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Non-negative demand in newsvendor models:The case of singly truncated normal samples

Halkos, George; Kevork, Ilias - Volkswirtschaftliche Fakultät, … - 2011

This paper considers the classical newsvendor model when demand is normally distributed but with a large coefficient of variation. This leads to observe with a non-negligible probability negative values that do not make sense. To avoid the occurrence of such negative values, first, we derive...

Persistent link: https://www.econbiz.de/10009147873

Real GDP per capita since 1870

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2012

steadily decreasing trend and fluctuations related to the change in some specific age population. The long term trend in the …

Persistent link: https://www.econbiz.de/10011259294

Cyclical Variations and Trend of Growth: Evidence from Moroccan Economy

Achiq, Mohamed; Ghassan, Hassan B.; Meslouhi, Khalil - Volkswirtschaftliche Fakultät, … - 1998

This paper estimates the smoothed-GDP of Moroccan economy since 1958. We use advanced techniques, as in the public and private international organizations, such the Hodrick-smoothing Presscott and Beveridge-Nelson decomposition. The results identified and quantified, in addition to an economic,...

Persistent link: https://www.econbiz.de/10011112383

Sustainable trends and periodicity in consumer price indices indicate that the era of low energy prices is approaching

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2012

Five years ago, we found three distinct periods characterized by sustainable quasi-linear trends in the difference between the headline consumer price index (CPI) and the core CPI in the USA. Then we revealed similar behavior in the differences between the CPI and indices of various consumer...

Persistent link: https://www.econbiz.de/10011112812

Statistical Digest of the 2010 Round of Population and Housing censuses in Africa

NZINGOULA, Gildas Crépin - Volkswirtschaftliche Fakultät, … - 2012

The objective of this digest is to briefly present the status of population and housing censuses in Africa. Population census is the total process of collecting, compiling, evaluating, analyzing, publishing and distribution of demographic, economic and social data during a specified time, to all...

Persistent link: https://www.econbiz.de/10011113705

A Note on the Oil Price Trend and GARCH Shocks

Jing, Li; Thompson, Henry - Volkswirtschaftliche Fakultät, … - 2010

This paper investigates the trend in the monthly real price of oil between 1990 and 2008 with a generalized … autoregressive conditional heteroskedasticity (GARCH) model. Trend and volatility are estimated jointly with the maximum likelihood … evidence supports a deterministic trend in the price of oil. The deterministic trend implies that influence of a price shock is …

Persistent link: https://www.econbiz.de/10008636497

Estimation, Analysis and Projection of India’s GDP

Daga, Ugam Raj; Das, Rituparna; Maheshwari, Bhishma - Volkswirtschaftliche Fakultät, … - 2004

is found to contribute the minimum to the GDP trend under study. …

Persistent link: https://www.econbiz.de/10008533253

Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter

Schlicht, Ekkehart - Volkswirtschaftliche Fakultät, … - 2004

This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997), originally proposed by Leser (1961). It builds on an approach to seasonal adjustment suggested by Leser (1963) and Schlicht (1981, 1984). A moments estimator for the smoothing parameter is proposed...

Persistent link: https://www.econbiz.de/10005187291

Trend Extraction From Time Series With Structural Breaks and Missing Observations

Schlicht, Ekkehart - Volkswirtschaftliche Fakultät, … - 2008

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …

Persistent link: https://www.econbiz.de/10005649812

Assessing Sustainable Development by Genuine Saving Indicator from Multidimensional Perspectives

Sato, Masayuki; Samreth, Sovannroeun - Volkswirtschaftliche Fakultät, … - 2008

This paper investigates the path of genuine saving (GS) based on the perspectives of average, trend and stability. The … countries based not only on the average, but also on the trend and stability of GS path. The results of evaluating GS based on …

Persistent link: https://www.econbiz.de/10005619822