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Modelling the asymmetric volatility of electronics patents in the USA

Chan, Felix; Marinova, Dora; McAleer, Michael - In: Mathematics and Computers in Simulation (MATCOM) 64 (2004) 1, pp. 169-184

electronics patents reaching close to 170,000 in 1997. For the empirical analysis, the time-varying nature of volatility in the … activity, and hence on volatility, both symmetric and asymmetric models of volatility are estimated. The estimated models are …

Persistent link: https://www.econbiz.de/10011050523

An early warning system to predict speculative house price bubbles

Dreger, Christian; Cholodilin, Konstantin Arkadʹevič - 2013

In this paper, the authors construct country-specific chronologies of the house price bubbles for 12 OECD countries over the period 1969:Q1-2009:Q4. These chronologies are obtained using a combination of a fundamental approach and a filter approach. The resulting speculative bubble chronology is...

Persistent link: https://www.econbiz.de/10009719582

An early warning system to predict speculative house price bubbles

Dreger, Christian; Kholodilin, Konstantin A. - In: Economics - The Open-Access, Open-Assessment E-Journal 7 (2013), pp. 1-26

Persistent link: https://www.econbiz.de/10010954732

Does the economic integration of China affect growth and inflation in industrial countries?

Dreger, Christian; Zhang, Yanqun - In: Economic Modelling 38 (2014) C, pp. 184-189

The Chinese economic development affects GDP growth and inflation in the advanced countries. The size of the effects is inferred from multivariate time series and structural econometric methods. In particular, the GVAR and the NiGEM are employed to examine the interdependencies between the...

Persistent link: https://www.econbiz.de/10010753351

Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?

Schumacher, Christian; Dreger, Christian - In: Journal of Economics and Statistics (Jahrbuecher fuer … 224 (2004) 6, pp. 731-750

This paper discusses a large-scale factor model for the German economy. Following the recent literature, a data set of 121 time series is used to determine the factors by principal component analysis. The factors enter a linear dynamic model for German GDP. To evaluate its empirical properties,...

Persistent link: https://www.econbiz.de/10008458528

Common and Spatial Drivers in Regional Business Cycles

Artis, Michael J; Dreger, Christian; Kholodilin, Konstantin - C.E.P.R. Discussion Papers - 2009

We examine real business cycle convergence for 41 euro area regions and 48 US states. Results obtained by a panel model with spatial correlation indicate that the relevance of common business cycle factors is rather stable over the past two decades in the euro area and the US. Ongoing business...

Persistent link: https://www.econbiz.de/10005666950

Pricing carbon emissions in China

Chang, Chia-Lin; Mai, Te-Ke; McAleer, Michael - In: Annals of financial economics 13 (2018) 2, pp. 1-37

Persistent link: https://www.econbiz.de/10011958479

Joint and cross-border patents as proxies for international technology diffusion

Chang, Chia-Lin; McAleer, Michael; Tang, Ju-Ting - In: International journal of innovation and technology … 15 (2018) 2, pp. 1850010-1-29

Persistent link: https://www.econbiz.de/10011861169

Innovation and employment : technological unemployment is not inevitable - some innovation creates jobs, and some job destruction can be avoided

Vivarelli, Marco - 2015

in many advanced economies. While process innovation can be job-destroying, product innovation can imply the emergence of … new firms, new sectors, and thus new jobs. But even for process innovation, the final impact on labor demand is shaped by … impede them. Policies should maximize the job-creation effect of product innovation and minimize the direct labor …

Persistent link: https://www.econbiz.de/10011431678

Frontiers in time series and financial econometrics: An overview

Ling, Shiqing; McAleer, Michael; Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 245-250

Persistent link: https://www.econbiz.de/10011503737