Narrow search
Showing 1 - 10 of 2,798
Cover Image
Predicting Korea' business-cycle regimes using OnBid auction data
Kim, Jin Gi; Lee, Hyun-Tak; Jang, Bong-Gyu - In: Journal of derivatives and quantitative studies 29 (2021) 2, pp. 116-133
This paper examines whether the successful bid rate of the OnBid public auction, published by Korea Asset Management … predicting three-month-ahead regime. We find that the OnBid auction rate conveys important information for detecting the … obligations. This finding suggests that corporate managers and investors could use the auction information to gauge the regime …
Persistent link: https://www.econbiz.de/10012592907
Cover Image
Cyclical Distortion of FRBM Fiscal Indicators Due to Telecom Auctions
Acharya, Guru - 2012
revenue deficit and thereafter generate revenue surplus. In 2010-2011, unexpectedly high receipts from auction of spectrum in …
Persistent link: https://www.econbiz.de/10013100661
Cover Image
Return on violin and macroeconomic fluctuation
Chan, M. W. Luke; Gong, Dan Sabrina; Yip, Terry A. - In: Journal of cultural economics 44 (2020) 2, pp. 339-346
Persistent link: https://www.econbiz.de/10012226939
Cover Image
Business cycle forecasting : tracking time-varying transfer functions
Edlund, Per-Olov; Søgaard, Henning T. - 1991 - January 1991
Persistent link: https://www.econbiz.de/10000806193
Cover Image
Nonlinear time-series and economic fluctuations
Potter, Simon M. - 1990
Persistent link: https://www.econbiz.de/10000825753
Cover Image
Macroeconomic cycles : stylized facts and forecasts
Hillinger, Claude; Sebold, Monika - 1988
Persistent link: https://www.econbiz.de/10000126537
Cover Image
The universal shape of economic recession and recovery after a shock
Challet, Damien (contributor); Solomon, Sorin (contributor);  … - 2009
We show that a simple and intuitive three-parameter equation fits remarkably well the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during the times of recession and recovery. We then argue that it can be used to detect shocks and discuss its...
Persistent link: https://www.econbiz.de/10003789641
Cover Image
Using the dynamic bi-factor model with Markov switching to predict the cyclical turns in the large European economies
Kholodilin, Konstantin A. (contributor) - 2006
The appropriately selected leading indicators can substantially improve the forecasting of the peaks and troughs of the business cycle. Using the novel methodology of the dynamic bi-factor model with Markov switching and the data for three largest European economies (France, Germany, and UK) we...
Persistent link: https://www.econbiz.de/10003285727
Cover Image
On the look-out for the bear : predicting stock market downturns in G7 countries
Friedrich, Christian; Klein, Melanie - 2009
The paper examines the informational content of a series of macroeconomic indicator variables with the intention to predict stock market downturns - colloquially also referred to as 'bear markets' - for G7 countries. The sample consists of monthly stock market indices and a set of exogenous...
Persistent link: https://www.econbiz.de/10003832185
Cover Image
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
This paper conducts a broad-based comparison of iterated and direct multi-step forecasting approaches applied to both univariate and multivariate models. Theoretical results and Monte Carlo simulations suggest that iterated forecasts dominate direct forecasts when estimation error is a...
Persistent link: https://www.econbiz.de/10003807908