Similar Search Results

The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries

Tang, Kin-Boon - In: Economic Modelling 28 (2011) 1, pp. 568-573

A notable feature of the empirical studies on uncovered interest parity (UIP) is that almost all published papers rely on the approximate form of UIP using substantially the same database of developed economies. It can, therefore, not be ruled out that the refusal of UIP condition is simply the...

Persistent link: https://www.econbiz.de/10010573261

Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan

Naz, Farah; Mohsin, Asma; Zaman, Khalid - In: Economic Modelling 29 (2012) 6, pp. 2205-2221

Understanding the impact of exchange rate movements on prices is critical from a policy perspective in order to gauge the appropriate monetary policy response to currency movements. This study assesses the extent to which the movements in exchange rate affect domestic consumer prices in Pakistan...

Persistent link: https://www.econbiz.de/10011048708

The existence of uncovered interest parity in the CIS countries

Bhatti, Razzaque H. - In: Economic Modelling 40 (2014) C, pp. 227-241

This paper examines uncovered interest parity (UIP) for six countries of the Commonwealth of Independent States (CIS) – Armenia, Azerbaijan, Georgia, Kazakhstan, Kyrgyzstan and Moldova – using quarterly data on spot exchange and three-month Treasury bill interest rates over the period...

Persistent link: https://www.econbiz.de/10010781961

Forecasting tourism demand to Catalonia: Neural networks vs. time series models

Claveria, Oscar; Torra, Salvador - In: Economic Modelling 36 (2014) C, pp. 220-228

The increasing interest aroused by more advanced forecasting techniques, together with the requirement for more … evaluate the forecasting performance of neural modelling relative to that of time series methods at a regional level … compare the forecasting performance of linear models to that of nonlinear alternative approaches. Pre-processed official …

Persistent link: https://www.econbiz.de/10010729816

Forecasting the yield curve and the role of macroeconomic information in Turkey

Kaya, Huseyin - In: Economic Modelling 33 (2013) C, pp. 1-7

In this study we investigate the yield curve forecasting performance of Dynamic Nelson–Siegel Model (DNS), affine term … variables in forecasting the yield curve. We have reached numbers of important results: 1—Macroeconomic variables are very … useful in forecasting the yield curve. 2—The forecasting performances of the models depend on the period under review. 3 …

Persistent link: https://www.econbiz.de/10011048868

Macro effects of capital requirements and macroprudential policy

Akram, Q. Farooq - In: Economic Modelling 42 (2014) C, pp. 77-93

I investigate macro effects of higher bank capital requirements on the Norwegian economy and their use as a macroprudential policy instrument under Basel III. To this end, I develop a macroeconometric model where the capital adequacy ratio, lending rates, asset prices and credit interact with...

Persistent link: https://www.econbiz.de/10010931034

The relationship between growth and poverty in forecasting framework: Pakistan's future in the year 2035

Zaman, Khalid; Khilji, Bashir Ahmad - In: Economic Modelling 30 (2013) C, pp. 468-491

Forecasting poverty in the future is mostly a matter of forecasting economic growth. The objective of the study is to …

Persistent link: https://www.econbiz.de/10010608240

Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process

Degiannakis, Stavros; Livada, Alexandra - In: Economic Modelling 30 (2013) C, pp. 212-216

The study provides evidence in favor of the price range as a proxy estimator of volatility in financial time series, in the cases that either intra-day datasets are unavailable or they are available at a low sampling frequency.

Persistent link: https://www.econbiz.de/10010608267

Macroeconomic Variables and South African Stock Return Predictability

Gupta, Rangan; Modise, Mampho P. - In: Economic Modelling 30 (2013) C, pp. 612-622

-of-sample forecasting ability to examine the significance of each macro variable in explaining the stock returns behaviour. In addition, we …

Persistent link: https://www.econbiz.de/10010608280

A comparison of spatial error models through Monte Carlo experiments

Kato, Takafumi - In: Economic Modelling 30 (2013) C, pp. 743-753

A spatial error model is classified as a geostatistical model or a weight matrix model on the basis of the method of specification of spatial autocorrelation in the disturbance. Specification errors cannot be assumed to be absent, and the robustness of alternative specifications is useful for...

Persistent link: https://www.econbiz.de/10010608299

1
2
3
4
5
6
7
8
9
Next
Last