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Socio-Economic Impact of Mobile Phones on Indian Agriculture
Mittal, Surabhi; Gandhi, Sanjay; Tripathi, Gaurav - 2010
Deficits in physical infrastructure, problems with availability of agricultural inputs and poor access to agriculture-related information are the major constraints on the growth of agricultural productivity in India. The more rapid growth of mobile telephony as compared to fixed line telephony...
Persistent link: https://www.econbiz.de/10011807652
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Growth Complementarity Between Agriculture and Industry: Evidence from a Panel of Developing Countries
de Souza, Joao Paulo A. - 2014
Using dynamic panel models with data for 62 developing countries, this paper examines whether growth in agriculture elicits growth in manufacturing. For identification, I use population-weighted, average temperature as an instrument for growth in agriculture. I identify large short-run effects:...
Persistent link: https://www.econbiz.de/10010457043
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Land productivity and economic development: Caloric suitability vs. agricultural suitability
Galor, Oded; Özak, Ömer - 2015
This paper establishes that the Caloric Suitability Index (CSI) dominates the commonly used measure of agricultural suitability in the examination of the effect of land productivity on comparative economic development. The analysis demonstrates that the agricultural suitability index does not...
Persistent link: https://www.econbiz.de/10011526715
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Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
Chen, Ying; Niu, Linlin - 2013
We propose an Adaptive Dynamic Nelson-Siegel (ADNS) model to adaptively forecast the yield curve. The model has a simple yet flexible structure and can be safely applied to both stationary and nonstationary situations with different sources of change. For the 3- to 12-months ahead out-of-sample...
Persistent link: https://www.econbiz.de/10010892113
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Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set
Favero, Carlo A.; Niu, Linlin; Sala, Luca - 2013
This paper addresses the issue of forecasting the term structure. We provide a unified state-space modelling framework … factors, on the forecasting performance. Using US yield curve data, we find that both no-arbitrage and large info help in … forecasting but no model uniformly dominates the other. No-arbitrage models are more useful at shorter horizon for shorter …
Persistent link: https://www.econbiz.de/10010892123
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Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach
Dées, Stéphane; Güntner, Jochen - 2014
This paper uses a panel VAR (PVAR) approach to estimating, analysing and forecasting price dynamics in four different …
Persistent link: https://www.econbiz.de/10011310799
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Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives
Corradi, Valentina; Swanson, Norman R. - 2003
forecasting model for another variable, and hence our use of terminology such as ?out-of-sample Granger causality? (see e …
Persistent link: https://www.econbiz.de/10010263216
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Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for output
Armah, Nii Ayi; Swanson, Norman R. - 2006
In this chapter we discuss model selection and predictive accuracy tests in the context of parameter and model uncertainty under recursive and rolling estimation schemes. We begin by summarizing some recent theoretical findings, with particular emphasis on the construction of valid bootstrap...
Persistent link: https://www.econbiz.de/10010266356
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Inflation as a global phenomenon: Some implications for policy analysis and forecasting
Kabukçuoğlu, Ayşe; Martínez-García, Enrique - 2015
slack or oil price fluctuations, motivated by a novel interpretation of the forecasting implications of the workhorse open …
Persistent link: https://www.econbiz.de/10011440123
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Large vector autoregressions with asymmetric priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2015
We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors and time varying volatilities, even when the cross sectional dimension of the system N is particularly large. The algorithm is based on a simple triangularisation which allows to...
Persistent link: https://www.econbiz.de/10011460766