Narrow search
Showing 1 - 4 of 4
Cover Image
QUARTERLY GDP DATA CORRECTION USING PRINCIPAL COMPONENTS ANALYSIS. THE CASE OF THE ROMANIAN ECONOMY – GDP EXPENDITURES SIDE*
Klein, Lawrence R.; Roudoi, Andrei; Eskin, Vladimir; … - In: Journal for Economic Forecasting 1 (2004) 5, pp. 5-34
The paper estimates a medium-term forecasting model used to generate short-term series of the quarterly GDP. The GDP … research partners of this project were Global Insight (former DRI-WEFA – USA), the Institute of Economic Forecasting (Romania …) and the Center for Macroeconomic Analysis and Short-term Economic Forecasting (Russian Federation). This publication was …
Persistent link: https://www.econbiz.de/10005827560
Cover Image
PRINCIPAL COMPONENTS MODEL OF THE ROMANIAN ECONOMY. GDP – PRODUCTION SIDE*
Klein, Lawrence R.; Roudoi, Andrei; Eskin, Vladimir; … - In: Journal for Economic Forecasting 1 (2004) 5, pp. 52-66
The paper estimates a medium-term forecasting model used to generate short-term series of the quarterly GDP. The GDP … of this project were Global Insight (former DRI-WEFA – USA), the Institute of Economic Forecasting (Romania) and the … Center for Macroeconomic Analysis and Short-term Economic Forecasting (Russian Federation). This publication was made …
Persistent link: https://www.econbiz.de/10005827562
Cover Image
PRINCIPAL COMPONENTS MODEL OF THE ROMANIAN ECONOMY. STUDY OF THE OIL PRICE IMPACT UPON GDP*
Klein, Lawrence R.; Roudoi, Andrei; Eskin, Vladimir; … - In: Journal for Economic Forecasting 1 (2004) 5, pp. 67-80
research partners of this project were Global Insight (former DRI-WEFA – USA), the Institute of Economic Forecasting (Romania …) and the Center for Macroeconomic Analysis and Short-term Economic Forecasting (Russian Federation). This publication was …
Persistent link: https://www.econbiz.de/10005772665
Cover Image
Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests
Cheng, Shu-Ching; Wu, Tsung-Pao - In: Journal for Economic Forecasting (2013) 4, pp. 82-93
This study investigates the behavior of US stock price–dividend relationships over the period 1871:01 to 2012:03 using a two-regime Threshold Autoregressive (TAR) model with an autoregressive unit root developed by Caner and Hansen (2001), which allows for simultaneously testing nonlinearity...
Persistent link: https://www.econbiz.de/10010734650