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A factor analysis for the Spanish economy
Cuevas, Ángel; Quilis, Enrique M. - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 3, pp. 311-338
; temporal disaggregation ; forecasting ; nowcasting …
Persistent link: https://www.econbiz.de/10010030016
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Identifying Taiwan real estate cycle turning points : an application of the multivariate Markov-switching autoregressive Model
Lee, Chun-chang; Liang, Chih-min; Chou, Hsing-jung - In: Advances in management & applied economics 3 (2013) 2, pp. 1-23
were subject to the influence of unobservable variables. Also, the models with the best fit are MSIAH (2)-VAR (8) with the … speaking, L(1)-MSIH(2)-ARX(8) and MSIAH(2)-VAR(8) produced rather accurate results in terms of identifying the turning points …
Persistent link: https://www.econbiz.de/10010097699
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Aktuelle Steuerreformvorschläge haben kaum Auswirkungen auf das Wirtschaftswachstum
Bach, Stefan; Brüggemann-Borck, Imke; Fichtner, Ferdinand - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 80 (2013) 35, pp. 3-10
Nach den Wahlen im September sind größere Änderungen beim Einkommensteuertarif zu erwarten. Ferner wird häufig gefordert, Familien mit Kindern stärker zu fördern. Aus diesem Anlass hat das DIW Berlin einige Änderungsvorschläge hinsichtlich ihrer gesamtwirtschaftlichen Auswirkungen...
Persistent link: https://www.econbiz.de/10010185909
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MICA-BBVA : a factor model of economic and financial indicators for short-term GDP forecasting
Camacho, Máximo; Doménech, Rafael - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 4, pp. 475-497
In this paper we extend the Stock and Watson’s (Leading economic indicators, new approaches and forecasting records … indicators are useful for forecasting output growth, particularly when certain financial variables lead the common factor … of the Spanish Economy. -- business cycles ; output growth ; short-term forecasting …
Persistent link: https://www.econbiz.de/10010078109
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A time-varying parameter vector autoregression model for forecasting emerging market exchange rates
Kumar, Manish - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 21-39
. The out-of-sample forecasting performance of the TVP-VAR model is evaluated against the simple VAR and ARIMA models, by … consistently outperforms the simple VAR and ARIMA models. -- stock prices ; exchange rates ; bivariate causality ; forecasting …In this study, a vector autoregression (VAR) model with time-varying parameters (TVP) to predict the daily Indian rupee …
Persistent link: https://www.econbiz.de/10009958060
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Residual Grey Markov model for the developments of GDP, population and energy consumption in Iran
Mostafaei, Hamidreza; Kordnoori, Shaghayegh - In: Advances in management & applied economics 1 (2011) 2, pp. 93-105
Grey system theory can powerfully deal with incomplete and uncertain information. In this paper, we introduced an improved grey GM(1,1) model that integrates residual modification with Markov chain model. By this model, we improved the forecast accuracy of original grey forecast model and...
Persistent link: https://www.econbiz.de/10009958471
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On the importance of the arrival of new information
Chumacero, Rómulo A. - In: Estudios de economía 37 (2010) 2, pp. 207-215
This paper develops a framework for evaluating the importance of the arrival of new information for forecasting …
Persistent link: https://www.econbiz.de/10009959113
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Company valuation : how to deal with a range of values?
Patena, Wiktor - In: E-Finanse : finansowy kwartalnik internetowy 7 (2011) 3, pp. 75-84
Company valuation is not done after having generated a few values being a result of applying different valuation methods. In many cases institutions ordering the valuation request a value which can be an equivalent of a market, transactional value. Often the one method (and the valuation...
Persistent link: https://www.econbiz.de/10009959718
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Using ants to detect fraudulent financial statements
Katsis, Christos D.; Goletsis, Yorgos; Boufounou, … - In: Journal of applied finance & banking 2 (2012) 6, pp. 73-81
Fraudulent financial reporting is a matter of great social and economic concern. Managers may distort financial statements so as to present their companies more favorably to investors or creditors. On the other hand, auditors are the ones who are expected to identify fraudulent financial...
Persistent link: https://www.econbiz.de/10010118423
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Volatility modeling for forecasting stock index with fixed parameter distributional assumption
Rahman, Md. Mostafizur; Rahman, Md. Azizur; Hossain, … - In: Journal of applied finance & banking 3 (2013) 1, pp. 109-122
The aim of this paper is to empirically investigate the in sample and out of sample forecasting performance of several … observations for out of sample forecasting evaluation. Our empirical study showed that fixed DOF 10 of student-t density and fixed … out-of-sample forecasting performance we found that APARCH model with all distributional assumption give lower value of …
Persistent link: https://www.econbiz.de/10010118432