Results 241 to 250 of about 291,412 (338)
International Studies of Economics, EarlyView.ABSTRACT Communication with the market to guide public expectations has become a pivotal monetary policy instrument for central banks worldwide. Therefore, assessing the efficacy of communication in influencing personal expectations is essential for central banks.
Yuying Jin, Sunyao Xia
wiley +1 more source
A comparison of estimation methods for vector autoregressive moving-average models
, 2012 Christian Kascha
openalex +2 more sources
The Efficiency of Green Development Between Eastern and Western Regions of China
International Studies of Economics, EarlyView.ABSTRACT The Super‐SBM model was utilized to assess and quantify the effectiveness of green development (EGD) in China's eastern and western regions from 2004 to 2020. Building upon this, the kernel density estimation method, the Dagum Gini coefficient method, and the spatial panel convergence model were employed to investigate the dynamic changes ...
Xingming Fang +4 more
wiley +1 more source
Assessing Expected Shortfall in Risk Analysis Through Generalized Autoregressive Conditional Heteroskedasticity Modeling and the Application of the Gumbel Distribution [PDF]
Bingjie Wang +3 more
openalex +1 more source
Can National ESG Inhibit the Impact of Extreme Climate on Global Financial Risks?
International Studies of Economics, EarlyView.ABSTRACT This study investigates the impact of extreme climate events on global systemic financial risk, utilizing a dataset of 32 representative economies from 2004 to 2019. By constructing a Climate Risk Index and a systemic financial risk index (RISK), our findings reveal that extreme climate change significantly exacerbates global systemic ...
Haonan Wang +3 more
wiley +1 more source
Variable selection for quantile autoregressive model: Bayesian methods versus classical methods. [PDF]
J Appl StatPeng B, Yang K, Dong X.
europepmc +1 more source
σ-GPTs: A New Approach to Autoregressive Models [PDF]
Arnaud Pannatier +2 more
openalex +1 more source
Forecasting Natural Gas Prices in Real Time
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister +3 more
wiley +1 more source