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Erkennung eines sich anbahnenden Wendepunkts in der konjunkturellen Bewegung einer Zeitreihe / An Approach to Identify First Signs of a Development toward a Cyclical Turning Point
Goldrian, Georg; Lehne, Birgit - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 3-4, pp. 309-324
Summary The usual estimation methods provide only a blurred picture of the cyclical development for the current values …
Persistent link: https://www.econbiz.de/10014608683
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Zur Approximation der Trend-Zyklus-Komponente am aktuellen Rand einer Zeitreihe / A new Approach to Approximate the Trend-Cyclical-Component at the Current End of a Time Series
Goldrian, Georg; Lehne, Birgit - In: Jahrbücher für Nationalökonomie und Statistik 219 (1999) 3-4, pp. 344-356
even better, if it is used in interaction with the estimation of a seasonal component. Especially for time-series showing …
Persistent link: https://www.econbiz.de/10014608701
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Direkte Schätzung der Trend-Konjunktur-Komponente versus Saisonbereinigung am aktuellen Zeitreihenrand / Direct Approximation of the Trend-Cyclical-Component versus Seasonal Adjust...
Goldrian, Georg - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 2, pp. 129-144
Zusammenfassung In der vorliegenden Arbeit wird die Leistungsfähigkeit zweier Verfahren zur Verdeutlichung der konjunkturellen Entwicklung einer wirtschaftlichen Zeitreihe am aktuellen Rand verglichen. Es handelt sich dabei um einen neu entwickelten Tiefpassfilter und das...
Persistent link: https://www.econbiz.de/10014608823
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Weaknesses of the Baxter-King Filter: Is a Pattern-Based Filter an Alternative? / Schwächen des Baxter-King Filters: Ist ein musterbasierter Filter eine Alternative?
Goldrian, Georg - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 4, pp. 386-393
Summary The Baxter-King filter shows some weaknesses, particularly with regard to monthly time series. This procedure involves not only a loss of data for the border areas of time series, but suppresses inadequately high frequency components and shows as a low-pass filter only the performance of...
Persistent link: https://www.econbiz.de/10014609053
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Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO
Hujer, Reinhard; Grammig, Joachim; Kokot, Stefan - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 6, pp. 689-714
Summary We apply the Threshold Autoregressive Conditional Duration Model (TACD) as proposed by Zhang, Russell, and Tsay (1999) to model the after market trading duration process associated with the initial public offering of the Deutsche Telekom AG share in November of 1996. Special emphasis is...
Persistent link: https://www.econbiz.de/10014608802
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A constant growth model of the firm: empirical analysis of the balanced scorecard
Laitinen, Erkki K. - In: Review of Accounting and Finance 5 (2006) 2, pp. 140-173
. It gives novel empirical evidence on parameter estimation and strategic behaviour in BSC framework.  …
Persistent link: https://www.econbiz.de/10014989506
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Financial applications of ARMA models with GARCH errors
Ghahramani, M.; Thavaneswaran, A. - In: The Journal of Risk Finance 7 (2006) 5, pp. 525-543
principal method used for the research. The results were also illustrated using examples and simulation studies. Volatility … statistical properties of volatility modeling.  …
Persistent link: https://www.econbiz.de/10014901409
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Blood, Sweat, and Tears: The Rise and Decline of the East German Economy, 1949–1988 / Blut, Schweiß, Tränen: Aufstieg und Niedergang der ostdeutschen Wirtschaft, 1949–1988
Blum, Ulrich; Dudley, Leonard - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 4, pp. 438-452
Zusammenbruch in den 70er und 80er Jahren mit Hilfe der neoklassischen Theorie zu erklären. Die alte und neue Institutionenökonomik …
Persistent link: https://www.econbiz.de/10014608780
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Excess volatility? the Australian stock market from 1883 to 1999
Heaney, Richard - In: Managerial Finance 29 (2003) 10, pp. 76-94
Are share markets too volatile? While it is difficult to ignore share market volatility it is important to determine … whether volatility is excessive. This paper replicates the Shiller (1981) test as well as applying standard time series … excess volatility, time series analysis identifies a long‐run relationship between share market value and dividends …
Persistent link: https://www.econbiz.de/10014939689
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Demand Forecasting in Hybrid MTS/MTO Production Systems
Jalali, Moeen Sammak; Ghomi, S.M.T. Fatemi - In: International Journal of Applied Industrial Engineering … 5 (2018) 1, pp. 63-78
This article describes how simplifying production-planning approaches for demand responsiveness has been well recognized as an operative means of accomplishing production efficiency. To support an effective decision making in manufacturing environments, this study will focus on adopting time...
Persistent link: https://www.econbiz.de/10012042874