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SPECTRAN, a set of Matlab programs for Spectral analysis
Marczak, Martyna; Gómez, Víctor - 2012
Spectral analysis is one of the most important areas of time series econometrics. The use of spectral measures is widespread in different science fields such as economics, physics, engineering, geology. The SPECTRAN toolbox has been developed to facilitate the application of spectral concepts to...
Persistent link: https://www.econbiz.de/10010310934
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SPECTRAN, a set of Matlab programs for spectral analysis
Marczak, Martyna; Gómez, Víctor - 2012
spectral analysis ; Matlab …
Persistent link: https://www.econbiz.de/10009666521
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A Matlab program and user's guide for the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Popiel, Michał Ksawery - 2014
This manual describes the usage of the accompanying freely available Matlab program for estimation and testing in the … fractionally cointegrated vector autoregressive (FCVAR) model. This program replaces an earlier Matlab program by Nielsen and Morin … (2014), and although the present Matlab program is not compatible with the earlier one, we encourage use of the new program. …
Persistent link: https://www.econbiz.de/10011380827
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A Matlab program and user's guide for the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Popiel, Michal Ksawery - 2014
This manual describes the usage of the accompanying freely available Matlab program for estimation and testing in the … fractionally cointegrated vector autoregressive (FCVAR) model. This program replaces an earlier Matlab program by Nielsen and Morin … (2014), and although the present Matlab program is not compatible with the earlier one, we encourage use of the new program. …
Persistent link: https://www.econbiz.de/10010418272
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FCVARmodel.m: A Matlab software package for estimation and testing in the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Morin, Lealand - Economics Department, Queen's University - 2014
This manual describes the usage of the accompanying freely available software package for estimation and testing in the fractionally cointegrated vector autoregressive (VAR) model.
Persistent link: https://www.econbiz.de/10009277001
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A Matlab program and user's guide for the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; MichaÅ‚ Ksawery Popiel - Economics Department, Queen's University - 2014
This manual describes the usage of the accompanying freely available Matlab program for estimation and testing in the … fractionally cointegrated vector autoregressive (FCVAR) model. This program replaces an earlier Matlab program by Nielsen and Morin … (2014), and although the present Matlab program is not compatible with the earlier one, we encourage use of the new program. …
Persistent link: https://www.econbiz.de/10011147857
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Global Finance Liquidity Risk Revisited : Development of a Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant...
Malhotra, Yogesh - 2022
GLOBAL FINANCE LIQUIDITY RISK REVISITED: Development of A Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and US Head of Portfolio Construction Teams:Presentations To: JP Morgan Global Head of Quant...
Persistent link: https://www.econbiz.de/10013403261
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Global Finance Liquidity Risk Revisited : JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset Classes
Malhotra, Yogesh - 2022
GLOBAL FINANCE LIQUIDITY RISK REVISITED: JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset ClassesPresentations atJP Morgan World HQ, 270 Park Ave, Manhattan, NY, USAToJP Morgan Global Head of Quant Research & Analytics, JP...
Persistent link: https://www.econbiz.de/10013405318
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Roaring Food Prices in India
Mukherjee, Soumyatanu - Volkswirtschaftliche Fakultät, … - 2011
In this paper, we try to analyze the possible reasons behind food price hike. The motivation of doing this project is to see the probable reasons, which impact “common people” of India to the utmost extent. We concentrate mainly on the supply side, distribution aspects and the demand side....
Persistent link: https://www.econbiz.de/10009322882
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On whether foreign direct investment catalyzes economic development in Nigeria.
OKPARA, GODWIN CHIGOZIE - Volkswirtschaftliche Fakultät, … - 2012
This paper investigated the impact of Foreign Direct Investment on some selected macro-economic variables such as real GDP, gross fixed capital formation and unemployment. Data for the variables were sourced from the Central Bank of Nigeria’s Statistical Bulletin. For the assessment of this...
Persistent link: https://www.econbiz.de/10009647379