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Dmitry - EconWPA - 2005

PROBLEM SOLVING OF FORECASTING ON SHORT PERIODS IN THE CASE OF TRANSITIONAL STRUCTURE-CHANGING CHARACTER OF DEVELOPMENT …

Persistent link: https://www.econbiz.de/10005407982

Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity

Ishida, Isao; Kvedaras, Virmantas - In: Econometrics 3 (2015) 1, pp. 2-54

using these models in an out-of-sample forecasting exercise compared with the forecasts obtained based on the usual linear …

Persistent link: https://www.econbiz.de/10011123002

‘‘MOVING MEDIAN’’ A NEW METHOD OF FORECASTING

Giovanis, Eleftherios - EconWPA - 2005

For hundred years the future was occupying the persons. The ancient Greeks, the Romans, the Egyptians, the Indians, the Chinese and other great ancient cultures, but also the modern, as the English, Germans and the Americans and with the help of the development of technology and computers they...

Persistent link: https://www.econbiz.de/10005119209

Nonparametric Regression Estimation for Multivariate Null Recurrent Processes

Cai, Biqing; Tjøstheim, Dag - In: Econometrics 3 (2015) 2, pp. 265-288

This paper discusses nonparametric kernel regression with the regressor being a \(d\)-dimensional \(\beta\)-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate \(\sqrt{n(T)h^{d}}\), where \(n(T)\) is...

Persistent link: https://www.econbiz.de/10011254954

HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA

Mnatsakanyan, Hakob; Kanas, Angelos; Rafayelov, Zohrak - EconWPA - 2004

Persistent link: https://www.econbiz.de/10005407976

ON THE ROLE OF WAGES IN THE UKRAINIAN TRANSITION PROCESS : AN EMPIRICAL INVESTIGATION

Fazio, Gioacchino; Hueber, Olivier - EconWPA - 2004

cointegration test, we assert that between January 1992 and November 1995, the Ukraine was faced with a complex monetary regime in …

Persistent link: https://www.econbiz.de/10005407979

Estimating Short and Long Run Relationships: A Guide to the Applied Economist

Rao, Bhaskara - EconWPA - 2005

Many applied economists face problems in selecting an appropriate technique to estimate short and long run relationships with the time series methods. This paper reviews three alternative approaches viz., general to specific (GETS), vector autoregressions (VAR) and the vector error correction...

Persistent link: https://www.econbiz.de/10005556358

The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation

Ilmolelian, Peter - EconWPA - 2005

This is an exploratory study that attempts to identify and provide empirical evidence on the possible determinants of the market capitalisation of the Harare Stock Exchange (HSE) with the view of understanding the development prospects of the HSE and other similar markets. The study used...

Persistent link: https://www.econbiz.de/10005119105

Subsampling Cointegration Ranks in Large Systems

Pu, Chen; Chihying, Hsiao - EconWPA - 2005

In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration … distribution and nuisance parameters in testing for cointegration rank without an explicitly formulated structural model. The … cointegration rank in large scale models, where the standard procedures hits already its limit. For empirical relevant cases our …

Persistent link: https://www.econbiz.de/10005119151

Assessing Forecast Performance in a VEC Model: An Empirical Examination

Bragoudakis, Zacharias - EconWPA - 2005

This paper is an exercise in applied macroeconomic forecasting. We examine the forecasting power of a vector error … expenditure as suggested by the economic theory. We compare the estimated forecasting values of the endogenous variables to the …

Persistent link: https://www.econbiz.de/10005556281

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