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Forecasting facing economic shifts, climate change and evolving pandemics
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Econometrics : open access journal 10 (2022) 1, pp. 1-21
By its emissions of greenhouse gases, economic activity is the source of climate change which affects pandemics that in turn can impact badly on economies. Across the three highly interacting disciplines in our title, time-series observations are measured at vastly different data frequencies:...
Persistent link: https://www.econbiz.de/10012804940
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Determinants of foreign direct investment flows to Pakistan
Hakro, Ahmed Nawaz; Ghumro, Ikhtiar Ali - In: Journal of Developing Areas 44 (2011) 2, pp. 217-242
This paper investigates the determinants of foreign direct investment (FDI) flows in dynamic econometric model on Pakistan economy data set (1970-2007). VAR, VEC, generalized impulse response functions, Granger causality, forecasting, three stage least square econometric techniques are used in...
Persistent link: https://www.econbiz.de/10011213298
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Macroeconomic indicators and CO2 emissions in the EU region
Shpak, Nestor; Ohinok, Solomiya; Kulyniak, Ihor; Sroka, … - In: Amfiteatru Economic Journal 24 (2022) 61, pp. 817-830
regression models to optimize, monitor, and forecast their macroeconomic indicators. …
Persistent link: https://www.econbiz.de/10014461876
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Macroeconomic indicators and CO2 emissions in the EU region
Shpak, Nestor; Ohinok, Solomiya; Kulyniak, Ihor; Sroka, … - In: Amfiteatru economic : an economic and business research … 24 (2022) 61, pp. 817-830
regression models to optimize, monitor, and forecast their macroeconomic indicators. …
Persistent link: https://www.econbiz.de/10013407143
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Output, Employment, and Price Effects of U.S. Narrative Tax Changes : A Factor-Augmented Vector Autoregression Approach
Alam, Masud - 2021
This paper examines the short- and long-run effects of U.S. federal personal income and corporate income tax cuts on a wide array of economic policy variables in a data-rich environment. Using a panel of U.S. macroeconomic data set, made up of 132 quarterly macroeconomic series for 1959-2018,...
Persistent link: https://www.econbiz.de/10013220900
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Digital currencies and FinTech innovation technologies for economic growth
Baltgailis, Jurijs; Simakhova, Anastasiia; Buka, Stanislav - In: Marketing i menedžment innovacij : m&mi 14 (2023) 3, pp. 202-214
Persistent link: https://www.econbiz.de/10014375994
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Fossil fuel based CO2 emissions, economic growth, and world crude oil price nexus in the United States
Shanthini, Rajaratnam - Volkswirtschaftliche Fakultät, … - 2007
and technological progress, proxied by time trend, are associated with decline in CO2 emissions in the long-run, though by …
Persistent link: https://www.econbiz.de/10008871156
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Behaviour of Johannesburg Stock Exchange all share index returns: An asymmetric GARCH and news impact effects approach
Korkpoe, Carl H.; Junior, Peterson Owusu - In: SPOUDAI - Journal of Economics and Business 68 (2018) 1, pp. 26-42
We investigated the behaviour of returns of the Johannesburg Stock Exchange All Share Index using asymmetrical exponential-GARCH(1,1) and GJR-GARCH(1,1) incorporating the market reactions to news. We noted the returns distribution is skewed and have fat-tails with respect to the normal...
Persistent link: https://www.econbiz.de/10011994283
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A three-state Markov model for predicting movements of asset returns of a Nigerian Bank
Raheem, Maruf A.; Ezepue, Patrick O. - In: CBN Journal of Applied Statistics 07 (2016) 2, pp. 77-99
We present in this paper an alternative approach to determining and predicting the fluctuations in the daily prices and stock returns of a first-generation bank in the Nigerian Stock Market (NSM). The approach uses a three-state Markov to estimate the expected duration of the asset returns in...
Persistent link: https://www.econbiz.de/10011961648
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Calculating effective degrees of freedom for forecast combinations and ensemble models
Younker, James - 2022
Forecast combinations, also known as ensemble models, routinely require practitioners to select a model from a massive … number of potential candidates. Ten explanatory variables can be grouped into 21078 forecast combinations, and the number of … possibilities increases further to 21078+21078 if we allow for forecast combinations of forecast combinations. This paper derives a …
Persistent link: https://www.econbiz.de/10014541795