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Farmland versus Alternative Investments Before and After the 2008 Financial Crisis

Kuethe, Todd H.; Walsh, Nicholas; Ifft, Jennifer - In: Journal of the ASFMRA (2013)

The years following the 2008 financial crisis have been marked by general economic malaise, yet the period has been relatively prosperous for the agricultural sector. As a result, many investors have recognized the potential for farmland as an investment alternative. This study compares...

Persistent link: https://www.econbiz.de/10011167440

Financial Wealth: An Estimate of the Buildup and Destruction of Wealth 2002â€“2012

Loser, Claudio M.; Arnold, Drew - In: Global Journal of Emerging Market Economies 5 (2013) 1, pp. 31-40

This article is an updated version of the article â€œFinancial Wealth: Sustained but High Gains and a Collapse for the Ages: An Estimate of Cycles of Buildup and Destruction of Wealth 2002â€“2009â€ from the January 2010 issue of the Global Journal of Emerging Market Economies (Loser...

Persistent link: https://www.econbiz.de/10011139759

Financial crisis and real earnings management in family firms : a comparison between China and the United States

Eng, Li Li; Fang, Hanqing; Tian, Xi; Yu, Tong; Zhang, … - In: Journal of international financial markets, … 59 (2019), pp. 184-201

Persistent link: https://www.econbiz.de/10012127922

Effects of the 2008 financial crisis and COVID-19 pandemic on the dynamic relationship between the Chinese and international fossil fuel markets

Tang, Chaofeng; Aruga, Kentaka - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-11

This study examines whether the dynamic relationship between the Chinese and international fossil markets changed during the 2008 financial crisis and is changing during the COVID-19 pandemic. The impact of the crises are analyzed by including the periods affected by the crises as dummy...

Persistent link: https://www.econbiz.de/10012534536

Valid inference for a class of models where standard inference performs poorly: Including nonlinear regression, ARMA, GARCH, and unobserved components

Ma, Jun; Nelson, Charles R. - 2010

Pagan (1980)., We show that this test has nearly correct size in non-linear regression, ARMA, GARCH, and Unobserved …

Persistent link: https://www.econbiz.de/10010294011

Generalized exogenous processes in DSGE: A Bayesian approach

Meyer-Gohde, Alexander; Neuhoff, Daniel - 2015

method to jointly sample from an ARMA process of unknown order along with the associated parameters. We apply the method to …

Persistent link: https://www.econbiz.de/10011335461

Persistence, signal-noise pattern and heterogeneity in panel data: With an application to the impact of foreign direct investment on GDP

Biørn, Erik; Han, Xuehui - 2015

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is considered. The impact of variation in the memory length in signal and noise spread and in the degree of individual heterogeneity are discussed with respect to finite sample bias, using...

Persistent link: https://www.econbiz.de/10011335588

Biørn, Erik - 2014

nite-order MA processes, is considered. Three prototype models, two bivariate and one univariate ARMA, and ways of handling …

Persistent link: https://www.econbiz.de/10011335598

Dynamics of real per capita GDP

Neuhoff, Daniel - 2015

persistence estimates and the appropriate ARMA models. The results for the UK is sensitive to the time period. An analysis of the …

Persistent link: https://www.econbiz.de/10011380697

Generalized exogenous processes in DSGE: A Bayesian approach

Meyer-Gohde, Alexander; Neuhoff, Daniel - 2018

processes are governed by AR(1) processes and estimate ARMA (p,q) orders and parameters of exogenous processes. Methodologically … the unknown ARMA orders and their associated parameter spaces of varying dimensions. In estimating the technology process … results are insensitive to the choice of data filter; this contrasts with our ARMA estimates of GDP itself, which vary …

Persistent link: https://www.econbiz.de/10011902326