Showing 1 - 10 of 28,810
Persistent link: https://www.econbiz.de/10009732043
This paper examines the relationship between unemployment, real oil price and real interest rates in Canada. Instead of …/cointegration techniques which allow for the possibility that unemployment is highly persistent. In line with other studies, we find that all … equilibrium model with highly persistent shocks might be adequate to account for the observed behaviour of unemployment …
Persistent link: https://www.econbiz.de/10009614880
Persistent link: https://www.econbiz.de/10011294671
January 1, 1995. We examine the impact of this legislationon reported crime rates using different time series approaches. In … reform is obtained using uni-variate modelling devices, even after including unemployment as an explanatory variabIe …
Persistent link: https://www.econbiz.de/10011333897
property crime rates. The disaggregate state (Florida) violent crime model includes murder, rape, robbery, and assault and the … property crime model, burglary, larceny, and motor vehicle theft. In experimental forecasts, ST-AR RMSEs are compared to those … future crime rates as either the most recent rate or according to the most recent change in rates. The ST-AR model is of …
Persistent link: https://www.econbiz.de/10014146023
January 1, 1995. We examine the impact of this legislation on reported crime rates using different time series approaches. In … reform is obtained using univariate modelling devices, even after including unemployment as an explanatory variable. Finally …
Persistent link: https://www.econbiz.de/10014080470
In this paper we have examined the unemployment rate series in Turkey by using long memory models and in particular … employing fractionally integrated techniques. Our results suggest that unemployment in Turkey is highly persistent, with orders …. We found evidence in favor of mean reversion in the case of female unemployment and this happens for all the groups of …
Persistent link: https://www.econbiz.de/10011735904
This paper uses fractional integration and cointegration in order to model the DM/dollar and the yen/dollar real exchange rates in terms of both monetary and real factors, more specifically real interest rate and labour productivity differentials. We find that whilst the individual series may be...
Persistent link: https://www.econbiz.de/10009611542
This paper examines the structural flexible accelerator model of investment with time series model. The Box-Jenkins methodology of ARIMA specification has been used for the estimated residuals of the multivariate Flexible Accelerator Model. I then reestimate the time series model and structural...
Persistent link: https://www.econbiz.de/10012770583
While the risk return trade-off theory suggests a positive relationship between the expected return and the conditional volatility, the volatility feedback theory implies a channel that allows the conditional volatility to negatively affect the expected return. We examine the effects of the risk...
Persistent link: https://www.econbiz.de/10013107127