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Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics

Mahoney, Daniel - 2016

Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...

Persistent link: https://www.econbiz.de/10014306581

Automatic identification of general vector error correction models

Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016

There are a number of econometrics tools to deal with the different type of situations in which cointegration can …

Persistent link: https://www.econbiz.de/10011499608

Automatic identification of general vector error correction models

Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016

There are a number of econometrics tools to deal with the different types of situations in which cointegration can …

Persistent link: https://www.econbiz.de/10011554319

The econometrics of the environmental Kuznets curve : an illustration using Australian CO2 emissions

Moosa, Imad A. - In: Applied economics 49 (2017) 49, pp. 4927-4945

Persistent link: https://www.econbiz.de/10011844839

Modelling nonlinearities in cointegration relationships

Schweikert, Karsten - 2017

Persistent link: https://www.econbiz.de/10012795244

Causal transmission in reduced-form models

Bazinas, Vassilios; Nielsen, Bent - In: Econometrics : open access journal 10 (2022) 2, pp. 1-25

We propose a method to explore the causal transmission of an intervention through two endogenous variables of interest. We refer to the intervention as a catalyst variable. The method is based on the reduced-form system formed from the conditional distribution of the two endogenous variables...

Persistent link: https://www.econbiz.de/10013355236

Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R

Kivedal, Bjørnar Karlsen - 2024

This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students …. It covers key topics in econometrics by using step-by-step examples in Gretl and R, providing a guide to using … for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in …

Persistent link: https://www.econbiz.de/10014519030

Economists, Incentives, Judgment, and Empirical Work

Colander, David C. - 2008

This paper asks the question: Why has the ?general-to-specific? cointegrated VAR approach as developed in Europe had only limited success in the US as a tool for doing empirical macroeconomics, where what might be called a ?theory comes first? approach dominates? The reason this paper highlights...

Persistent link: https://www.econbiz.de/10010295269

Monetization in Low- and Middle-Income Countries

Kinoshita, Noriaki; McLoughlin, Cameron - International Monetary Fund (IMF) - 2012

The degree of an economyâ€™s monetization, which has an important implication on economic growth, can be affected by the conduct of monetary policy, financial sector reform, and episodes of financial crises. The paper finds that monetization--measured by the ratio of broad money to nominal...

Persistent link: https://www.econbiz.de/10011142100

Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models

Aivazian, Sergey; Brodsky, Boris; Sandoyan, Edward; … - In: Applied Econometrics 30 (2013) 2, pp. 3-25

sectors of the economy, and at the 2nd stage the econometric model of the national economy is created based upon cointegration …

Persistent link: https://www.econbiz.de/10010992083