Showing 1 - 10 of 2,605
This book explores how to set up an empirical model that helps with forecasting long-term economic growth in a large …
Persistent link: https://www.econbiz.de/10013520921
of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological … econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like … of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly …
Persistent link: https://www.econbiz.de/10014016124
Zuverlässige Aussagen über die weitere Entwicklung unserer Volkswirtschaft, der Güter- und Finanzmärkte oder eines Betriebes sind nicht nur für Politiker und Unternehmer von großer Bedeutung, sondern betreffen auch jeden Einzelnen. In diesem Buch wird in kompakter Form die Fortsetzung...
Persistent link: https://www.econbiz.de/10014017635
In spite of the widespread use of the concept of potential output in economic theory and empirical applications as well …
Persistent link: https://www.econbiz.de/10013522987
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and...
Persistent link: https://www.econbiz.de/10013520878
this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements … forecasting …
Persistent link: https://www.econbiz.de/10012396996
In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected...
Persistent link: https://www.econbiz.de/10014018353
Economic Forecasting provides a comprehensive overview of macroeconomic forecasting. The focus is first on a wide range … long-run projections, fiscal and financial forecasts, and sectoral forecasting. In addition, the book addresses the main … economic data and forecasting institutions is also provided …
Persistent link: https://www.econbiz.de/10012053774
Economic Forecasting provides a comprehensive overview of macroeconomic forecasting. The focus is first on a wide range … long-run projections, fiscal and financial forecasts, and sectoral forecasting …
Persistent link: https://www.econbiz.de/10012053923
Konzepte der barwertigen Zinsrisikomessung -- Determinanten der Autokorrelation in der historischen Simulation -- Autokorrelation unter Verwendung unterschiedlicher Zinskurven und Vorgehensweisen -- Analyse der Prognosegüte vor dem Hintergrund verschiedener Autokorrelationseffekte --...
Persistent link: https://www.econbiz.de/10014018639