Narrow search
Showing 1 - 10 of 340
Cover Image
Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - 2001
Multivariate Volatility Models belong to the class of nonlinear models for financial data. Here we want to focus on multivariate GARCH models. These models assume that the variance of the innovation distribution follows a time dependent process conditional on information which is generated by...
Persistent link: https://www.econbiz.de/10009615423
Cover Image
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
Cover Image
Testing for short and long-run causality : the case of the yield spread and economic growth
Breitung, Jörg; Candelon, Bertrand - 2001
To assess the predictive content of the interest rate term spread for future economic growth, we distinguish short-run from long-run predictability by using two different approaches. First, following Dufour and Renault (1998) a test procedure is proposed to test for causality at different...
Persistent link: https://www.econbiz.de/10009617950
Cover Image
Modelling exchange rates volatility with multivariate long-memory ARCH processes
Teyssière, Gilles - 1999 - Rev.
, and the Deutschmark-US dollar. The estimation results for both models show: (i) that the unrestricted model outperforms …
Persistent link: https://www.econbiz.de/10009579181
Cover Image
A generic architecture for hybrid intelligent systems
Jacobsen, Hans-Arno - 1998
and achieve synergetic effects through hybridization or fusion of these techniques, has in recent years contributed to a … identify four categories, based on the systems, overall architecture: (1) single component systems, (2) fusion-based systems …
Persistent link: https://www.econbiz.de/10009578554
Cover Image
Self-rated and changes in self-rated health as predictors of mortality : first evidence from german panel data
Schwarze, Johannes; Andersen, Hanfried H.; Anger, Silke - 2002
. However, no empirical evidence exists for Germany so far. We investigate the effectiveness of (i) self-ratings of health by … individuals and (ii) changes in self-rated health, as predictors of mortality for Germany. Methods: A sub-sample of 3 … a valid predictor of mortality in Germany, adding previously self-rated health has no effect on explaining the …
Persistent link: https://www.econbiz.de/10009626677
Cover Image
Testing the multinomial logit model
Bartels, Knut; Boztuğ, Yasemin; Müller, Marlene - 1999
Persistent link: https://www.econbiz.de/10009579175
Cover Image
Money and banks : some theory and empirical evidence for Germany
Holtemöller, Oliver - 2002
in Germany in the period of monetary targeting from 1975 to 1998 is estimated. The implications of the theoretical model …. -- monetary policy ; Endogenous money ; industrial organization approach to banking theory ; money multiplier ; vector error …
Persistent link: https://www.econbiz.de/10009620766
Cover Image
Real estate valuation according to standardized methods : an empirical analysis
Schulz, Rainer - 2002
monthly data on appraisals and prices for commercial apartment houses in Berlin, Germany from 1980 to 2000. The appraisals are …
Persistent link: https://www.econbiz.de/10009625798
Cover Image
Was there a regime change in the German monetary transmission mechanism in 1983?
Candelon, Bertrand; Lütkepohl, Helmut - 2000
Recent investigations of the transmission mechanism of German monetary policy arrive at quite different conclusions regarding its stability during the period of monetary targeting by the Bundesbank. In this study small dynamic models for the monetary sector of the German economy are analyzed in...
Persistent link: https://www.econbiz.de/10009583433