Showing 1 - 10 of 156
are, according to the discount dividend model, annual earnings and, according to Q-theory, net worth. In December 2002 …
Persistent link: https://www.econbiz.de/10005125064
This paper looks at the impact on Australia’s trade in crops (non-wheat grains and oilseeds) where GM technology has been introduced. The model includes assumptions about the productivity gains of GM crops, possible consumer responses and regulatory costs for Australia and its major trading...
Persistent link: https://www.econbiz.de/10005407855
underestimates the actual extreme risks and, based on methods from the Extreme Value Theory (EVT), we propose and justify a more …
Persistent link: https://www.econbiz.de/10005126103
A theoretical model of inflationary dynamics in Ecuador is specified for the pre-dollarization period when the sucre was still the official currency. Parameter estimation is carried out using a battery of time series techniques. Monthly data from January 1964 to December 1994 are used in the...
Persistent link: https://www.econbiz.de/10005126131
The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of daily Foreign Exchange rates, Stock Market indices and...
Persistent link: https://www.econbiz.de/10005134766
Border region electric utility service loads are impacted by national, regional, and international business cycles. To examine whether the cross-border components of these interactions can be reliably assessed, transfer ARIMA models are estimated for three business rate categories in El Paso,...
Persistent link: https://www.econbiz.de/10005062498
This study examines the impact of telecommuting on passenger vehicle- miles traveled (VMT) through a multivariate time series analysis of aggregate nationwide data spanning 1966-1999 for all variables except telecommuting, and 1988-1998 for telecommuting. The analysis was conducted in two...
Persistent link: https://www.econbiz.de/10005407928
Puerto Rico its constituted, the model needs to complement with U.S.A. monetary variables , such as, monetary supply, to …
Persistent link: https://www.econbiz.de/10005556397
A time series analysis of the Shanghai and New York Stock Exchange composite price indices is provided to compare the weekly rates of return and volatilities of these two markets and to study their co-movement in 1992-2002. The rate of return and volatility of the Shanghai market were higher....
Persistent link: https://www.econbiz.de/10005556546
Similar to merchandise trade flows, commuter traffic between international metropolitan areas respond to changes in exchange rates. This paper examines the impact of currency variations on monthly frequency cross border commuter flows between El Paso, Texas and Ciudad Juarez, Mexico. The sample...
Persistent link: https://www.econbiz.de/10005119020