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The effects of shock in strikes on non-agriculture employment, output, and inflation in South Africa : a structural analysis of Bayesian VAR models

Ngundu, Marvellous; Mphinyana-Chauke, Shonisani; … - In: Cogent economics & finance 11 (2023) 2, pp. 1-10

This study empirically addresses claims about the effects of strikes on output growth, inflation, and non … 1982-2018. We find empirical support for a strikes shock's transitory negative impact on the country's output growth. In … any case, this was not contested. Our findings, however, contradict the claims that strikes ensue inflation and …

Persistent link: https://www.econbiz.de/10014503139

Asymmetry in the price impact of trades in an high-frequency microstructure model with jumps

Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - 2013

We estimate a general microstructure model of the transitory and permanent impact of order flow on stock prices. Jumps are detected in both the transaction price (observation equation) and fundamental value (state equation). The model's parameters and variances are updated in real time. Prices...

Persistent link: https://www.econbiz.de/10010256970

Autoregressive Conditional Duration (Acd) Models in Finance : A Survey of the Theoretical and Empirical Literature

Pacurar, Maria - 2006

This paper provides an up-to-date survey of the main theoretical developments in ACD modeling and empirical studies using financial data. First, we discuss the properties of the standard ACD specification and its extensions, existing diagnostic tests, and joint models for the arrival times of...

Persistent link: https://www.econbiz.de/10012732848

Extracting Information from Mega-Panels and High-Frequency Data

Granger, Clive W. J. - 1998

Very large data sets in economics are already available and will soon become commonplace. The econometric techniques currently in use may not be relevant and new techniques will have to be devised. It can be argued that most tests of significance, linear models, assumptions of normality, and...

Persistent link: https://www.econbiz.de/10014222217

When labor disputes bring cities to a standstill : the impact of public transit strikes on traffic, accidents, air pollution, and health

Bauernschuster, Stefan; Hener, Timo; Rainer, Helmut - 2015

Many governments have banned strikes in public transportation. Whether this can be justified depends on whether strikes … effects of public transit strikes on urban populations in Germany. Due to higher traffic volumes and longer travel times …, total car hours operated increase by 15% during strikes. This effect is accompanied by a 14% increase in vehicle crashes, a …

Persistent link: https://www.econbiz.de/10010509598

Specification tests of quarterly econometric models of aggregate strike frequency in Canada

Abbott, Michael Gilbert - 1984

Persistent link: https://www.econbiz.de/10001797722

Diesel prices in Brazil : a dynamic fractional integration analysis

Quintino, Derick David; Ferreira, Paulo - In: Economics and Business Letters : EBL 10 (2021) 2, pp. 116-125

Persistent link: https://www.econbiz.de/10012547886

When labor disputes bring cities to a standstill : the impact of public transit strikes on traffic, accidents, air pollution, and health

Bauernschuster, Stefan; Hener, Timo; Rainer, Helmut - In: American economic journal : a journal of the American … 9 (2017) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10011641935

Outliers in statistical data analysis

Pemajayantha, V. - 1995

Persistent link: https://www.econbiz.de/10000603553

Wavelet Analysis Statistical Data

Mazurkin, Peter - 2016

Examples of modeling, identification of the amount of asymmetric wavelet signal behavior of natural objects: the pulse of the electrocardiogram of a healthy person; natural drying samples meadow grass; mutual influence of forest cover and tilled territory; Crisis dynamics of the ruble and...

Persistent link: https://www.econbiz.de/10012996006

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