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Globalization, the Business Cycle, and Macroeconomic Monitoring

Aruoba, S. Boragan; Terrones, Marco; Kose, M. Ayhan; … - International Monetary Fund (IMF) - 2011

We propose and implement a framework for characterizing and monitoring the global business cycle. Our framework utilizes high-frequency data, allows us to account for a potentially large amount of missing observations, and is designed to facilitate the updating of global activity estimates as...

Persistent link: https://www.econbiz.de/10008839326

Prediction and nonparametric estimation for time series with heavy tails

Hall, Peter; Peng, Liang; Yao, Qiwei - London School of Economics (LSE) - 2002

Motivated by prediction problems for time series with heavy-tailed marginal distributions, we consider methods based on `local least absolute deviations' for estimating a regression median from dependent data. Unlike more conventional `local median' methods, which are in effect based on locally...

Persistent link: https://www.econbiz.de/10011126408

Evaluating maximum likelihood estimation methods to determine the Hurst coefficient

Kendziorski, C.M; Bassingthwaighte, J.B; Tonellato, P.J - In: Physica A: Statistical Mechanics and its Applications 273 (1999) 3, pp. 439-451

A maximum likelihood estimation method implemented in S-PLUS (S-MLE) to estimate the Hurst coefficient (H) is evaluated. The Hurst coefficient, with 0.5H1, characterizes long memory time series by quantifying the rate of decay of the autocorrelation function. S-MLE was developed to estimate H...

Persistent link: https://www.econbiz.de/10010664874

Survey Results about Foreign Currency Holdings in Five Central and Eastern European Countries

Stix, Helmut - In: CESifo Forum 2 (2001) 3, pp. 41-48

Persistent link: https://www.econbiz.de/10004998621

Foreign Currency Demand since 2002 - Evidence from Five Central and Eastern European Countries

Stix, Helmut - In: CESifo Forum 5 (2004) 4, pp. 19-24

Persistent link: https://www.econbiz.de/10004998666

The Euro in Central and Eastern Europe (CEE countries) : survey evidence from five countries

Stix, Helmut - In: CESifo Forum 3 (2002) 3, pp. 33-38

Persistent link: https://www.econbiz.de/10005013126

Comparative advantages in agro-food trade of Hungary, Croatia and Slovenia with the European Union

Bojnec, Štefan; Fertő, Imre - Leibniz-Institut für Agrarentwicklung in … - 2007

products with revealed comparative advantages in the EU markets for Hungary and to a lesser extent for Croatia, but have not … identified any such aggregated agro-food product group for Slovenia. Yet, also Hungary and Croatia have faced difficulties in …

Persistent link: https://www.econbiz.de/10008564410

Quantitative analysis of the impacts of Croatia's agricultural trade policy on the agri-food sector

Weingarten, Peter; Frohberg, Klaus; Winter, Etti; … - Leibniz-Institut für Agrarentwicklung in … - 2003

Croatia recently signed several trade liberalisation agreements. The cornerstones of its trade policy are WTO … membership, the Stabilisation and Association Agreement with the EU and Croatia's application of membership as well as bilateral … impact of Croatia's agricultural trade policy on the agri-food sector. For the analysis, a partial equilibrium model based on …

Persistent link: https://www.econbiz.de/10008526777

FDI, trade and integration in the Western Balkan Countries: Is there any causality?

Kersan-Skabic, Ines - In: International Journal of Trade and Global Markets 4 (2011) 4, pp. 420-436

a group of Western Balkan countries (Croatia, Bosnia and Herzegovina, FYRoM and Serbia). The analysis in static model …

Persistent link: https://www.econbiz.de/10009352785

The role of equipment investments in economic growth: a cointegration analysis

kare, Marinko Å; Dean SinkoviÄ‡ - In: International Journal of Economic Policy in Emerging … 6 (2013) 1, pp. 29-46

, structure and human capital) and real GDP growth in Republic of Croatia for the (pre)transition period 1960-1989 and transition …

Persistent link: https://www.econbiz.de/10010668601

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