Narrow search
Showing 1 - 10 of 35,122
Cover Image
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti; Mahakud, Jitendra - In: Asia-Pacific financial markets 22 (2015) 1, pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Cover Image
Оценка ненаблюдаемых экономических переменных в странах-участницах ЕАБР (Estimation of Non-Observable Economic Variables in EDB Member Countries)...
Kuznetsov, Aleksei; Kharitonchik, Anatoly; Berdigulova, … - 2022
Abstract in Russian:В настоящем исследовании для определения ненаблюдаемых переменных разработаны полуструктурные макроэкономические модели для каждой страны региона...
Persistent link: https://www.econbiz.de/10013294649
Cover Image
Estimation of Non-Observable Economic Variables in EDB Member Countries
Kuznetsov, Aleksei; Kharitonchik, Anatoly; Berdigulova, … - 2022
The implementation of any State’s economic policy involves first developing short-term, mid-term and long-term forecasts, as well as socio-economic development programs. Their quality is largely dependent on credible assessments of the current economic setting, whose findings will then inform...
Persistent link: https://www.econbiz.de/10013294883
Cover Image
Firms’ Response to Macroeconomic Estimation Errors
Binz, Oliver - 2020
Initial Gross Domestic Product (GDP) announcements are important economic signals that convey information on the state of the economy but contain substantial estimation error. We investigate how GDP estimation errors affect firms' real decisions and profitability. Consistent with theoretical...
Persistent link: https://www.econbiz.de/10012852580
Cover Image
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2015
Following Giraitis, Kapetanios, and Yates (2014b), this paper uses kernel methods to estimate a seven variable time-varying (TV) vector autoregressive (VAR) model on the data set constructed by Smets and Wouters (2007). We apply an indirect inference method to map from this TV VAR to time...
Persistent link: https://www.econbiz.de/10011405253
Cover Image
A dynamic factor model for the Mexican economy : are common trends useful when predicting economic activity?
Corona, Francisco; González-Farías, Graciela; Orraca, … - In: Latin American economic review : LAER ; official … 26 (2017), pp. 1-35
In this paper we propose to use the common trends of the Mexican economy in order to predict economic activity one and two steps ahead. We exploit the cointegration properties of the macroeconomic time series, such that, when the series are I(1) and cointegrated, there is a factor...
Persistent link: https://www.econbiz.de/10011885720
Cover Image
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan; Manganelli, Simone - 2019
We introduce a structural quantile vector autoregressive (VAR) model. Unlike standard VAR which models only the average interaction of the endogenous variables, quantile VAR models their interaction at any quantile. We show how to estimate and forecast multivariate quantiles within a recursive...
Persistent link: https://www.econbiz.de/10012122051
Cover Image
Estimation and forecasting using mixed-frequency DSGE models
Meyer-Gohde, Alexander; Shabalina, Ekaterina - 2022
In this paper, we propose a new method to forecast macroeconomic variables that combines two existing approaches to mixed-frequency data in DSGE models. The first existing approach estimates the DSGE model in a quarterly frequency and uses higher frequency auxiliary data only for forecasting...
Persistent link: https://www.econbiz.de/10013465707
Cover Image
Estimation of Mortality Rate of COVID-19 in India using SEIRD Model
Selvamuthu, Dharmaraja; Khichar, Deepak; Kalita, Priyanka; … - In: Opsearch : journal of the Operational Research Society … 60 (2023) 1, pp. 539-553
Persistent link: https://www.econbiz.de/10014280749
Cover Image
On the quick estimation of probability of recovery from COVID-19 during first wave of epidemic in India : a logistic regression approach
Joshi, Hemlata; Azarudheen, S.; Nagaraja, M. S.; Singh, … - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 197-208
countries, and India is now one of the worst-affected country in the world. Researchers all around the world are racing to come …. However, in India the recovery rate has been far better than in other countries, and is steadily improving. Still in such a … India for the empirical analysis. …
Persistent link: https://www.econbiz.de/10013419439