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O presente texto serviu como base para a apresentação da lição de síntese do autor, efectuada muito recentemente. Agradecem-se os comentários e as sugestões de Paulo M. M. Rodrigues. Naturalmente, comentários e sugestões adicionais serão muito bem vindos. O principal objectivo deste...
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To investigate time heterogeneity in the e¤ects of fiscal policy in the U.S., we use a non-recursive, Blanchard and Perotti-like structural VAR with time-varying parameters, estimated through Bayesian simulation over the 1965:2-2009:2 period. Our evidence suggests that fiscal policy has lost...
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This study introduces a new distance measure for clustering financial time series based on variance ratio test statistics. The proposed metric attempts to assess the level of interdependence of time series from the point of view of return predictability. Simulation results show that this metric...
Persistent link: https://www.econbiz.de/10008490709
This paper uses structural equation modeling to examine the linkages between financial performance, sporting performance and stock market performance for English football clubs over the period from 1995 to 2007. The results indicate that there is a strong correlation between financial and...
Persistent link: https://www.econbiz.de/10008491341
This study explores the interconnection between human factors and social factors and analyses the relations influenced by the specific activity and age of firms. A statistical approach is implemented which applies factor analysis techniques, based on a sample of small and medium sized firms from...
Persistent link: https://www.econbiz.de/10008491342