Results 71 to 80 of about 27,670 (236)

Urbanization, Industrialization, and Energy Transition: An Empirical Analysis of Life Expectancy in a Developing Economy

Sustainable Development, EarlyView.
ABSTRACT Urbanization is a defining feature of contemporary development, shaping economic opportunities, social structures, and health outcomes. This study examines the influence of urbanization on life expectancy in Bangladesh, with particular attention to the role of the energy mix and industrialization.
Md. Hasanur Rahman, Syeda Sajia Afroz Rumpa, Fariha Akter Lucky, Pasquale Marcello Falcone   +3 more
wiley   +1 more source

The importance of considering regimes in long‐term asset allocation to real estate

Real Estate Economics, EarlyView.
Abstract We investigate the long‐term, regime‐dependent asset allocation of an investor's wealth in a mixed‐asset portfolio that includes publicly traded real estate. We show that augmenting standard VAR models with Markov‐switching features not only improves predictive power for asset returns but also introduces economically meaningful horizon effects
Massimo Guidolin, Mingwei (Max) Liang, Milena Petrova   +2 more
wiley   +1 more source

The effect of nearby listings on house sale prices in Sydney: A spatio‐temporal regularization approach

Real Estate Economics, EarlyView.
Abstract We estimate the price impact of very nearby concurrently listed properties in the Sydney housing market and assess their competition effects. We apply a hedonic model with spatiotemporal effects regularized via a graph Laplacian prior at the month‐by‐SA2 regional level to seven SA4 subregions of metropolitan Sydney. The model structure enables
Willem P. Sijp, Mengheng Li
wiley   +1 more source

The impact of the COVID-19 pandemic and the Russian invasion of Ukraine on Gold markets

Business, Management and Economics Engineering
Purpose – The study examines global Gold market performance and correlations between COVID-19, the Russian invasion, inflation, investors’ fear, asymmetric shocks, and the VIX (volatility index) impact on volatility.
Fisnik Morina, Valdrin Misiri, Saimir Dinaj, Simon Grima   +3 more
doaj   +1 more source

A Nonlinear ARMA-GARCH Model With Johnson $S_u$ Innovations and Its Application to Sea Clutter Modeling

IEEE Access, 2018
In this paper, a novel time series heteroskedastic model is proposed for sea clutter modeling application. In the light of characteristics of the practical clutter at low grazing angle, the original generalized autoregressive conditional ...
Yunjian Zhang, Hui Liu, Yanan Huang, Zhenmiao Deng   +3 more
doaj   +1 more source

Measuring the time‐varying market efficiency in the prewar and wartime Japanese stock market, 1924–1943

Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.
Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley   +1 more source

A note on the geometric ergodicity of a nonlinear AR–ARCH model [PDF]

This note studies the geometric ergodicity of nonlinear autoregressive models with conditionally heteroskedastic errors. A nonlinear autoregression of order p (AR(p)) with the conditional variance specified as the conventional linear autoregressive ...
Mika Meitz, Pentti Saikkonen
core  

Idiosyncratic asset return and wage risk of US households

Economic Inquiry, Volume 63, Issue 2, Page 636-657, April 2025.
Abstract This paper documents the degree of idiosyncratic asset return heterogeneity, serial correlation, and correlation with wage heterogeneity for US households. Novel panel‐data measurements for returns on household assets are proposed. Sizable transitory idiosyncratic return heterogeneity is documented to exist concurrently with permanent ...
Stephen Snudden
wiley   +1 more source

Stability of nonlinear AR-GARCH models [PDF]

This paper studies the stability of nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a nonlinear first order generalized ...
Meitz, Mika, Saikkonen, Pentti
core  

Interdependence of government expenditure among European countries: Productivity spillover and strategic interaction

Economic Inquiry, EarlyView.
Abstract We build an endogenous growth model that distinguishes productive and welfare government expenditures and embeds fiscal externalities. The model yields three testable hypotheses: (i) productive expenditure raises growth (Barro effect); (ii) productive expenditure generates cross‐country productivity spillovers; (iii) government expenditure ...
Xiaodong Chen, Haoming Mi, Peng Zhou
wiley   +1 more source