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The Contribution of Econometrics to the Management of the Enterprise

Bourbonnais, Régis; Maftei, Mara Magda - In: Journal for Economic Forecasting (2012) 1, pp. 144-155

applications to companies: demand analysis and forecasting of sales, financial econometrics, marketing and integration of macro …

Persistent link: https://www.econbiz.de/10010553156

ANALYSIS OF THE BEHAVIOUR OF MONEY DEMAND

Pelinescu, Elena; Scutaru, Cornelia - In: Journal for Economic Forecasting (2000) 1, pp. 35-47

The purpose of this paper is to offer an analysis of the behaviour of the money demand, inflation and their determinants, with a focus on the short-term impact of external shocks. Taking into account the weak structure of the Romanian economy (Dobrescu, 1997) the authors confined the study to...

Persistent link: https://www.econbiz.de/10005827556

IMPULSE ANALYSES OF THE ROMANIAN INFLATION

Pelinescu, Elena; Dospinescu, Andrei Silviu - In: Journal for Economic Forecasting 2 (2005) 4, pp. 5-24

influenced the persistent inflation in Romania, and a VAR model for the impulse analyses. The purpose of the paper is to present …

Persistent link: https://www.econbiz.de/10005827603

MODELING INFLATION IN ROMANIA

Pelinescu, Elena; Turlea, Geomina - In: Journal for Economic Forecasting 1 (2004) 4, pp. 68-86

, highlighting the stages of the persistent inflation in Romania, and a model of Romanian inflation using VAR methodology. The …

Persistent link: https://www.econbiz.de/10005827628

An Evaluation of Asymmetric and Symmetric Effects of Oil Exports Shocks on Non-Tradable Sector of Iranian Economy

Shirinbakhsh, Shamsollah; Moghaddas Bayat, Maryam - In: Journal for Economic Forecasting (2011) 1, pp. 106-124

investigate Dutch Disease syndrome in Iran by applying a rolling linear regression and a VAR approach. We find a co-movement of …

Persistent link: https://www.econbiz.de/10009003973

Can VAR Be Predictive for Regulation? Evidence from the Futures Industry in Taiwan

Chang, Matthew C.; Hung, Jui-Cheng - In: Journal for Economic Forecasting (2012) 4, pp. 147-162

also applied in the U.S. In this study, we add the Valueat- Risk (VaR) estimated by GJR-GARCH model and the delta …-gamma approach to the calculation of ANC (VaR-based ANC), to compare it with ANC, and further to investigate the ability of … prediction on VaR. The sample period is from 2006 through 2007, totally 495 trading days . We conclude that VaR-based ANC ratio …

Persistent link: https://www.econbiz.de/10010604352

A MODEL TO FORECAST THE MONTHLY INFLATION IN ROMANIA

Pelinescu, Elena; Dospinescu, Andrei Silviu - In: Journal for Economic Forecasting 2 (2005) 3, pp. 37-58

This paper is organized in two parts, the presentation of the model of inflation for Romania, and the results of different scenarios starting from the base model. The purpose of the paper is to present an efficient instrument for the simulation and research of inflation and its determinants in...

Persistent link: https://www.econbiz.de/10005772666

Introduction into Macroeconomic Modeling Foundations*

Dobrescu, Emilian - In: Journal for Economic Forecasting (2002) 5, pp. 39-88

The current paper attempts to describe the labor market parameter dynamics using a different method, namely the semi-Markovian processes. This method allows for the labor market study without the large fluctuations that occurred at a certain moment in time impinging upon the results of the...

Persistent link: https://www.econbiz.de/10005827561

SCENARIOS OF ECONOMIC DEVELOPMENT IN ROMANIA – MEDIUM TO LONG-TERM FORECASTING MODELS

Albu, Lucian Liviu; Roudoi, Andrei - In: Journal for Economic Forecasting (2003) 5, pp. 64-77

mix of forecasting models, like „medium-term” ones and „long-run” models. In this respect three alternative models are …

Persistent link: https://www.econbiz.de/10005827575

FISCAL SUSTAINABILITY IN THE MEDITERRANEAN REGION – A COMPARISON BETWEEN THE EU AND NON-EU MEMBER STATES

Aristovnik, Aleksander - In: Journal for Economic Forecasting 5 (2008) 4, pp. 161-173

The paper’s main purpose is to assess the short-, medium- and long-term sustainability of fiscal policy in the great majority of the EU and non-EU member states in the Mediterranean Region. By using mainstream (primary fiscal gap) theory (proposed by Buiter (1983) and Blanchard (1990)), the...

Persistent link: https://www.econbiz.de/10005827581