Results 121 to 130 of about 70,827 (296)
Forecasting House Prices: The Role of Market Interconnectedness
Journal of Forecasting, EarlyView.ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
THE ASYMMETRIC EFFECT OF EXCHANGE RATES ON TOURISM DEMAND IN SOUTH AFRICA: NON-LINEAR ARDL MODEL
ECONOMICSThis study investigates the influence of exchange rate (nominal and real effective) fluctuations on tourism demand in South Africa between 1994 and 2023.
Kapa Matome Glacious +1 more
doaj +1 more source
An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003) [PDF]
The paper investigates the impact of foreign exchange intervention in the Nigerian foreign exchange market using an Autoregressive Distributed Lag (ARDL) modeling approach.
Adebiyi, Michael Adebayo
core +1 more source
Regime‐Dependent Nowcasting of the Austrian Economy
Journal of Forecasting, EarlyView.ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley +1 more source
Corporate marginal tax rate, tax loss carryforwards and investment functions: empirical analysis using a large German panel data set [PDF]
This study is the first empirical analysis to investigate the relationship between the investment behaviour of firms resident in Germany and the empirically determined marginal tax rates developed by John R. Graham.
Ramb, Fred
core
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, EarlyView.ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
European Journal of Personality, EarlyView., 2020 Abstract Vocational interests are traditionally conceived as stable preferences for different activities. However, recent theorizing suggests their intraindividual variability. This preregistered experience sampling study examined intraindividual variation in selected vocational interests states and related situation and person factors (N = 237 ...
Lena Roemer +3 more
wiley +1 more source
Journal of Forecasting, EarlyView.ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková +4 more
wiley +1 more source
Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited [PDF]
The paper documents and illustrates state space methods that implement time series disaggregation by regression methods, with dynamics that depend on a single autoregressive parameter.
Tommaso Proietti
core
, 2014 Accurate forecasting is important for cost-effective and efficient monitoring and control of the renewable energy based power generation. Wind based power is one of the most difficult energy to predict accurately, due to the widely varying and ...
Anwar, Adnan, Mahmood, Abdun Naser
core +1 more source