbekistan Based on Econometric Models Against the Background of Climate Change

Burkhanov, Aktam U.; Yadgarov, Akram A.; Tugizova, Malika S. - 2024

Abstract Natural disasters and human-made events occurring against the background of global climate change are directly causing an unexpected financial recession in agriculture. From this point of view, agricultural insurance is of special importance in financially mitigating the damage caused...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015488331

Machine Learning, Neural Networks and Econometric Models for Prediction the Realized Volatility of Bitcoin and E-Mini S&P500

Manevich, Vyacheslav; Ignatov, Dmitry - 2023

The article compares ARMA, boosting, neural network models, GARCH and HAR models, and proposes a new efficient method for forecasting one day ahead of the realized volatility of financial series. The GARCH and HAR models are taken as comparable models, which showed the best results in Manevich...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014258073

Investigating economic and climate signals in groundwater data

Pereira, Mekha; Reed-Spitzer, Zoey; Condon, Laura; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015546222

The role of air pollution in the ESG model at the world level

Magazzino, Cosimo; Leogrande, Angelo - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014574459

Fitting Negatively Valued Functions in Econometric Modeling. A Simple Solution

Gkillas, Konstantinos; Kountzakis, Christos - 2023

We suggest a simple yet novel solution for fitting negatively valued functions in economic modeling and treating the econometric issues of estimation arising. To this end, we suggest representing complex arguments by simpler, more intuitive arguments in polar coordinates which, in turn, allow us...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014258209

How Economists Model the World into Numbers. A Review Essay on the Book by Marcel Boumans

Christiansen, Arndt - 2023

The dominance of model-building in modern economics is far from a new finding. Marcel Boumans intends to separate himself from previous analyses by pursuing a specific focus, namely the development of a «separate methodology of models». To achieve this goal he focusses on the contributions by...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014262565

Redistributive politics under ambiguity

Donna, Javier D. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014551286

Introduction to the themed issue on climate econometrics

Miller, J. Isaac; Pretis, Felix - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015073950

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Introduction to the themed issue on climate econometrics

Miller, J. Isaac; Pretis, Felix - 2024

Article

Testing Phillips curve in Sweden

Šimićević, Vanja; Lekavski, Emil - 2023

The study aims to research the correlation between unemployment and inflation in Sweden between March 2020 - November 2021 to provide further insight into the validity of the Phillips curve. Previous research has found a contradictive relationship between unemployment and inflation. In addition,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014496201