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Toward a theory of evaluating predictive accuracy
Kunst, Robert M.; Jumah, Adusei - 2004
using an empirical example of UK investment data. …
Persistent link: https://www.econbiz.de/10010293709
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The Ifo industry growth accounting database
Roehn, Oliver; Eicher, Theo S.; Strobel, Thomas - 2007
In this paper we present a new database that allows deep industry-level growth accounting from 1991-2003. The database allows for the first complete analysis of the German industry performance drivers based on the contributions of 12 asset types in 52 different industries. The industry sources...
Persistent link: https://www.econbiz.de/10010264067
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Export Instability, Investment and Economic Growth in Asian Countries: A Time Series Analysis
Sinha, Dipendra - 1999
In this study, we look at the relationship between export stability, investment and economic growth in nine Asian … growth is found to be positively associated with domestic investment. …
Persistent link: https://www.econbiz.de/10010369147
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Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan
Nagano, Teppei; Baba, Naohiko - 2008
yield curves augmented by money market interest rates, during the period from the end of the quantitative easing policy in … March 2006. We use (i) the swap yield curves augmented by OIS interest rates (OIS/Swap), and (ii) the JGB yield curve … all factors. Third, we estimate the efficient price for each factor common to both yield curves using a time …
Persistent link: https://www.econbiz.de/10011605026
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Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria; Cunado, Juncal; Gil-Alana, … - 2008
This paper proposes a very general time series framework to capture the long-run behaviour of financial series. The suggested model includes linear and non-linear time trends, and stationary and nonstationary processes based on integer and/or fractional degrees of differentiation. Moreover, the...
Persistent link: https://www.econbiz.de/10010264382
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Fortgeschrittene technische Indikatoren am Aktienmarkt: Eine empirische Analyse
Hornbach, Christian; Hellenkamp, André - 2011
Persistent link: https://www.econbiz.de/10010475190