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Modeling inflation rate factors on present consumption price index in Ethiopia : threshold autoregressive models approach
Abebe, Alebachew; Temesgen, Aboma; Kebede, Belete - In: Future Business Journal 9 (2023), pp. 1-12
Background Inflation is the industrious and non-stop ascent in the overall prices of any given commodity in an economy. During the global food crisis, Ethiopia experienced an unprecedented increase in inflation ranked the highest in Africa. It is among the most macroeconomic variable described...
Persistent link: https://www.econbiz.de/10014381931
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Forecasting lending interest rate and deposit interest rate of bangladesh using the autoregressive integrated moving average model
Jilhajj, Khondokar - In: International journal of economics and financial issues … 13 (2023) 3, pp. 169-177
Persistent link: https://www.econbiz.de/10014288663
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Relationships among return and liquidity of cryptocurrencies
Zhang, Mianmian; Zhu, Bing; Li, Ziyuan; Jin, Siyuan; … - In: Financial innovation : FIN 10 (2024), pp. 1-30
The cryptocurrency market is a complex and rapidly evolving fnancial landscape in which understanding the inter- and intra-asset dependencies among key fnancial variables, such as return and liquidity, is crucial. In this study, we analyze daily return and liquidity data for six major...
Persistent link: https://www.econbiz.de/10014529822
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The predictive ability of accounting operating cash flows: a moving window spectral analysis
Ridley, Dennis; Gist, Willie; Duke, Dennis; Flagg, James C. - In: American Journal of Finance and Accounting 1 (2008) 2, pp. 167-193
In this paper, evidence is provided on the predictive ability of quarterly operating Cash Flows (CFs). The inability of creditors and investors to anticipate future CFs based on historical CFs, with any degree of accuracy, may suggest that historical forecasting models are underspecified....
Persistent link: https://www.econbiz.de/10008539448
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Estimation, Analysis and Projection of India’s GDP
Daga, Ugam Raj; Das, Rituparna; Maheshwari, Bhishma - Volkswirtschaftliche Fakultät, … - 2004
advantage tells that free trade can increase the GDP of the trading countries. GDP of India is found to be a stationary process …
Persistent link: https://www.econbiz.de/10008533253
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Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
DUFOUR, Jean-Marie; TAREK, Jouini - Département de Sciences Économiques, Université de … - 2005
stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions …
Persistent link: https://www.econbiz.de/10005133208
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Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Dufour, Jean-Marie; Jouini, Tarek - Centre Interuniversitaire de Recherche en Analyse des … - 2005
stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions …
Persistent link: https://www.econbiz.de/10005100706
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Financial laws with algebraic automata theory
Rambaud, Salvador Cruz - In: Estudios de Economía Aplicada 6 (1996) Diciembre, pp. 65-102
law impose a group structure to the monoid of automaton and there are obtained, in natural way, the concepts of stationary …, stationary of order n and dynamic financial laws, proving two algebraic characterization of the first. Finally, it is introduced … the concept of a-stationary financial law and its applications. En este artículo se demuestra que el conepto de ley …
Persistent link: https://www.econbiz.de/10005737059
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The predictive ability of accounting operating cash flows: a moving window spectral analysis
Ridley, Dennis; Gist, Willie; Duke, Dennis; Flagg, James C. - In: American Journal of Finance and Accounting 1 (2008) 2, pp. 167-193
In this paper, evidence is provided on the predictive ability of quarterly operating Cash Flows (CFs). The inability of creditors and investors to anticipate future CFs based on historical CFs, with any degree of accuracy, may suggest that historical forecasting models are underspecified....
Persistent link: https://www.econbiz.de/10005751908
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Assessing the error in bootstrap estimates with dependent data
Mahmoud, Mohamed; Mokhlis, Nahed; Ibrahim, Sahar - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 2, pp. 471-486
Persistent link: https://www.econbiz.de/10005613277