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The increasing works on parameter instability, structural changes and regime switches lead to the natural research question whether the assumption of stationarity is appropriate to model volatility processes. Early econometric studies have provided testing procedures of covariance stationarity...
Persistent link: https://www.econbiz.de/10010927702
the factors acting upon housing prices according to location and find out guidelines that may direct the investors for …
Persistent link: https://www.econbiz.de/10011332390
theoretical background with a special emphasis on the concept definition and determination of factors of the regional … competitiveness index was compiled on the basis of available Eurostat data. Next part of the paper presents the key factors of the … regional competitiveness. Factors are classified as universal and specific. Concerning universal factors, regions with a high …
Persistent link: https://www.econbiz.de/10011340856
.The special features of the geopolitical factors, which determine interregional interactions of the Arctic super-region consist in …, economical, ecological, military, demographic, cultural-religious, ethnic,intellectual factors discussion. Geographical factor is …
Persistent link: https://www.econbiz.de/10011397377
A number of recent studies in the economics literature have focused on the usefulness of factor models in the context of prediction using big data. In this paper, our over-arching question is whether such big data are useful for modelling low frequency macroeconomic variables such as...
Persistent link: https://www.econbiz.de/10010334247
number of factors in the forecasting regression, the benefits of combining factor-based forecasts and the choice of the … dataset from which to extract the factors remain partly unaddressed. This paper provides a comprehensive empirical …
Persistent link: https://www.econbiz.de/10011605097
Persistent link: https://www.econbiz.de/10011933957
insurance premium considering into risk rate so it is very important to estimate and evaluate factors from which depends if … insured will fail. Purpose is to estimate which group of factors (object location, object type, structure and insurance … premium) have main impact on failing and which factors influence on surviving. Method of survival analysis was applied for …
Persistent link: https://www.econbiz.de/10009478253
is best suitable for specification of share market price fluctuations; 3) To identify the factors, which predetermine … created after disclosure of the factors, which predetermine share market price fluctuations. The third part depicts the …
Persistent link: https://www.econbiz.de/10009478302
impact of 7 macroeconomic factors on 16 sectors’ stock returns for the period from March 2002 to February 2011 on monthly … reveal that macroeconomic factors affect different sectors’ stock returns in different manner. Furthermore the results … indicate that macroeconomic factors impact depends on the state of the economy. The results also show that macroeconomic …
Persistent link: https://www.econbiz.de/10009478382