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Comparative study on the use of statistical methods for the distribution of autocorrelation to any influence factor
Merce, Cristian; Drăghici, Manea; Merce, Emilian; … - In: Agrarian economy and rural development : realities and …, (pp. 58-63). 2019
based on the principle of proportional distribution of autocorrelation with the coefficients of simple determination, and …
Persistent link: https://www.econbiz.de/10012212443
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Subgeometrically ergodic autoregressions
Meitz, Mika; Saikkonen, Pentti - In: Econometric theory 38 (2022) 5, pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
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Interactions between financial markets and macroeconomic variables in EU : a nonlinear modeling approach
Albu, Lucian-Liviu; Lupu, Radu; Călin, Adrian Cantemir - 2015
There is a general acceptance of the fact that a significant direct relationship between financial markets and macroeconomic variables exists, especially by considering the assertion that developed financial markets correspond to high GDP levels. This paper provides an investigation of the...
Persistent link: https://www.econbiz.de/10011480254
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Financial stress, regime switching and macrodynamics
Chen, Pu; Semmler, Willi - In: Nonlinearities in economics : an interdisciplinary …, (pp. 315-335). 2021
Monetary responses to financial stress have recently become an important issue in macroeconomic and policy discussions in the USA as well as in the EU. In this paper, the authors study two regimes of monetary responses. While the fundamentals of an economy are assumed to have a long-run...
Persistent link: https://www.econbiz.de/10012648051
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Does forecasting the oil with nonlinear models produce nonlinear forecasts?
Petre, Caraiani - 2018
Persistent link: https://www.econbiz.de/10012302299
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Productivity in the Spanish regions during the recent economic cycles
Sosvilla-Rivero, Simón - 2011 - Very preliminary version, June 2011
The Spanish regions are facing a severe recession caused by the international financial crisis that has overlapped with the correction that had been recorded in the property market, which has led to a sharp drop in economic activity and a rapid destruction process employment. In these...
Persistent link: https://www.econbiz.de/10011555811
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Monitoring the pandemic : a fractional filter for the COVID-19 contact rate
Hartl, Tobias - 2021
This paper aims to provide reliable estimates for the COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model, From observable data on confirmed, recovered, and deceased cases, a noisy measurement for the contact rate can be constructed, To filter out measurement errors and...
Persistent link: https://www.econbiz.de/10013332340
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The distribution of the economic activity in European region : identification of cluster
López, Fernando A.; Angulo, Ana M.; Mur, Jésus; Artal … - 2011
Agglomeration economies play an important role in the explanation of the development and regional growth. For this reason, there exists a growing interest in the analysis of standards of co-localisation of the economic activities. This topic has been dealt with from different approaches using a...
Persistent link: https://www.econbiz.de/10011542559
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Forecasting heterogeneous regional data : the case of Spanish employment
Angulo, Ana M.; Mur, Jésus; Trívez, Javier - 2013
Forecasting regional variables provides very important information for political, institutional and economic agents. However, in the present context characterized by important decline of economies, heterogeneous data and regional interdependencies, it is even more difficult to carry out accurate...
Persistent link: https://www.econbiz.de/10011534668
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Method and program for autocorrelation distribution on influence factors
Merce, Emillian; Drăghici, Manea; Berca, Mihai; Merce, … - In: Agrarian economy and rural development : realities and …, (pp. 10-15). 2018
The authors point out that autocorrelation is an accidental statistical phenomenon. The cause of the occurrence of … collinearity is the incomplete data base and that ideally, the elimination of the occurrence of autocorrelation is achieved by … proportional distribution of autocorrelation with the proportion of simple determinations, following the next six steps, the last …
Persistent link: https://www.econbiz.de/10012055048