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Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
Wagatha, Matthias - Volkswirtschaftliche Fakultät, … - 2007
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored … against the prevalent level or differenced estimation. …
Persistent link: https://www.econbiz.de/10005622096
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The demand for money by private firms in a regulated economy: Theoretical underpinnings and empirical evidence for Germany 1960 - 1998
Bohl, Martin T.; Sell, Friedrich L. - Fakultät für Wirtschafts- und … - 2002
Based on a cash-in-advance approach, this paper investigates theoretically the determinants of money holdings of firms under the conditions of a highly regulated labor market and analyses empirically the demand for money of German businesses during the period 1960-1998. As a result of our...
Persistent link: https://www.econbiz.de/10008462103
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Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
Wagatha, Matthias - Volkswirtschaftliche Fakultät, … - 2007
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored … against the prevalent level or differenced estimation. …
Persistent link: https://www.econbiz.de/10005789941
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Handel, Technologie und Beschäftigung.
Heitger, Bernhard; Schrader, Klaus; Stehn, Jürgen - Kiel Institute for the World Economy - 1999
Persistent link: https://www.econbiz.de/10008590703
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Blood, Sweat, and Tears: The Rise and Decline of the East German Economy, 1949-1988
Blum, Ulrich; Dudley, Leonard - In: Journal of Economics and Statistics (Jahrbuecher fuer … 220 (2000) 4, pp. 438-452
The rise of the East-German economy in the 1950s and 1960s and its decline in the 1970s and 1980s is difficult to explain by neoclassical economics. However, the observed life cycle may be explained by the inclusion of concepts from old and new institutional economics and from functional...
Persistent link: https://www.econbiz.de/10005027160
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Cointegration versus traditional econometric techniques in applied economics
Zietz, Joachim - In: Eastern Economic Journal 26 (2000) 4, pp. 469-482
The paper illustrates some of the well-known problems with cointegration analysis in order to provide some perspective … on the usefulness of cointegration techniques in applied economics. A number of numerical examples are employed to … compare econometric estimation on the basis of both traditional autoregressive distributed lag models and currently popular …
Persistent link: https://www.econbiz.de/10005641620
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Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems
Chambers, M.J.; McCrorie, J.R. - Tilburg University, Center for Economic Research - 2004
This paper discusses the joint estimation of the long run equilibrium coe cients and the parameters governing the short … acts as the basis for frequency domain Gaussian estimation of the unknown parameters using discrete time data.We formally …
Persistent link: https://www.econbiz.de/10011090524
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Die Dienstleistungsnachfrage als Determinante des wirtschaftlichen Strukturwandels.
Gundlach, Erich - Kiel Institute for the World Economy - 1993
Persistent link: https://www.econbiz.de/10008575438
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The Silver Lining Effect: Formal Analysis and Experiments
Jarnebrant, Peter; Toubia, Olivier; Johnson, Eric - In: Management Science 55 (2009) 11, pp. 1832-1841
value than does integrating them into a smaller loss. Using a generic prospect theory value function, we formalize this …
Persistent link: https://www.econbiz.de/10009203707
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Introduction to the special issue on the econometrics of auctions
Dubois, Pierre; Ivaldi, Marc; Magnac, Thierry - Département Sciences Sociales, Agriculture et … - 2008
Persistent link: https://www.econbiz.de/10010780029