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Chile; Selected Issues
International Monetary Fund (IMF); International … - 2006
reviews the current state of liquidity in the Chilean fixed-income markets and developments and impediments to the supply of …
Persistent link: https://www.econbiz.de/10011244929
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Determinants of Country Beta Risk in Poland
Wdowinski, Piotr - CESifo - 2004
In the paper we analyze determinants of the capital market beta risk in Poland in the monthly period 1996-2002. The beta risk is measured as a time-varying parameter estimated in a regression of the Warsaw stock indexes (WIG and WIG20 separately) on major foreign stock market indexes (DJIA,...
Persistent link: https://www.econbiz.de/10005249463
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Construction demand: a model of research and forecast for Latvia from 2002 to 2025
Skribans, Valerijs - Volkswirtschaftliche Fakultät, … - 2003
In the paper it has been analyzed specific character of building economy; developed a model of branch forecasting, forecast of construction branch in Latvia. The model consists of two parts: formation of demand and supply. The basic role belongs to demand forecasting. Demand form three...
Persistent link: https://www.econbiz.de/10005087513
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Composite Leading Indicators for Ukraine: An Early Warning Model
Dubrovskiy, Vladimir; Golodniuk, Inna; Szyrmer, Janusz - CASE-Center for Social and Economic Research - 2009
The project has undertaken the following tasks: Based on an analysis of the pattern of growth of the Ukrainian economy since the end of the post-Soviet recession (the year 2000) we have formulated the hypotheses concerning the factors preceding/affecting the upturns and downturns (with a focus...
Persistent link: https://www.econbiz.de/10008632975
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Construction industry forecasting model
Skribans, Valerijs - Volkswirtschaftliche Fakultät, … - 2002
In economic literature are shown different methods and instruments of forecasting of separated factors. The most exactly from them take into account economic relations in investigation object. The paper presents the results of research conducted on forecasting in the construction industry....
Persistent link: https://www.econbiz.de/10005061680
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Būvnozares prognozēšanas modelis un tā izstrādāšanas metodika
Skribans, Valerijs - Volkswirtschaftliche Fakultät, … - 2002
There has been conducted research on the theme of forecasting in construction industry. Brunch model developing is problem in forecasting. In the paper is worked out influential factor system for construction industry. General part of industry forecasting model is part of demand forecasting....
Persistent link: https://www.econbiz.de/10005037751
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Emerging Market Spread Compression; Is it Real or is it Liquidity?
Kodres, Laura E.; Hartelius, Kristian; Kashiwase, Kenichiro - International Monetary Fund (IMF) - 2008
. Some have attributed the fall to improved economic fundamentals while others to ample global liquidity. The paper models …
Persistent link: https://www.econbiz.de/10005605159
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Achieving an adequate balance between the level of complexity, objectivity and comparability which is required within the capital framework: credit ratings and the Standardized App...
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2014
Credit ratings have assumed an increasingly formidable and important role over the years. An increased role and revisions to its foundations, have been triggered, not only in view of the shortcomings of credit ratings based criteria, as revealed through the recent Financial Crisis, but also the...
Persistent link: https://www.econbiz.de/10011111545
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Economic Valuation of Liquidity Timing
Karstanje, Dennis; Sojli, Elvira; Tham, Wing Wah; Wel, … - Tinbergen Instituut - 2013
, pages 5073-5087.<P> This paper conducts a horse-race of different liquidity proxies using dynamic asset allocation … strategies to evaluate the short-horizon predictive ability of liquidity on monthly stock returns. We assess the economic value … of the out-of-sample power of empirical models based on different liquidity measures and find three key results …
Persistent link: https://www.econbiz.de/10011257598
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Real-Time Measures of the Output Gap and Fiscal Policy Stance
Virkola, Tuomo - Elinkeinoelämän Tutkimuslaitos (ETLA) - 2014
This paper studies real-time measures of the output gap and fiscal policy stance estimates for EU countries. We construct a comprehensive real-time data set on fiscal forecasts and study whether there are systematic differences between the European Commission and IMF estimates of the output gap...
Persistent link: https://www.econbiz.de/10010987128