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“Determining the Number of Regimes in Markov-Switching VAR and VMA Models”
Cavicchioli, Maddalena - Dipartimento di Economia, Università Ca' Foscari Venezia - 2013
series include every M-state Markov switching multivariate moving average models and autoregressive models in which the … models. Data simulations and an application on foreign exchange rates complete the paper. …
Persistent link: https://www.econbiz.de/10010631765
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Investments model development with the system dynamic method
Skribans, Valerijs - Volkswirtschaftliche Fakultät, … - 2010
In the paper model of macroeconomic turnover and its possibilities for investments modelling are shown. The model consists from four blocks: in the first the theoretical model is described. In the second the model is reflected in accordance with the requirements of system dynamics method, there...
Persistent link: https://www.econbiz.de/10008753069
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Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations
Varshavsky, Alexander - In: Applied Econometrics 16 (2009) 4, pp. 116-133
Problems of using questionable innovations in data processing on examples of error correction models are discussed … and models is shown …
Persistent link: https://www.econbiz.de/10009018560
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How Large is Large? Preliminary and relative guidelines for interpreting partial correlations in economics
Doucouliagos, Hristos - Deakin University, Faculty of Business and Law, School … - 2011
correlations offer a convenient statistically based measure of the strength of an economic relationship. A key question arises in … correlations from a diverse group of economics fields. The median absolute partial correlation from these fields is 0.173, which … under Cohen’s (1988) conventional guidelines for zero order correlations is a small to moderate effect. The paper develops …
Persistent link: https://www.econbiz.de/10009143595
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On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015
Albers, Scott; Albers, Andrew - Volkswirtschaftliche Fakultät, … - 2015
.4995% per year. In Part Two of this paper we provide three postscripts including: (1) correlations / speculations on the …, and the virtually exact correlations provided herein, suggest that the dates predicted for future crises will see changes …
Persistent link: https://www.econbiz.de/10011168670
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Volatility Spillover in India, USA and Japan Investigation of Recession Effects
Sinha, Pankaj; Sinha, Gyanesh - Volkswirtschaftliche Fakultät, … - 2010
In the past decades, there has been an unprecedented increase in cross border transactions between countries in terms of goods and financial flows. This integration has been fuelled by search of lower risk investments, risk diversification, search for cost effective and more efficient factors of...
Persistent link: https://www.econbiz.de/10011108677
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Backward and forward closed solutions of multivariate ARMA models.
Ludlow-Wiechers, Jorge - Volkswirtschaftliche Fakultät, … - 2012
Some of the most widely used models in economics are based on variables not yet observed, and their specification …
Persistent link: https://www.econbiz.de/10011109044
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On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings
Albers, Scott - Volkswirtschaftliche Fakultät, … - 2014
In the physical world the “identity” of something is taken generally as a given; an apple is an apple; this apple is this apple. When dealing with planetary structure and extension into space, however, the problem of the planet’s “identity” in the surrounding cosmos is writ large. What...
Persistent link: https://www.econbiz.de/10011109196
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Modeling Voting Behavior in the Eurovision Song Contest
Dogru, Bülent - Volkswirtschaftliche Fakultät, … - 2013
We examine the determinants of voting behavior of the Eurovision Song Contest (ESC) held every year in Europe since 1956. After the televoting system was first introduced in 1998, logrolling of cultural and geographic between countries has been increased. We modeled voting behavior taking into...
Persistent link: https://www.econbiz.de/10011111712
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Do macroeconomic variables play any role in the stock market movement in Ghana?
Adam, Anokye M.; Tweneboah, George - Volkswirtschaftliche Fakultät, … - 2008
, vector error correction models (VECM). These tests examine both long-run and short-run dynamic relationships between the …
Persistent link: https://www.econbiz.de/10005789384