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Utilizarea comparata a modelelor CAPM si APT in analizele bursiere
PIELEANU, Florin; COCONOIU, Diana - In: Romanian Statistical Review Supplement 61 (2013) 1, pp. 295-301
This paper describes the use of CAPM and APT models in stock exchange analysis. The comparative study of the models … reveals their advantages and disadvantages. The authors present the mathematical base of the models, the dataset used for the …
Persistent link: https://www.econbiz.de/10010633824
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Analysis of the unemployment
Řehoř, Petr - In: Acta Universitatis Bohemiae Meridionales 9 (2006) 2, pp. 65-70
One from basic problems of every economy is rising of the number of unemployed. State defends this trend by its active or passive employment policy, and after entrance to the EU also by the help of pumping financial resource from ESF. Evaluation of development of the number of unemployed in...
Persistent link: https://www.econbiz.de/10010638539
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Recursive Models of Dynamic Linear Economies
Hansen, Lars Peter; Sargent, Thomas J. - Princeton University Press
Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically … tractable models of prices and quantities. They present examples from microeconomics, macroeconomics, and asset pricing. The … models are cast in terms of a representative consumer. While Hansen and Sargent demonstrate the analytical benefits acquired …
Persistent link: https://www.econbiz.de/10010681133
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Adaptation options to reduce the vulnerability of Mekong water resources, food security and the environment to impacts of development and climate change. Report to AusAID
Mainuddin, M.; Hoanh, Chu Thai; Jirayoot, K.; Halls, A. S. - International Water Management Institute (IWMI) - 2010
Persistent link: https://www.econbiz.de/10010907314
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Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System
Ciccarelli, Matteo; Rebucci, Alessandro - International Monetary Fund (IMF) - 2003
This paper reviews recent advances in the specification and estimation of Bayesian Vector Autoregressive models (BVARs … issues in forecasting and structural analysis. An application to the estimation of a system of time-varying reaction …
Persistent link: https://www.econbiz.de/10005825693
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An Empirical Reassessment of the Relationship Between Finance and Growth
Favarra, Giovanni - International Monetary Fund (IMF) - 2003
This paper reexamines the empirical relationship between financial development and economic growth. It presents evidence based on cross-section and panel data using an updated dataset, a variety of econometric methods, and two standard measures of financial development: the level of liquid...
Persistent link: https://www.econbiz.de/10005826253
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Country Stress Events; Does Governance Matter?
Kochanova, Anna; Caceres, Carlos - International Monetary Fund (IMF) - 2012
This paper analyzes the linkages between governance quality and country stress events. It focuses on two types of events: fiscal and political stress events, for which two innovative stress indicators are introduced. The results suggest that weaker governance quality is associated with a higher...
Persistent link: https://www.econbiz.de/10011242318
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Trade Openness and Volatility
Levchenko, Andrei A.; Giovanni, Julian di - International Monetary Fund (IMF) - 2008
This paper examines the mechanisms through which output volatility is related to trade openness using an industry-level panel dataset of manufacturing production and trade. The main results are threefold. First, sectors more open to international trade are more volatile. Second, trade is...
Persistent link: https://www.econbiz.de/10010790347
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Statistical Modeling Methods in Automobile Insurance
BURLACU, Elena - In: Romanian Statistical Review Supplement 61 (2013) 4, pp. 158-162
the auto insurance market. The interdependence between insurance indicators was analyzed by correlation analysis, multiple … analysis is based on certain system of statistical indicators. This system is composed of the indicators, which are supposed to …
Persistent link: https://www.econbiz.de/10010726627
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Econometric Modeling of Healthcare Expenditure – EU-27 Panel Study
Ligia, Vãidean Viorela; Constantin, Cuceu Ionuþ; … - In: Ovidius University Annals, Economic Sciences Series XI (2011) 1, pp. 2269-2273
different explanatory variables. The only strong direct correlation we could determine statistically is that between the per … capita healthcare expenses and the per capitaGDP. All panel data models were estimated in Gretl. Results have been …
Persistent link: https://www.econbiz.de/10010632072