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We use annual, quarterly and monthly data from the US to show that the correlation between housing prices and transaction volume (number of existing houses sold) differs across different frequencies. While the correlation is high at the low frequencies it declines to the levels close to zero at...
Persistent link: https://www.econbiz.de/10010875237
We combine signal processing to machine learning methodologies by introducing a hybrid Ensemble Empirical Mode Decomposition (EEMD), Multivariate Adaptive Regression Splines (MARS) and Support Vector Regression (SVR) model in order to forecast the monthly and daily Euro (EUR)/United States...
Persistent link: https://www.econbiz.de/10011245923
volatility. However, this predictive power of the LOB declines during extreme market-wide movements. We also find that buy orders … are more informative for future price volatility than sell orders, but sell (buy) orders become more informative during …
Persistent link: https://www.econbiz.de/10010785048
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ILO pub-WEP pub. Working paper, case study of the impact of structural change on food production, agricultural production, food security, and food consumption in Uganda - describes economic conditions leading to rapid expansion of the informal sector; discusses trends in gross domestic product...
Persistent link: https://www.econbiz.de/10010966550
Examines the consequences of export-led agricultural growth for food production, food supply, food prices and agricultural wages.
Persistent link: https://www.econbiz.de/10010966749
Examines the welfare of the Somali people as depicted by the production and consumption of food. Based on research carried out in 1980, analyses the impact of external and internal factors on the economy.
Persistent link: https://www.econbiz.de/10010967000
countries from 2001 to 2010 to make a comprehensive assessment of the effects of food price inflation and volatility on …
Persistent link: https://www.econbiz.de/10010840915