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Forward-Looking Beta Estimates:Evidence from an Emerging Market
Onour, Ibrahim - 2008
Results in this paper support evidence of time-varying beta coefficients for five sectors in Kuwait Stock Market. The paper indicates banks, food, and service sectors exhibit relatively wider range of variation compared to industry and real estate sectors. Results of time-varying betas...
Persistent link: https://www.econbiz.de/10015216710
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An inflation expectations horserace
Guzman, Giselle C. - 2010
For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the Michigan Survey. While these measures have been useful in developing models of forecasting inflation, the data are low frequency...
Persistent link: https://www.econbiz.de/10015230546
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Modeling Pork Supply Response and Price Volatility: The Case of Greece
Rezitis, Anthony N.; Stavropoulos, Konstantinos S. - 2009
price volatility, while price and supply equations areestimated jointly. In addition to the standard GARCH model, several … GARCH models, the quadratic NAGARCH model seems to betterdescribe producers’ price volatility, which was found to be an …This paper examines the supply response of the Greek pork market. A GARCH process isused to estimate expected price and …
Persistent link: https://www.econbiz.de/10009444654
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GMM Estimation of the Number of Latent Factors
Perez, Marcos; Ahn, Seung Chan - 2007
We propose a generalized method of moment (GMM) estimator of the number of latent factors in linear factor models. The method is appropriate for panels a large (small) number of cross-section observations and a small (large) number of time-series observations. It is robust to heteroskedasticity...
Persistent link: https://www.econbiz.de/10015237982
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Divided Information Space: Media Polarization on Twitter during 2019 Indonesian Election
Maulana, Ardian; Situngkir, Hokky - 2020
Nowadays, the understanding of the impact of social media and online news media on the emergence of extreme polarization in political discourse is one of the most pressing challenges for both science and society. In this study, we investigate the phenomenon of political polarization in the...
Persistent link: https://www.econbiz.de/10015212897
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The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model
Barnett, William A.; Usui, Ikuyasu - 2006
We conduct a Monte Carlo study of the global regularity properties of the Normalized Quadratic model. We particularly investigate monotonicity violations, as well as the performance of methods of locally and globally imposing curvature. We find that monotonicity violations are especially likely...
Persistent link: https://www.econbiz.de/10015233542
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Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression
Sinha, Pankaj; Verma, Aniket; Shah, Purav; Singh, Jahnavi; … - 2020
This paper aims at determining the various economic and non-economic factors that can influence the voting behaviour in the forthcoming United States Presidential Election using Lasso regression, a Machine learning algorithm. Even though contemporary discussions on the subject of the United...
Persistent link: https://www.econbiz.de/10015223839
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Prediction for the 2020 United States Presidential Election using Linear Regression Model
Sinha, Pankaj; Verma, Aniket; Shah, Purav; Singh, Jahnavi; … - 2020
The paper identifies various crucial factors, economic and non-economic, essential for predicting the 2020 United States presidential election results. Although it has been suggested by the contemporary discussions on the subject of United States presidential election that inflation rate,...
Persistent link: https://www.econbiz.de/10015223840
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Deterministic and stochastic trends in the time series models: A guide for the applied economist
Rao, B. Bhaskara - 2007
Applied economists working with time series data face a dilemma in selecting between models with deterministic and stochastic trends. While models with deterministic trends are widely used, models with stochastic trends are not so well known. In an influential paper Harvey (1997) strongly...
Persistent link: https://www.econbiz.de/10015230022
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Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005)
Calzaroni, Manlio; Cappiello, Antonio; Della Rocca, Giorgio - 2006
The Republic of Mozambique is experiencing a significant social and economic change and needs an updated informative base to allow policy-makers to found their decision on reliable and comparable data. The fast development of the Non Observed Economy (NOE) was one of the most important...
Persistent link: https://www.econbiz.de/10015230853