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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates

Hossfeld, Oliver - 2010

effective exchange rates and currency misalignments for the US and its 16 major trading partners. We apply cointegration and … panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel … cointegration tests by Westerlund (2007), as well as different estimators. While we find strong evidence for the Balassa …

Persistent link: https://www.econbiz.de/10011374380

Forecasting heterogeneous regional data : the case of Spanish employment

Angulo, Ana M.; Mur, Jésus; Trívez, Javier - 2013

Forecasting regional variables provides very important information for political, institutional and economic agents. However, in the present context characterized by important decline of economies, heterogeneous data and regional interdependencies, it is even more difficult to carry out accurate...

Persistent link: https://www.econbiz.de/10011534668

Robust block bootstrap panel predictability tests

Westerlund, Joakim; Smeekes, Stephan - 2013

Persistent link: https://www.econbiz.de/10010199463

Modelling and Forecasting the Diffusion of Telephones in India

Singh, Sanjay Kumar - 2012

The main aim of this paper is to estimate the future trend and analyze the pattern and rate of adoption of telephones in India. The paper uses S-shaped growth curve models for the same. It is found that the teledensity in India will increase from 12.6 telephones per 100 inhabitants in 2005-06 to...

Persistent link: https://www.econbiz.de/10012712853

Return Predictability : Learning from the Cross-Section

Penasse, Julien - 2017

Long histories of returns are needed but often lacking when estimating the equity premium. This paper studies stock return predictability from the perspective of a Bayesian investor who has access to international data. Learning across countries arises whenever this investor believes that...

Persistent link: https://www.econbiz.de/10012972060

Negative Interest Rates : Forecasting Banks' Profitability in a New Environment

Kerbl, Stefan - 2017

We analyze the consequences of unconventional monetary policy by several central banks on the profitability of banks. In many countries the low interest rate environment has been slowly replaced by a negative interest rate environment. Many articles show that banks' profitability with respect to...

Persistent link: https://www.econbiz.de/10012965166

Pitfalls and Possibilities in Predictive Regression

Phillips, Peter C. B. - 2015

Financial theory and econometric methodology both struggle in formulating models that are logically sound in reconciling short run martingale behaviour for financial assets with predictable long run behavior, leaving much of the research to be empirically driven. The present paper overviews...

Persistent link: https://www.econbiz.de/10013020483

Forecasting New Product Awareness in Simulated Test Marketing : The Approach for Emerging Markets

Korotkov, Nikolay Y. - 2011

Simulated test marketing (STM) is a quantitative technique used to forecast new product sales, one of the most validated tools in all marketing research. Forecasting awareness is an important stage in that process, one critical to STM performance. Awareness models incorporated into popular STMs...

Persistent link: https://www.econbiz.de/10014176688

Chapter 18 Forecasting in Marketing

Franses, Philip Hans - 2006

With the advent of advanced data collection techniques, there is an increased interest in using econometric models to support decisions in marketing. Due to the sometimes specific nature of variables in marketing, the discipline uses econometric models that are rarely, if ever, used elsewhere....

Persistent link: https://www.econbiz.de/10014023688

Modelling Time-Variation in the Stock Return-Dividend Yield Predictive Equation

McMillan, David G. - 2012

Using data for forty markets, this paper examines the nature and possible causes of time-variation within the stock return-dividend yield predictive regression. The results in this paper show that there is significant time-variation in the predictive equation for returns and that such variation...

Persistent link: https://www.econbiz.de/10013099922

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