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An artificial intelligence approach to portfolio selection and management
Abdelazim, Hazem Y.; Wahba, Khaled - In: International Journal of Financial Services Management 1 (2006) 2/3, pp. 243-254
. Modern portfolio theory and Markowitz efficient frontier start with a set of assets (securities) and generate an optimal …
Persistent link: https://www.econbiz.de/10010668720
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Comparing four estimation methods for uninsurance in Florida
Zhang, Ning Jackie; Wan, Thomas T.H.; Brent, Renee - In: International Journal of Public Policy 2 (2007) 3/4, pp. 342-355
the estimation. This study compares four advanced estimation methods for uninsurance by using Florida Health Insurance …
Persistent link: https://www.econbiz.de/10010817040
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Demand, q, financial constraints and shareholder value revisited: an econometric micro-analysis of US fixed investment
Schoder, Christian - In: International Journal of Economics and Business Research 7 (2014) 1, pp. 28-54
Firm-level fixed investment expenses are analysed using a large panel of US manufacturing firms from 1971 to 2007. Integrating the user cost of capital, q and accelerator theories of investment to one econometric specification, we estimate the impacts of sales growth, cash flow, the cost of...
Persistent link: https://www.econbiz.de/10010732429
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STOCK MARKET VALUATION IN THE UNITED STATES
BISCIARI, Patrick; DURRE, Alain; NYSSENS, Alain - EconWPA - 2003
are, according to the discount dividend model, annual earnings and, according to Q-theory, net worth. In December 2002 …
Persistent link: https://www.econbiz.de/10005125064
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Price dynamics and the adjusting mechanism - an empirical investigation of the US prices between 1950s-1990s
Munteanu, Radu - In: International Journal of Economics and Business Research 6 (2013) 4, pp. 443-454
The paper analyses the impact of the labour costs and import costs on the prices of final goods in the USA during the … determinant in the go through channel affecting the prices of final goods and services and inflation in the USA. I test several … prices. The analysis shows that lagged variables increase the overall fit of the estimation. The contribution of my paper is …
Persistent link: https://www.econbiz.de/10010816774
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Predicting Recession Using the Yield Curve: An Artificial Intelligence and Econometric Comparison
Shaaf, Mohamad - In: Eastern Economic Journal 26 (2000) 2, pp. 171-190
Normally the yield curve has an upward slope and is slightly convex. There are times when the curve becomes flat or slopes downward, which signals an approaching economic slowdown soon. Although simple, the yield curve has often been more successful at predicting recession than larger and/or...
Persistent link: https://www.econbiz.de/10005641859
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Essays on Econometric Evaluation of Education Outcomes in Developing Countries
Metzler, Johannes - Volkswirtschaftliche Fakultät, … - 2009
Persistent link: https://www.econbiz.de/10008520700
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Can econometric analysis make (agricultural) economics a hard science? Critical remarks and implications for economic methodology
Petrick, Martin - Leibniz-Institut für Agrarentwicklung in … - 2004
) claims to follow and expresses some serious doubt that econometrics in particular can make economics a hard science …
Persistent link: https://www.econbiz.de/10008611538
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Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
Souto, Marcos; Barnhill, Theodore M. - International Monetary Fund (IMF) - 2007
Using monthly data for a set of variables, we examine the out-of-sample performance of various variance/covariance models and find that no model has consistently outperformed the others. We also show that it is possible to increase the probability mass toward the tails and to match reasonably...
Persistent link: https://www.econbiz.de/10005825598
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The Use of Encompassing Tests for Forecast Combinations
Kisinbay, Turgut - International Monetary Fund (IMF) - 2007
The paper proposes an algorithm that uses forecast encompassing tests for combining forecasts. The algorithm excludes a forecast from the combination if it is encompassed by another forecast. To assess the usefulness of this approach, an extensive empirical analysis is undertaken using a U.S....
Persistent link: https://www.econbiz.de/10005769228