Similar Search Results

Ács, Zoltán J. - 2002

employment and university -- research by state 203 -- Appendix C: Innovation, R&D lab employment and university -- research by … MSA 205 -- Appendix D: Innovation, private R&D lab employment and -- university research by MSA and industry sector 209 … the growth of cities by the use of endogenous growth theory …

Persistent link: https://www.econbiz.de/10012419981

Knowledge, technological catch-up and economic growth

Rogers, Mark - 2003

capability and to test these hypotheses. Arguing that existing research on the role of knowledge is underdeveloped, the book aims …

Persistent link: https://www.econbiz.de/10014473801

Neoclassical convergence versus technological catch-up : a contribution for reaching a consensus

Desdoigts, Alain - 2000

New macro empirical evidence is provided to assess the relative importance of object and idea gaps in explaining the world income distribution dynamics. Formal statistical hypothesis tests allow us to discriminate between two competing growthmodels: (i) the standard neoclassical growth model...

Persistent link: https://www.econbiz.de/10009583880

The role of log transformation in forecasting economic variables

Lütkepohl, Helmut; Fang, Xu - 2009

Persistent link: https://www.econbiz.de/10003900236

The role of curvature in the transformation frontier for measuring technology shocks

Mennuni, Alessandro - 2010

Persistent link: https://www.econbiz.de/10008696869

The monetary model of the exchange rate : a structural interpretation

Moersch, Mathias; Nautz, Dieter - 1998

We emphasize the importance of properly identifying the long-run relations underlying the monetary model of the exchange rate. The separate estimation of long-run money demands leads to a "structural" error correction equation which allows an interpretation of the various channels affecting the...

Persistent link: https://www.econbiz.de/10009574885

A note on stochastic volatility, GARCH models, and hyperbolic distributions

Jaschke, Stefan R. - 1997

We establish a relation between stochastic volatility models and the class of generalized hyperbolic distributions. These distributions have been found to fit exceptionally well to the empirical distribution of stock returns. We review the background of hyperbolic distributions and prove...

Persistent link: https://www.econbiz.de/10009577459

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...

Persistent link: https://www.econbiz.de/10009578026

Forecasting performance of market share attraction models : a comparison of different models assuming that competitors’ actions are forecasts

Klapper, Daniel; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10009578563

Modelling exchange rates volatility with multivariate long-memory ARCH processes

Teyssière, Gilles - 1999 - Rev.

We consider two multivariate long-memory ARCH models, which extend the univariate long-memory ARCH models, we first consider a long-memory extension of the restricted constant conditional correlations (CCC) model introduced by Bollerslev (1990), and we propose a new unrestricted conditional...

Persistent link: https://www.econbiz.de/10009579181