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Civil unrest is a powerful form of collective human dynamics, which has led to major transitions of societies in modern history. The study of collective human dynamics, including collective aggression, has been the focus of much discussion in the context of modeling and identification of...
Persistent link: https://www.econbiz.de/10014164119
This paper attempts to contribute in several ways. Theoretically, it proposes simple models of house price dynamics and construction dynamics, all based on forward-looking agents' maximization problems, which may carry independent interests. Simplified version of the model implications are...
Persistent link: https://www.econbiz.de/10013139009
This paper revisits the relationships among macroeconomic variables and asset returns. Based on recent developments in econometrics, we categorize competing models of asset returns into different "Equivalence Predictive Power Classes" (EPPC). During the pre-crisis period (1975-2005), some models...
Persistent link: https://www.econbiz.de/10010506815
This paper introduces "Terraced" Vector Autoregressive (VAR) models, an innovative twist on traditional VAR modeling which allows the econometrician to simultaneously forecast both exogenous and endogenous variables and the confidence intervals around those forecasts.In an application of our...
Persistent link: https://www.econbiz.de/10013009100
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A low frequency factor model regression uses returns computed at a lower frequency than data available. An example is using monthly rather than daily returns to estimate the Capital Asset Pricing Model (CAPM). I show that when using overlapping observations to estimate low frequency factor model...
Persistent link: https://www.econbiz.de/10014236528
In recent years, road construction projects in Egypt have experienced significant cost overruns. This has coincided with a remarkable increase in the volume and capacity of road construction in Egypt over the last two decades. Consequently, there is an urgent need for a systematic analysis of...
Persistent link: https://www.econbiz.de/10014240323
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