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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - 2004
In this paper we replace the Gaussian errors in the standard Gaussian, linear state space model with stochastic volatility processes. This is called a GSSF-SV model. We show that conventional MCMC algorithms for this type of model are ineffective, but that this problem can be removed by...
Persistent link: https://www.econbiz.de/10011334849
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Inference for Adaptive Time Series Models : Stochastic Volatility and Conditionally Gaussian State Space Form
Bos, Charles S.; Shephard, Neil - 2004
In this paper we replace the Gaussian errors in the standard Gaussian, linear state space model with stochastic volatility processes. This is called a GSSF-SV model. We show that conventional MCMC algorithms for this type of model are ineffective, but that this problem can be removed by...
Persistent link: https://www.econbiz.de/10014073593
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A study of a causality relationship between firm Investment and cash holdings : an empirical validation from French, Germany and Italy
Hatem, Ben Said - In: Business and Economic Research : BER 7 (2017) 1, pp. 308-322
Persistent link: https://www.econbiz.de/10011684827
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Firm investment behaviour in Germany
Dreger, Christian; Brautzsch, Hans-Ulrich - In: Jahrbücher für Nationalökonomie und Statistik (1999) 3/4, pp. 284-297
Persistent link: https://www.econbiz.de/10001451370
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Qualitative Comparative Analysis : Exploring Causal Links for Scaling Up Investments in Renewable Energy
Berrah, Noureddine; Butscher, Joy; Jayawardena, Migara; … - 2022
This paper uses Qualitative Comparative Analysis (QCA) to validate the theory of change developed for an evaluation of renewable energy strategies, identifying pathways for scaling up RE in a variety of different contexts. QCA was used to translate qualitative judgements into quantitative...
Persistent link: https://www.econbiz.de/10013255149
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Causal Effects of Linguistic Uncertainty on Risk Perception and Investment Behavior
Theil, Kilian; Daube, Jens; Stuckenschmidt, Heiner - 2022
language may influence risk perception and investment behavior, no study has explored the causal effects of linguistic … investors to earnings call excerpts with randomized levels of uncertainty. The subjects were engaged in an investment game and … investment decisions is amplified by risk perception. Investor characteristics that significantly affect their risk perception …
Persistent link: https://www.econbiz.de/10013307955
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Qualitative Comparative Analysis : Exploring Causal Links for Scaling Up Investments in Renewable Energy
Rubinson, Claude - 2022
This paper uses Qualitative Comparative Analysis (QCA) to validate the theory of change developed for an evaluation of renewable energy strategies, identifying pathways for scaling up RE in a variety of different contexts. QCA was used to translate qualitative judgements into quantitative...
Persistent link: https://www.econbiz.de/10013208994
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Concentration on the few? : R&D and innovation in German firms 2001 to 2013
Rammer, Christian; Schubert, Torben - 2016
Innovation activities in the German enterprise sector showed two opposing trends over the past two decades: While total innovation expenditures grew substantially, the number of firms conducting innovation activities fell sharply. Innovation expenditures hence concentrate on fewer firms. In this...
Persistent link: https://www.econbiz.de/10011418886
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Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...
Persistent link: https://www.econbiz.de/10003770817
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Markov-switching and the Ifo business climate : the Ifo business cycle traffic lights
Abberger, Klaus; Nierhaus, Wolfgang - 2010
Business cycle indicators are used to assess the economic situation of countries or regions. They are closely watched by the public, but are not easy to interpret. Does a current movement of the indicator signal a turning point or not? With the help of Markov Switching Models movements of...
Persistent link: https://www.econbiz.de/10003937136