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-through in Mexico. We examine responses of domestic prices to a positive one unit exchange rate shock by estimating a threshold …-through to domestic prices is statistically significant above the threshold level of the inflation rate and statistically …
Persistent link: https://www.econbiz.de/10010898742
the underlying trends due to growth - is a major source of perturbations arising from the random fluctuations in prices or …
Persistent link: https://www.econbiz.de/10010899270
Differentiated prices, bundling, Web auctions : firms' pricing practices are evolving. When there is no market or for …
Persistent link: https://www.econbiz.de/10008790743
The aim of this paper is to show how Myrdal monetary theory can contribute to the study of the behaviour of prices in … price variations. The variation in prices explains the persistence of the cumulative process. This, we argue, represents an …
Persistent link: https://www.econbiz.de/10008792142
The scientific study article (a monograph) presents a model for forecasting and estimating the evolution of the market …
Persistent link: https://www.econbiz.de/10010821018
Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...
Persistent link: https://www.econbiz.de/10010738446
In this article, we specify the different approaches followed by the economists and the financial economists in order to use chaos theory. We explain the main difference using this theory with other research domains like the mathematics and the physics. Finally, we present tools necessary for...
Persistent link: https://www.econbiz.de/10010738474
This papier formalizes the process of forecasting unbalanced monthly data sets in order to obtain robust nowcasts and …
Persistent link: https://www.econbiz.de/10010738546
This paper focuses on the use of dynamical chaotic systems in Economics and Finance. In these fields, researchers employ different methods from those taken by mathematicians and physicists. We discuss this point. Then, we present statistical tools and problems which are innovative and can be...
Persistent link: https://www.econbiz.de/10010738625
overfitting in-sample for better and more stable forecasting performance out-of-sample we show that fundamentals from the PPP … forecasting horizons. …
Persistent link: https://www.econbiz.de/10010899931