Search Results - subject:"General-to-Specific Model"

Can pecuniary and environmental incentives via SMS messaging make households adjust their intra-day electricity demand to a fluctuating production?

Møller, Niels Framroze; Andersen, Laura Mørch; … - 2018

The increasing deployment of renewables introduces substantial variability into the production of electricity, requiring demand to be more movable across time. We analyze data from a large Danish fi eld experiment (2015-2016) to investigate whether households can be prompted, via SMS messages,...

Persistent link: https://www.econbiz.de/10012101068

Symmetric or asymmetric interest rate adjustments? Evidence from Greece, Bulgaria and Slovenia

Karagiannis, Stelios; Panagopoulos, Yannis; Vlamis, … - London School of Economics (LSE) - 2010

The purpose of this paper is to examine how effectively the wholesale interest rates are transmitted to the retail rates, and whether the interest rate pass-through is symmetric or asymmetric in Greece, Bulgaria and Slovenia. The disaggregated general-to-specific methodology is applied for...

Persistent link: https://www.econbiz.de/10010746381

The response of bank retail rates to money market rates in the BRIC economies : an application of the disaggregated GETS model

Karagiannis, Stelios; Panagopoulos, Yannis; Vlamis, … - In: Emerging markets finance & trade : a journal of the … 50 (2014) 2, pp. 153-168

Persistent link: https://www.econbiz.de/10010403088

The Response of Bank Retail Rates to Money Market Rates in the BRIC Economies: An Application of the Disaggregated GETS Model

Karagiannis, Stelios; Panagopoulos, Yannis; Vlamis, … - In: Emerging Markets Finance and Trade 50 (2014) 2, pp. 153-168

the symmetry hypothesis. A disaggregated general-to-specific model is applied for estimating interest rate pass …

Persistent link: https://www.econbiz.de/10010812110

Macroeconomic variables and South African stock return predictability

Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 30 (2013), pp. 612-622

Persistent link: https://www.econbiz.de/10009708826

Macroeconomic Variables and South African Stock Return Predictability

Gupta, Rangan; Modise, Mampho P. - In: Economic Modelling 30 (2013) C, pp. 612-622

data mining. Further, we use a procedure that combines the in-sample general-to-specific model selection with tests of out … regressions and the diffusion index become insignificant at all horizons. The general-to-specific model confirms the importance of …

Persistent link: https://www.econbiz.de/10010608280

South African stock return predictability in the context data mining : the role of financial variables and international stock returns

Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916

Persistent link: https://www.econbiz.de/10009545495

South African stock return predictability in the context data mining: The role of financial variables and international stock returns

Gupta, Rangan; Modise, Mampho P. - In: Economic Modelling 29 (2012) 3, pp. 908-916

-sample general-to-specific model selection with out-of-sample tests of predictive ability to further analyse the predictive power of … mining. The general-to-specific model shows that valuation ratios contain very useful information that explains the behaviour …

Persistent link: https://www.econbiz.de/10010573379

Macroeconomic Variables and South African Stock Return Predictability

Gupta, Rangan; Modise, Mampho P. - Department of Economics, Faculty of Economic and … - 2011

mining. Further, we use a procedure that combines the in-sample general-to-specific model selection with tests of out … horizons. The general-to-specific model confirms the importance of different interest rate variables in explaining the …

Persistent link: https://www.econbiz.de/10008876620

Symmetric or Asymmetric Interest Rate Adjustments? Evidence from Greece, Bulgaria and Slovenia

Karagiannis, Stelios; Panagopoulos, Yannis; Vlamis, … - London School of Economics (LSE) - 2010

Persistent link: https://www.econbiz.de/10010686651