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Inflation as a global phenomenon : some implications for policy analysis and forecasting
Kabukçuoglu, Ayse; Martínez-García, Enrique - 2015 - This draft: September 21, 2015
slack or oil price fluctuations, motivated by a novel interpretation of the forecasting implications of the workhorse open …
Persistent link: https://www.econbiz.de/10011389395
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Inflation As a Global Phenomenon - Some Implications for Inflation Modelling and Forecasting : Model Derivations and Additional Results
Kabukcuoglu Dur, Ayşe - 2017
-consistent single-equation forecasting specification implied by theory, exploiting the international linkages of inflation. In this …-García (Forthcoming) use for inflation forecasting. We make note in particular of the role that the slope of the Phillips curve plays in … the equilibrium solution of the workhorse open-economy New Keynesian model and for forecasting purposes. We also include …
Persistent link: https://www.econbiz.de/10012943015
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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
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Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators
Kurz-Kim, Jeong-Ryeol - 2016
forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …
Persistent link: https://www.econbiz.de/10011566828
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Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance
Herwartz, Helmut; Golosnoy, Vasyl - 2007
We consider the problem of ex-ante forecasting conditional correlation patterns using ultra high frequency data …
Persistent link: https://www.econbiz.de/10010296287
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Persistent zeros : the extensive margin of trade
Hinz, Julian; Stammann, Amrei; Wanner, Joschka - 2019
The extensive margin of bilateral trade exhibits a high level of persistence that cannot be explained by geography or trade policy. We combine a heterogeneous firms model of international trade with bounded productivity with features from the firm dynamics literature to derive expressions for an...
Persistent link: https://www.econbiz.de/10012098984
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Evaluating eigenvector spatial filter corrections for omitted georeferenced variables
Griffith, Daniel A.; Chun, Yongwan - In: Econometrics : open access journal 4 (2016) 2, pp. 1-12
The Ramsey regression equation specification error test (RESET) furnishes a diagnostic for omitted variables in a linear regression model specification (i.e., the null hypothesis is no omitted variables). Integer powers of fitted values from a regression analysis are introduced as additional...
Persistent link: https://www.econbiz.de/10011506413
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Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors
Egger, Peter; Larch, Mario; Pfaffermayr, Michael; … - 2005
This paper undertakes a Monte Carlo study to compare MLE-based and GMM-based tests regarding the spatial autocorrelation coefficient of the error term in a Cliff and Ord type model. The main finding is that a Wald-test based on GMM estimation as derived by Kelejian and Prucha (2005a) performs...
Persistent link: https://www.econbiz.de/10010261344
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Interpretation of structural parameters for models with spatial autoregression
Pietrzak, Michał Bernard - 2013
The main purpose of the article is to consider a important issue of spatial econometrics which is a proper interpretation of structural parameters of econometric models with spatial autoregression. The problem will be considered based on the example of the spatial SAR model. Another purpose of...
Persistent link: https://www.econbiz.de/10011997008
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Impact of public transportation on European countries' development : a spatial perspective
Matyas, Andreea - In: Central European economic journal 10 (2023) 57, pp. 403-413
Sustainability is a key topic nowadays, mostly because in the last decade the pollution levels have reached an all-time high. National governments are searching for sustainable and environmentally friendly solutions to decrease the amount of pollution. This study is a cross-sectional study on 27...
Persistent link: https://www.econbiz.de/10014445233