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Output gap and inflation nexus: the case of United Arab Emirates.
Osman, Mohammad; Jean Louis, Rosmy; Balli, Faruk - Volkswirtschaftliche Fakultät, … - 2008
Output gap is generally used in assessing both the inflationary pressures and the cyclical position of a nation’s economy. However, this variable is not observable and must be estimated. In this paper, we accomplish two tasks. First, we estimate the output gap for the United Arab Emirates...
Persistent link: https://www.econbiz.de/10009322891
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Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations.
Abidin, Zainal; Nadia, Shahida; Mahmood, Wan; Mansor, Wan - Volkswirtschaftliche Fakultät, … - 2007
The study examines the day of the week effect on the Kuala Lumpur Composite Index of Bursa Malaysia using the daily …
Persistent link: https://www.econbiz.de/10005617109
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Capital Structure and Firm Characteristics: Some Evidence from Malaysian Companies
Suhaila, Mat Kila; Mahmood, Wan; Mansor, Wan - Volkswirtschaftliche Fakultät, … - 2008
This study tests the determinants of capital structure for the firms listed in the Bursa Malaysia Securities Berhad …
Persistent link: https://www.econbiz.de/10005621815
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Cost overruns and demand shortfalls – deception or selection?
Eliasson, Jonas; Fosgerau, Mogens - Volkswirtschaftliche Fakultät, … - 2013
A number of highly cited papers by Flyvbjerg and associates have shown that ex ante infrastructure appraisals tend to be overly optimistic. Ex post evaluations indicate a bias where investment costs are higher and benefits lower on average than predicted ex ante. These authors argue that the...
Persistent link: https://www.econbiz.de/10011258650
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An inflation expectations horserace
Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2010
For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the Michigan Survey. While these measures have been useful in developing models of forecasting inflation, the data are low frequency...
Persistent link: https://www.econbiz.de/10009647457
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Comparing the accuracy of density forecasts from competing GARCH models
Shamiri, Ahmed; Shaari, Abu Hassan; Isa, Zaidi - Volkswirtschaftliche Fakultät, … - 2008
statistical tool to evaluate and compare the predictive abilities of possibly misspecified density forecast models. The main … compare the performance of a density forecast models in the tails. Use of KLIC is practically attractive as well as convenient …
Persistent link: https://www.econbiz.de/10005789224
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Practical Volatility Modeling for Financial Market Risk Management
Shamiri, Ahmed; Shaari, Abu Hassan; Isa, Zaidi - Volkswirtschaftliche Fakultät, … - 2007
compare the predictive abilities of possibly misspecified density forecast models. The main advantage of this statistical tool … density forecast models in the tails. We include an illustrative simulation and an empirical application to compare a set of …
Persistent link: https://www.econbiz.de/10005789386
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Time series modelling and forecasting of Sarawak black pepper price
Liew, Venus Khim-Sen; Shitan, Mahendran; Hussain, Huzaimi - Volkswirtschaftliche Fakultät, … - 2000
Pepper is an important agriculture commodity especially for the state of Sarawak. It is important to forecast its price … fitted models, ARMA (1, 0) model is selected based on post-sample forecast criteria. …
Persistent link: https://www.econbiz.de/10005619901
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Stock price reaction to earnings announcement: the case of an emerging market
Iqbal, Javed; Farooqi, Faraz Ahmed - Volkswirtschaftliche Fakultät, … - 2011
reaction to public announcement of quarterly after tax profit by listed firms. By employing 5 year data on stock prices from …
Persistent link: https://www.econbiz.de/10009021699
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Previsão da eficácia ofensiva do futebol profissional: Um caso Português
Caiado, Jorge; Vieira, Aníbal; Bonito, Ana; Reis, Carlos; … - Volkswirtschaftliche Fakultät, … - 2006
The forecast plays an important role in the planning, the decision-making and control in any domain of activity … (univariate models), that use only the information of its past values to forecast the future, can often predict future with more … accuracy than causal or multivariate models. In this paper, we model and forecast the offensive effectiveness of the soccer …
Persistent link: https://www.econbiz.de/10005789648