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  • Search: subject:"Stationary data"
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Year of publication
Subject
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Non-stationary data 13 Phillips curve 9 non-stationary data 8 Estimation 6 Schätzung 6 Time series analysis 6 Zeitreihenanalyse 6 Inflation 5 inflation 5 Phillips-Kurve 4 Structural break 4 Strukturbruch 4 Common factor 3 Crime 3 Estimation theory 3 GARCH 3 Panel unit root tests 3 Schätztheorie 3 Structural breaks 3 Treatment effects 3 panel data 3 stationary data 3 structural breaks 3 Common factor analysis 2 Forecasting model 2 Home price 2 Principal components 2 Prognoseverfahren 2 Property tax 2 Research Methods/ Statistical Methods 2 Spillover effect 2 Spurious regression 2 Stationary data 2 Supply elasticity 2 USA 2 United States 2 breaks 2 cointegration 2 2008 fiscal stimulus plan of China 1 ARCH model 1
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Online availability
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Free 15 Undetermined 8
Type of publication
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Book / Working Paper 14 Article 12 Other 1
Type of publication (narrower categories)
All
Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Conference paper 1 Konferenzbeitrag 1 Thesis 1 research-article 1
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Language
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English 18 Undetermined 9
Author
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Russell, Bill 9 Chowdhury, Rosen Azad 3 Ouyang, Min 3 Bai, ChongEn 2 Banerjee, Anindya 2 Becker, Bettina 2 Joakim, Westerlund 2 Johan, Blomquist 2 Li, Qi 2 Malki, Issam 2 Pfumayaramba, Tichaona 2 Ponomareva, Natalia 2 Rambaccussing, Dooruj 2 Blomquist, Johan 1 Bochenina, Klavdiya 1 Canarella, Giorgio 1 Chen, Jie 1 Derevitskii, Ivan 1 Feltham, Sandra G. 1 Giles, David E.A. 1 Glukhov, Gleb 1 Gupta, Rangan 1 Hall, Stephen G 1 Hall, Stephen G. 1 Juselius, Katarina 1 Le, Vo Phuong Mai 1 Meenagh, David 1 Miller, Stephen M. 1 Minford, Patrick 1 Peng, Yulei 1 Politis, Dimitris N. 1 Pollard, Stephen K. 1 Severiukhina, Oksana 1 Simabarashe, Mhazo 1 Van Heerden, Petrus Marthinus Stephanus 1 Westerlund, Joakim 1
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Institution
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Department of Economics Studies, University of Dundee 4 Australian Agricultural and Resource Economics Society - AARES 1 Department of Economics, University of Victoria 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Nationalekonomiska institutionen, Handelshögskolan 1 School of Business and Economics, Loughborough University 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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Dundee Discussion Papers in Economics 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 Journal of econometrics 2 Journal of macroeconomics 2 2011 Conference (55th), February 8-11, 2011, Melbourne, Australia 1 Applied economics 1 Discussion Paper Series / School of Business and Economics, Loughborough University 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Dundee discussion papers in economics 1 E3 Journal of Business Management and Economics. 1 Econometrics Working Papers 1 Economics discussion paper series / School of Business and Economics, Loughborough University 1 Journal of Econometrics 1 Journal of Hospitality and Tourism Technology 1 Journal of Macroeconomics 1 Journal of time series econometrics 1 Working Paper 1 Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan 1 Working Papers in Economics 1
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Source
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RePEc 13 ECONIS (ZBW) 10 BASE 2 EconStor 1 Other ZBW resources 1
Showing 1 - 10 of 27
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Dynamic recommendation algorithms for a COVID-19 restrictions scenario in the restaurant industry
Glukhov, Gleb; Derevitskii, Ivan; Severiukhina, Oksana; … - In: Journal of Hospitality and Tourism Technology 15 (2023) 1, pp. 1-17
Purpose Using the data set about the restaurants from different countries and their customer's feedback, the purpose of this paper is to address the following issues: in the restaurant industry, how have user behavior and preferences changed during the COVID-19 restrictions period, how did these...
Persistent link: https://www.econbiz.de/10014874297
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Breaks and the statistical process of inflation : the case of the ‘modern’ Phillips curve
Russell, Bill; Rambaccussing, Dooruj - 2016
Persistent link: https://www.econbiz.de/10011473684
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The relationship between the forward– and the realized spot exchange rate in South Africa / Petrus Marthinus Stephanus van Heerden
Van Heerden, Petrus Marthinus Stephanus - 2010
The inability to effectively hedge against unfavourable exchange rate movements, using thecurrent forward exchange rate as the only guideline, is a key inhibiting factor of internationaltrade. Market participants use the current forward exchange rate quoted in the market to makedecisions...
Persistent link: https://www.econbiz.de/10009455974
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Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie; Politis, Dimitris N. - In: Journal of time series econometrics 12 (2020) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
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Unemployment rate hysteresis and the great recession : exploring the metropolitan evidence
Canarella, Giorgio; Gupta, Rangan; Miller, Stephen M.; … - In: Empirical economics : a journal of the Institute for … 56 (2019) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10012040714
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Breaks and the statistical process of inflation : the case of estimating the "modern" long-run Phillips curve
Russell, Bill; Rambaccussing, Dooruj - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1455-1475
Persistent link: https://www.econbiz.de/10012052202
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A case of the missing link- An analysis of the potential contribution of the transport and communication sector in the economic growth and development process: A case study of Zimbabwe (1980-2013)
Simabarashe, Mhazo - In: E3 Journal of Business Management and Economics. 5 (2014) 1, pp. 009-016
The research focused on analysing the Transport and communications sector potential contribution to economic development and how this can translate into addressing adverse socio-economic issues like unemployment, access to better health care, nutrition, clean water and sanitation, spread of...
Persistent link: https://www.econbiz.de/10010757141
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Spurious Common Factors
Becker, Bettina; Hall, Stephen G - School of Business and Economics, Loughborough University - 2012
We conduct Monte Carlo simulations of principal components analyses of unrelated time series in order to investigate whether the stationarity properties of the data matter, as they do for least-squares regression analysis. We find that for stationary series the results are standard and reflect...
Persistent link: https://www.econbiz.de/10010585810
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ESTIMATING UNITED STATES PHILLIPS CURVES WITH EXPECTATIONS CONSISTENT WITH THE STATISTICAL PROCESS OF INFLATION
Russell, Bill; Chowdhury, Rosen Azad - Department of Economics Studies, University of Dundee - 2012
‘Modern’ Phillips curve theories predict inflation is an integrated, or near integrated, process. However, inflation appears bounded above and below in developed economies and so cannot be ‘truly’ integrated and more likely stationary around a shifting mean. If agents believe inflation...
Persistent link: https://www.econbiz.de/10010562041
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Spurious common factors
Becker, Bettina; Hall, Stephen G. - 2012
Persistent link: https://www.econbiz.de/10009663218
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