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Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispi...

Hassler, Uwe; Demetrescu, Matei - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 4, pp. 413-426

Summary Studying annual growth rates (seasonal differences) in case of seasonal data produces much more persistence, autocorrelation and stronger evidence in favour of a unit root than analyzing seasonal growth rates (ordinary differences). First, this statement is quantified theoretically....

Persistent link: https://www.econbiz.de/10014609055

Climate Statistics and Public Policy

Guttorp, Peter - In: Statistics, Politics, and Policy 3 (2012) 1

The main lines of evidence for climate change are outlined. Alternative explanations to increased greenhouse gas concentrations are described. After discussing some statistical issues, attribution approaches are briefly described. Policy issues dealing with mitigation and adaptation are mentioned.

Persistent link: https://www.econbiz.de/10014621099

Estimates and inferences in accounting panel data sets: comparing approaches

Canitz, Felix; Ballis-Papanastasiou, Panagiotis; … - In: The Journal of Risk Finance 18 (2017) 3, pp. 268-283

regression results are affected by the possible nonstationarity of the variables of interest. Findings The results of this study … guide future researchers regarding which estimation methods are the most reliable given the possible nonstationarity of the …

Persistent link: https://www.econbiz.de/10014902128

Das Aggregationsproblem bei der Erstellung von Rankings. Einige Anmerkungen am Beispiel der Formel 1 Weltmeisterschaft 1998 / The Problem of Aggregation Arising in the Process of B...

Kladroba, Andreas - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 3, pp. 302-314

besonderes Problem (vor allem wegen seiner zentralen Bedeutung) stellt dabei offensichtlich die Aggregation von Einzelrankings zu … the popularity of rankings there are obvious problems with statistical methods. Especially the aggregation of single … rankings to a common ranking seems to be problematic. Aggregation to a common ranking is as difficult as finding a common …

Persistent link: https://www.econbiz.de/10014608768

Preisindizes mit konstanten Wertgewichten. Bemerkungen zu einem Vorschlag von Werner Neubauer / Two Price Index Formulas Proposed by W. Neubauer

Lippe, Peter von der - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 6, pp. 742-758

Zusammenfassung Zwei von Neubauer ins Gespräch gebrachte Preisindexformeln werden hinsichtlich ihrer Interpretation und Eigenschaften untersucht. Die Formeln sind leider wenig bekannt und wohl auch selten im Detail untersucht worden. Das ist umso bedauerlicher als sie einige sehr vorteilhafte...

Persistent link: https://www.econbiz.de/10014608805

A Further Empirical Investigation of German Firms’ Financial Structure and Ensuing Risks / Finanzierungsstrukturen und Risiken im Unternehmenssektor der Bundesrepublik Deutschland...

Kirchesch, Kai; Sommer, Marc; Stahlecker, Peter - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 5-6, pp. 530-555

Summary The changes in the financial structures of West German industrial enterprises have been investigated in Größl/Stahlecker/Wohlers (2001). The empirical analysis confirmed the hypothesis that small and medium-sized enterprises are confronted with higher - and even rising - financial...

Persistent link: https://www.econbiz.de/10014608854

Consistency in Aggregation / Aggregationskonsistenz

Auer, Ludwig von - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 4, pp. 383-398

changes, this two stage aggregation is typically based on some price index formula. In this paper, various screening devices … consistency in aggregation is a particularly important screening device. If a price index formula fails the weak consistency test …

Persistent link: https://www.econbiz.de/10014608977

Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries

Gil-Alana, Luis A - In: Topics in Macroeconomics 3 (2003) 1

The annual structure of real output in the G7 countries is investigated in this article by means of fractional integration techniques. However, instead of using the classical ARMA specifications for describing the short-run components of the series, we use an approach due to Bloomfield (1973)....

Persistent link: https://www.econbiz.de/10014588365

Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series

Krämer, Walter - In: Jahrbücher für Nationalökonomie und Statistik 222 (2002) 2, pp. 210-229

Zusammenfassung Finanzmarktdaten wie Zinsen, Aktien- oder Wechselkurse und andere spekulative Preise setzen sich durch verschiedene Besonderheiten von sonstigen ökonomischen Zeitreihendaten ab. Dieser Artikel untersucht die Konsequenzen dieser Besonderheiten für die rationale Bewertung von...

Persistent link: https://www.econbiz.de/10014608877

Does the Forward Discount Represent a Long Memory Process or Short Memory Process with Multiple Changes in the Mean?

Shahrin, Aidil Rizal - In: Jahrbücher für Nationalökonomie und Statistik 235 (2015) 6, pp. 630-641

Summary This study aims to determine whether forward discount represents a long memory or short memory process with multiple changes in the mean. Based on the samples of six currencies from November 3, 1986, to March 6, 1998, using Baek and Pipiras’s (2012, 2014) statistical procedures, our...

Persistent link: https://www.econbiz.de/10014609550