Similar Search Results

Dynamic models for the inter-relations of real and financial growth

Ekstedt, Hasse; Westberg, Lars - 1991 - 1. ed.

Persistent link: https://www.econbiz.de/10004100853

Diebold, F.X.; Kilian, L.; Nerlove, Marc - Department of Agricultural and Resource Economics, … - 2006

We provide a concise overview of time series analysis in the time and frequency domains, with lots of references for further reading.

Persistent link: https://www.econbiz.de/10005220221

Time Series Analysis

Diebold, Francis X.; Kilian, Lutz; Nerlove, Marc - Department of Economics, University of Pennsylvania - 2006

We provide a concise overview of time series analysis in the time and frequency domains, with lots of references for further reading.

Persistent link: https://www.econbiz.de/10005102121

Economics and Theoretical Physics

Punabantu, Siize - Volkswirtschaftliche Fakultät, … - 2011

The recent earthquake in Japan and its impact on the Fukushima nuclear power plant is a tragic reminder of humanity’s ever growing dependence on energy for its socioeconomic development. Energy plays a central role in determining the effectiveness of economics. However, are the fundamental...

Persistent link: https://www.econbiz.de/10009228914

The Dominican Republic; Stabilization, Structural Reform, and Economic Growth

Cardoso, Jaime; Young, Philip M. - International Monetary Fund (IMF) - 2002

Persistent link: https://www.econbiz.de/10005590873

Comparative Macroeconomic Dynamics in the Arab World; A Panel Var Approach

Kireyev, Alexei - International Monetary Fund (IMF) - 2000

The paper presents a comparative analysis of macroeconomic dynamics of 18 Arab countries based on a panel vector autogression estimation. Comparing growth performance, fiscal and current account developments in these countries, the study concludes that (1) in the short run, external and...

Persistent link: https://www.econbiz.de/10005825740

Der monetäre Faktor in der modernen Theorie der wirtschaftlichen Entwicklung unter bes. Berücks. von Gleichgewicht und Wachstum

Leyser, Hans Eberhard - 1960

Persistent link: https://www.econbiz.de/10002390051

The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains

Chang, Tsangyao; Miller, Stephen M.; Balcilar, Mehmet; … - Department of Economics, University of Connecticut - 2013

period 1890-2012. Wavelet analysis allows the simultaneous examination of co-movement and causality between the two markets … in both the time and frequency domains. Our findings provide robust evidence that co-movement and causality vary across … frequencies and evolve with time. Examining market co-movement in the time domain, the two markets exhibit positive co-movement …

Persistent link: https://www.econbiz.de/10010888367

The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains

Chang, Tsangyao; Li, Xiao-lin; Miller, Stephen M.; … - Department of Economics, Faculty of Economic and … - 2013

Persistent link: https://www.econbiz.de/10010944775

Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes

Nadarajah, K.; Martin, Gael M.; Poskitt, D.S. - Department of Econometrics and Business Statistics, … - 2014

In this paper we quantify the impact of model mis-specification on the properties of parameter estimators applied to fractionally integrated processes. We demonstrate the asymptotic equivalence of four alternative parametric methods: frequency domain maximum likelihood, Whittle estimation, time...

Persistent link: https://www.econbiz.de/10010958942

1
2
3
4
5
6
7
8
9
10
Next
Last