Showing 1 - 10 of 1,768
Persistent link: https://www.econbiz.de/10011422063
We explore the macro/finance interface in the context of equity markets. In particular, using half a century of Livingston expected business conditions data we characterize directly the impact of expected business conditions on expected excess stock returns. Expected business conditions...
Persistent link: https://www.econbiz.de/10010298269
We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs …
Persistent link: https://www.econbiz.de/10011605076
This PhD thesis has two main emphases. First, the author constructs a default prediction model for Ukrainian … available, at least for Ukrainian Open-Joint-Stock companies. The author used for this modelling the standard default-prediction … default prediction modelling for developed market economies. The modelling methodology being quite established and advanced …
Persistent link: https://www.econbiz.de/10009460748
methods Our results suggest that model averaging does not dominate other well designed prediction model specification methods … using recursive estimation windows, which dominate other windowing approaches in our experiments, prediction models …-spread variables in nonlinear prediction specification. …
Persistent link: https://www.econbiz.de/10010282841
Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide a formal analysis of this question with special attention to the possible role...
Persistent link: https://www.econbiz.de/10011421672
Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide the first formal analysis of this question with special attention to the...
Persistent link: https://www.econbiz.de/10010361838
This study examines the relationship between maternal behavior during pregnancy, birth outcomes, and early childhood development. Specifically, in the context of four measures of maternal behavior during pregnancy (maternal smoking, drinking, prenatal care, and maternal weight gain), three...
Persistent link: https://www.econbiz.de/10011509445
Persistent link: https://www.econbiz.de/10012803549
imbalanced dataset. The research on consumer bankruptcy prediction is of paramount importance as it aims to build statistical … Consumer Finances (SCF) which was conducted in the United States. The results show that the predictive performance of the logit …
Persistent link: https://www.econbiz.de/10012805903