Showing 1 - 10 of 54
En este trabajo se estudia la rentabilidad de la empresa agroalimentaria en Andalucía (España)mediante un conjunto de ratios, elaborados por el Instituto de Estadística de Andalucía a partir de la Central de Balances de Actividades Empresariales de Andalucía. El objeto es encontrar las...
Persistent link: https://www.econbiz.de/10005125615
We take a model selection approach to real-time macroeconomic forecasting using linear and nonlinear models. True ex …-ante forecasting are constructed by using unrevised as opposed to fully revised data. Model selection as well as model performance …
Persistent link: https://www.econbiz.de/10005126386
We model the organization of the firm as a type of artificial neural network in a duopoly framework. The firm plays a repeated Prisoner's Dilemma type game, but also must learn to map environmental signals to demand parameters. We study the prospects for cooperation given the need for the firm...
Persistent link: https://www.econbiz.de/10005561514
In this paper it is proposed a fuzzy multiple attribute analysis, that we have called comparative concordance, as a help instrument to the decision-making process in an environment of lack of precise information as it generally is the decision-making in regional planning. Through an application...
Persistent link: https://www.econbiz.de/10005118983
This paper postulate two poverty indices based on a fuzzyfication of the poverty line approach and shows that they satisfy some of the usual axioms in the poverty line literature. It also shows that the headcount ratio is a particular case of a poverty measure based on fuzzy sets. Finally this...
Persistent link: https://www.econbiz.de/10005561549
This study examines the forecastability of ASEAN-5 stock market returns using linear and non-linear time series models. Time series models with GARCH errors are also considered. Based on formal econometrics tests, this study shows that the behaviour of these returns do not follow random walk...
Persistent link: https://www.econbiz.de/10005076958
This paper gives an overview of some issues related to market aluation, focusing on the developments on the New York equity markets. The 42.4 p.c. fall in the S&P 500 price index between 24 March 2000 - when it reached its all-time high - and 31 December 2002 is situated in a very long term...
Persistent link: https://www.econbiz.de/10005125064
The aim of this paper is to develop and apply Neural Network (NN) models in order to forecast regional employment patterns in Germany. NNs are statistical tools based on learning algorithms with a distribution over a large amount of quantitative data. NNs are increasingly deployed in the social...
Persistent link: https://www.econbiz.de/10005134566
This paper examines the forecasting performance of GARCH’s models used with agricultural commodities data. We compare … different possible sources of forecasting improvement, using various statistical distributions and models. We have chosen to …
Persistent link: https://www.econbiz.de/10005134650
ratio when forecasting long-run returns. The empirical results for the S&P 500 show the superiority of our approach to …
Persistent link: https://www.econbiz.de/10005134659