Results 181 to 190 of about 72,436 (339)
Noncausal AR‐ARCH Model and Its Applications to Financial Time Series
International Journal of Finance &Economics, EarlyView.ABSTRACT We extend the noncausal autoregressive models by introducing noncausality into the variance component, allowing the volatility to depend on future prices as well. We refer to this model as the noncausal AR‐ARCH model, and it enables us to account for shocks arising from market agents who possess more information and engage in forward‐looking ...
Yaosong Zhan +3 more
wiley +1 more source
Forecasting of Milk Production in Northern Thailand Using Seasonal Autoregressive Integrated Moving Average, Error Trend Seasonality, and Hybrid Models. [PDF]
Front Vet Sci, 2021 Punyapornwithaya V +3 more
europepmc +1 more source
Pemodelan Multivariate Time Series dengan Vector Autoregressive Integrated Moving Average (VARIMA)
, 2022 Azalia Az-Zahra Nugroho
openalex +2 more sources
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the relationship between economic policy uncertainty, risk aversion, and investors' attention for 15 equity indices across Asia, Europe, and North America. Our empirical results indicate that both risk aversion and economic uncertainty significantly increase the Google Search Volume across all equity indices.
Stephanos Papadamou +2 more
wiley +1 more source
Predicting Diabetes and Estimating Its Economic Burden in China Using Autoregressive Integrated Moving Average Model. [PDF]
Int J Public Health, 2021 Zhu D, Zhou D, Li N, Han B.
europepmc +1 more source
Forecasting Inflation in Developing Nations: The Case of Pakistan [PDF]
This study attempts to outline the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Pakistan’s inflation. A framework for ARIMA forecasting is drawn up. On the basis of
Feridun, Mete
core +1 more source
Expectations and Speculation in the US Natural Gas Market
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper aims to assess the role of expectations as a determinant of the real price of natural gas in the US. Three specifications of a structural VAR (SVAR) model are estimated to identify an expectations‐driven speculative demand shock. The first includes natural gas inventories, consistently with the theory of storage; the second the risk‐
Christina Anderl +1 more
wiley +1 more source
Inflation Analysis: An Overview [PDF]
The purpose of this article is to describe how inflation analysis and forecasting has been carried out in the Bank, with particular emphasis on recent research and the new challenges facing the Bank following the launch of the euro on 1 January 1999 ...
Kenny, Geoff +2 more
core
International Journal of Finance &Economics, EarlyView.ABSTRACT We use foreign trade data on both imports and exports of goods and services among a group of 15 advanced economies to determine the incomes and price elasticities of demand for exports and imports of goods, services and goods and services combined in the long run.
Tjeerd M. Boonman +2 more
wiley +1 more source