Similar Search Results

Implementation-neutral causation in structural models

LeRoy, Stephen F. - In: Contemporary Economics 12 (2018) 3, pp. 253-268

Analysts associated with the Cowles Commission attached great importance to the distinction between structural and reduced-form models: in their view structural models, but not reduced-form models, allow the analysis of causal relations. They did not present clear justification for this view....

Persistent link: https://www.econbiz.de/10014544662

The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration

Johansen, Søren - In: Contemporary Economics 6 (2012) 2, pp. 40-57

There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …

Persistent link: https://www.econbiz.de/10010436033

The Implications of Gross Fixed Capital and Unemployment Rate General Government Deficit. Empirical Study at the European Level

Carp, Mihai; Vasiliu, Andreea - In: CES Working Papers 2 (2010) 4, pp. 61-72

general government deficit at the European Union level. We create a regression model that shows that a sustained and increased …

Persistent link: https://www.econbiz.de/10012016926

Difficulties in testing for capital overaccumulation

Kocherlakota, Narayana Rao - In: Quantitative Economics 15 (2024) 1, pp. 89-114

This paper reconsiders the question of testing for the presence of Pareto suboptimal capital overaccumulation in overlapping generations economies. The paper allows generation-specific technology shocks to evolve over time according to a stationary Markov chain, and assumes that an...

Persistent link: https://www.econbiz.de/10014536979

Der interaktive Gehaltsvergleich – eine profilbasierte Schätzung von Verdiensten

Überschaer, Anja - In: WISTA - Wirtschaft und Statistik 73 (2021) 6, pp. 67-76

Das Statistische Bundesamt entwickelt sich zu einem digitalen, nutzerorientierten und innovativen Informationsdienstleister weiter. Dazu gehören auch neue Produkte, die Informationen nutzungsfreundlich bereitstellen - wie der Gehaltsvergleich. Diese interaktive Webanwendung ermöglicht es den...

Persistent link: https://www.econbiz.de/10012705035

The Financial Auditor's Risk Behavior – The Influence of Age on Risk Behavior in a Financial Audit Context

Ionescu, Iancu Octavian; Turlea, Eugeniu - In: Journal of Accounting and Management Information … 10 (2011) 4, pp. 444-458

revealed that there is a strong correlation between the financial auditor's risk behaviour and the financial auditor's age …

Persistent link: https://www.econbiz.de/10015196162

Replicating the CBOE VIX using a synthetic volatility index trading algorithm

Cary, Dayne; Van Vuuren, Gary - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-21

This article tests whether a correlation exists between a stochastic synthetic volatility index (SVIX) and the Chicago … symbol. The SVIX shows high correlation with the CBOE VIX. Backtesting indicators with an investment strategy using US stocks …

Persistent link: https://www.econbiz.de/10014001400

The convergence evolution in Europe from a complex networks perspective

Papadimitriou, Theophilos; Gkonkas, Periklēs; … - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-14

-Eurozone economies, is investigated in this paper. To do so, we construct correlation-based networks and study them by employing the …

Persistent link: https://www.econbiz.de/10014332656

Modelación y comovimientos de la tasa de cambio colombiana, 2011-2017

Sierra, Giuliana Maya; Marin Rodríguez, Nini Johana - In: Revista de Métodos Cuantitativos para la Economía y … 28 (2019), pp. 301-341

dynamic correlation with some of the most explicative variables. The results suggest that the incorporation of significant … exogenous variables within the ARIMAX-GARCH model with persistent correlation according to the DCC (Dinamic Conditional … Correlation) model to the USD/COP pair generates out-of-sample forecasts with better performance than the ARIMA-GARCH univariate …

Persistent link: https://www.econbiz.de/10014494431

Empirical analysis of correlation between debt/equity ratio and the Net profit margin ratio in small and medium enterprises

Barrera Lievano, Jhony Alexander; Parada Fonseca, … - In: Revista de Métodos Cuantitativos para la Economía y … 29 (2020), pp. 99-115

calculation of the Pearson correlation coefficient. A quantitative methodology is applied, of explanatory type, which seeks to …

Persistent link: https://www.econbiz.de/10014494456