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Using an applied general equilibrium of the Swiss economy the economic consequences of an environmental tax reform are analysed. Such a reform is followed by a substantial reduction of CO2 emissions and the use of non-renewable energy (first dividend), and a reduction of involuntary...
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This study uses Genetic Programming (GP) to discover new types of volatility forecasting models for financial time series. GP is a convenient tool to explore the space of potential forecasting models and to select the more robust solutions. The application to foreign exchange financial problems...
Persistent link: https://www.econbiz.de/10012742421
We present a toolbox to compute and extract information from inhomogeneous (i. e. unequally spaced) time series.The toolbox contains a large set of operators, mapping from the space of inhomogeneous time series to itself. These operators are computationally efficient (time and memory-wise) and...
Persistent link: https://www.econbiz.de/10014168701
We present a toolbox to compute and extract information from inhomogeneous (i.e. unequally spaced) time series. The toolbox contains a large set of operators, mapping from the space of inhomogeneous time series to itself. These operators are computationally efficient (time and memory-wise) and...
Persistent link: https://www.econbiz.de/10014168866
Most financial markets produce inhomogeneous (i.e. unequally spaced) tick-by-tick data at high frequency. Recently developed time series operators can be used to directly compute statistical variables such as volatility from inhomogeneous data. This is not possible with traditional time series...
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The aim of this paper is to analyze the dynamic effect of social and political instability on output. Using a panel of up to 183 countries from 1980 to 2010, the results of the paper suggest that social conflicts have a significant and negative impact on output in the short-term with the...
Persistent link: https://www.econbiz.de/10011242339