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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

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

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

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

Una propuesta de reforma del sistema de pensiones español basada en un modelo de contribución definida nocional

Valero, Diego; Artís, Manuel; Ayuso, Mercedes; … - In: Revista de métodos cuantitativos para la economía y … 11 (2011), pp. 91-113

The western pension systems and especially the Spanish one will noticeably be a®ected by an aging of the population that is currently underway. This work proposes a pension model for Spain which would mean deep structural reforms that would guarantee meeting the objectives established by a...

Persistent link: https://www.econbiz.de/10009957384

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

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

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

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

Wohnungspreise und Mieten steigen 2013 in vielen deutschen Großstädten weiter

Kholodilin, Konstantin A.; Mense, Andreas - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 79 (2012) 45, pp. 3-13

; forecasting ; dynamic panel model ; spatial autocorrelation ; German cities …

Persistent link: https://www.econbiz.de/10010079482