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An empirical study of the development of information and communication technology in Hungary
Sasvari, Peter - 2010
As I could not find a reliable mathematical and statistical method for studying the effect of information communication technology on businesses in the literature, I proposed a new research and analysis method that I also used to study the Hungarian economic sectors. An essential question for...
Persistent link: https://www.econbiz.de/10009762629
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Structural change and income distribution : the case of Australian telecommunications
Verikios, George; Zhang, Xiao-Guang - 2014
Persistent link: https://www.econbiz.de/10010350007
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Structural change and income distribution : the case of Australian telecommunications
Verikios, George; Zhang, Xiaoguang - In: Journal of the Asia Pacific economy 21 (2016) 4, pp. 549-570
Persistent link: https://www.econbiz.de/10011546650
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Sign restrictions and statistical identification under volatility breaks : simulation based evidence and an empirical application to monetary policy analysis ; conference paper
Herwartz, Helmut; Plödt, Martin - 2014
Apart from a priori assumptions on instantaneous or long run effects of structural shocks, sign restrictions have become a prominent means for structural vector autoregressive (SVAR) analysis. Moreover, second order heterogeneity of systems of times series can be fruitfully exploited for...
Persistent link: https://www.econbiz.de/10010482469
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Simulating Fundamental Analysis of a Firm Using a VECX Model
de Medeiros, Otavio Ribeiro - 2011
stock return and price forecasts. The results show that the simulation by a VECX econometric model is robust as seen by the …
Persistent link: https://www.econbiz.de/10013129177
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Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Dubrana, Ludovic - 2012
The main goal of this paper is to better understand the behavior of credit spreads in the past and the potential risk of unexpected future credit spread changes. One important consideration to note regarding credit spreads is the fact that bond spreads contain a liquidity premium, which...
Persistent link: https://www.econbiz.de/10013105185
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BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws
Hong, Han - 2019
takes into account simulation noise under the assumption of overlapping simulation draws. We show that as long as the number … of simulation draws $R$ and the number of markets $T$ approach infinity, our estimator is $\sqrt …
Persistent link: https://www.econbiz.de/10012904247
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Regress Under Stress : A Simple Least-Squares Method for Integrating Economic Scenarios with Risk Simulations
Rosen, Dan - 2016
combines economic forecasts and “expert” views with portfolio simulation methods.Expert scenarios are typically described in … the portfolio P&L, can be estimated directly from a pre-computed simulation using Least Squares Regressions (LSR). All the … Testing (LSST). LSST is a simulation-based conditional scenario generation method that offers many advantages over more …
Persistent link: https://www.econbiz.de/10013002781
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Risk Management in Emerging Markets : Practical Methodologies and Empirical Tests
Nerouppos, Marios - 2016
historical simulation, which supplements the data in an emerging market with data from other markets. The principle behind this …
Persistent link: https://www.econbiz.de/10013004402
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Multinomial Probit : Probability Simulators and Identification
Palandri, Alessandro - 2019
The paper introduces four unbiased probability-simulators which produce continuous (simulated) log-likelihood functions with almost everywhere continuous derivatives. Identification conditions are derived which show that in the presence of intercepts in the latent utilities, then the shocks'...
Persistent link: https://www.econbiz.de/10012858456