Narrow search
Showing 1 - 10 of 18,882
Cover Image
The dynamic spillover effects of macroeconomic and financial uncertainty on commodity markets uncertainties
Ben Haddad, Hedi; Mezghani, Imed; Gouider, Abdessalem - In: Economies : open access journal 9 (2021) 2, pp. 1-22
The present paper has two main objectives: first, to accurately estimate commodity price uncertainty; and second to analyze the uncertainty connectedness among commodity markets and the macroeconomic uncertainty, using the time-varying vector-autoregressive (TVP-VAR) model. We use eight main...
Persistent link: https://www.econbiz.de/10012548331
Cover Image
Deterministic and stochastic forecasting of high-tech marketplace competition
Bridges, Eileen - In: Advances in business and management forecasting 2 (1998), pp. 219-234
Persistent link: https://www.econbiz.de/10001245823
Cover Image
Modeling technological substitution by incorporating dynamic adoption rate
Panwar, Saurabh; Kapur, P. K.; Ompal Singh - In: International journal of innovation and technology … 16 (2019) 1, pp. 1950010-1-1950010-24
Persistent link: https://www.econbiz.de/10012058992
Cover Image
Bank of Finland's long-run forecast framework with human capital
Kokkinen, Arto; Obstbaum, Meri; Mäki-Fränti, Petri - 2021
. For this purpose, we develop a novel long-run forecast framework based on enodogenous growth theory with human and fixed …
Persistent link: https://www.econbiz.de/10012703120
Cover Image
Return predictability with endogenous growth
Bandi, Federico M.; Bretscher, Lorenzo; Tamoni, Andrea - In: Journal of financial economics 150 (2023) 3, pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Cover Image
How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin; Yan, Lipeng - In: Applied economics letters 30 (2023) 11, pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
Cover Image
Causal and stochastic elements in business cycles : an essential extension of macroeconomics leading to improved predictions of data
Aulin, Arvid; Ahmavaara, Yrjö - 1996
Persistent link: https://www.econbiz.de/10012939283
Cover Image
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10013166706
Cover Image
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu; Gupta, Rangan; McAleer, Michael - In: International journal of forecasting 36 (2020) 3, pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Cover Image
On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets
Sabkha, Saker - 2018
Persistent link: https://www.econbiz.de/10012165711