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Measuring persistence in volatility spillovers : conference paper
Conrad, Christian; Weber, Enzo - Wettbewerbspolitik und Regulierung in einer Globalen … - 2013
in the estimate of the initial impact of foreign volatility innovations. Applying the concept to portfolios of small and …
Persistent link: https://www.econbiz.de/10010341118
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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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What drives regional business cycles? : the role of common and spatial components
Artis, Michael J.; Dreger, Christian; Cholodilin, … - 2010
that the impact of national business cycles for the regional development has been rather stable over the past two decades …
Persistent link: https://www.econbiz.de/10012608343
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The impact of Brazilian regional development funds on regional economic growth : a spatial panel approach : 54th ERSA Congress, 26-29 August 2014 - Saint Petersburg, Russia
Cravo, Túlio; Resende, Guilherme Mendes; Carvalho, … - 2014
rates, primarily, to small-scale farmers and small industrial firms. This paper evaluates the economic impact of these … different spatial scales of municipalities and micro-regions to analyse the impact of Regional funds on GDP per capita growth … between 2004 and 2010. The results of the panel data estimations suggest that constitutional funds have some positive impact …
Persistent link: https://www.econbiz.de/10011504386
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Mapping local productivity advantages in Italy : industrial districts, cities or both?
Di Giacinto, Valter; Gomellini, Matteo; Micucci, Giacinto; … - 2011 - Preliminary draft, this version: February 2011
In this paper we compare the magnitude of local productivity advantages associated to two different spatial concentration patterns in Italy, i.e. urban areas (UA) and industrial districts (ID). UA typically display a huge concentration of population and host a wide range of economic activities,...
Persistent link: https://www.econbiz.de/10011524449
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Evaluating micro- and macro-effects of regional development policies : the case of the Northeast Regional Fund (FNE) in Brazil, 2000-2006 : 50th European Congress of the Regional S...
Resende, Guilherme Mendes - 2010
impact of the FNE industrial loans on job creation at the (micro) firm level, this impact is still too limited to have any …
Persistent link: https://www.econbiz.de/10011575516
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Spatial econometric modelling of massive datasets : the contribution of data mining
Arbia, Giuseppe; Tabasso, M. - 2013
In this paper we provide a brief overview of some of the most recent empirical research on spatial econometric models and spatial data mining. Data mining in general is the search for hidden patterns that may exist in large databases. Spatial data mining is a process to discover interesting,...
Persistent link: https://www.econbiz.de/10011532588
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Analysis of asymmetry in Slovak gasoline and diesel retail market
Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 5 (2019) 1, pp. 359-366
In this paper we examine if Slovak retail gasoline and diesel prices respond more quickly when crude oil price rises rather than when it decreases. The error correction model with irreversible behaviour of explanatory variables is considered to be basic tool for the analysis of asymmetric retail...
Persistent link: https://www.econbiz.de/10012214944
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Forecasting GDP at the regional level with many predictors
Lehmann, Robert; Wohlrabe, Klaus - 2013
In this paper, we assess the accuracy of macroeconomic forecasts at the regional level using a unique data set at quarterly frequency. We forecast gross domestic product (GDP) for two German states (Free State of Saxony and Baden-Württemberg) and Eastern Germany. We overcome the problem of a...
Persistent link: https://www.econbiz.de/10011685344
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A joint top income and wealth distribution
Steiner, Viktor; Zhu, Junyi - 2020 - Preliminary draft – 2019.05.30
Top distributions of income and wealth are still incompletely measured in many national statistics, particularly when using survey data. This paper develops the technique of incorporating the joint distributional relationship to enhance the estimation of these two top distributions. We leverage...
Persistent link: https://www.econbiz.de/10012438173