Results 151 to 160 of about 64,866 (212)

Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça, Daniel Pereira dos Anjos   +1 more
wiley   +1 more source

On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets

International Studies of Economics, EarlyView.
ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley   +1 more source

Compressive Strength of Glass Ionomers With Different Polymerization Mechanisms: A Comparative In Vitro Analysis. [PDF]

Cureus
Merino AC, Fajardo JI, Paltan CA, Albán C, Espana D.   +4 more
europepmc   +1 more source

Estimating Interaction Effects With Panel Data

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric.

, 2005
openaire   +1 more source

Semiparametric joint modeling to estimate the treatment effect on a longitudinal surrogate with application to chronic kidney disease trials. [PDF]

Biometrics
Wang X, Zhou J, Parast L, Greene T.
europepmc   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Stochastic poromechanical analysis forecasts a notable exceedance probability for the 2017 Pohang, South Korea, <i>M</i> _w 5.5 earthquake. [PDF]

Commun Earth Environ
Wu H, Vilarrasa V, Parisio F, Alcolea A, Meier P, Carrera J, Saaltink M.   +6 more
europepmc   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Statistical and reliability analysis of communication disability severity in Saudi Arabia using novel probability distribution. [PDF]

Sci Rep
Al-Essa LA, Ali Al-Shamiri MM, A Almazah MM, Hamdoon FM.   +3 more
europepmc   +1 more source