Narrow search
Showing 1 - 10 of 1,017
Cover Image
Modeling and forecasting industrial electricity demand for Saudi Arabia : uncovering regional characteristics
Mikayilov, Jeyhun I.; Alyamani, Ryan; Darandary, Abdulelah - 2021
Persistent link: https://www.econbiz.de/10013277540
Cover Image
Forecasting banknote circulation during the COVID-19 pandemic using structural time series models
Bartzsch, Nikolaus; Brandi, Marco; Pastor, Raymond de; … - 2023
, Germany, Italy and Spain (‘4 NCBs’). To date, the 4 NCBs have been using ARIMAX models to forecast the banknotes issued …
Persistent link: https://www.econbiz.de/10014320825
Cover Image
Allocation and prediction in stochastic environments: an elementary theory
Jordan, J. S. - 1981
Persistent link: https://www.econbiz.de/10003528831
Cover Image
Addressing COVID-19 outliers in BVARs with stochastic volatility
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2022
The COVID-19 pandemic has led to enormous data movements that strongly affect parameters and forecasts from standard VARs. To address these issues, we propose VAR models with outlier-augmented stochastic volatility (SV) that combine transitory and persistent changes in volatility. The resulting...
Persistent link: https://www.econbiz.de/10013184356
Cover Image
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.; Hauzenberger, Klemens - 2018
To simultaneously consider mixed-frequency time series, their joint dynamics, and possible structural changes, we introduce a time-varying parameter mixed-frequency VAR. To keep our approach from becoming too complex, we implement time variation parsimoniously: only the intercepts and a common...
Persistent link: https://www.econbiz.de/10011903709
Cover Image
Why are asset returns predictable?
Lüders, Erik - 2002
Starting from an information process governed by a geometric Brownian motion we show that asset returns are predictable if the elasticity of the pricing kernel is not constant. Declining [Increasing] elasticity of the pricing kernel leads to mean reversion and negatively autocorrelated asset...
Persistent link: https://www.econbiz.de/10013428490
Cover Image
Sudden stop : supply and demand shocks in the German natural gas market
Güntner, Jochen; Reif, Magnus; Wolters, Maik H. - 2024
and positive storage demand shocks, as Germany filled its inventories before the winter. Counterfactual simulations of an … information about supply cuts for identification and find that gas supply and demand shocks have large and persistent price …
Persistent link: https://www.econbiz.de/10014560154
Cover Image
Uncertainty of outcome versus reputation : empirical evidence for the first German football division
Czarnitzki, Dirk - 1999
This paper analyses the determination of match attendance in the German premier football league by applying models derived from Peel/Thomas (1992) and Janssens/Késenne (1987). Additionally we develop an improved version, where we incorporate the supporter clubs and the weather conditions as...
Persistent link: https://www.econbiz.de/10013428270
Cover Image
The behaviour of noise traders : empirical evidence on purchases of business magazines
Czarnitzki, Dirk - 2000
, demand for financial advise should be high in a bull market and low in a bear market. Thus, we test the hypothesis whether … the demand for business magazines is somehow related to the performance of the stock market. It turns out that the sales …
Persistent link: https://www.econbiz.de/10013428355
Cover Image
The effects of website provision on the demand for German women's magazines
Kaiser, Ulrich - 2001
What happens to demand if a magazine launches a website? This question is empirically analyzed for the German women … differentiated product demand are estimated on panel data covering the period 1990 to 2000, showing that website provision does not … demand than competitors that did not go online. Descriptive evidence on the magazines' website contents shows that websites …
Persistent link: https://www.econbiz.de/10013428457