Results 21 to 30 of about 23,337 (310)
On the determinants of data breaches: A cointegration analysis [PDF]
Decisions in Economics and Finance, 2020 AbstractCyber risks and particularly data breaches constitute one of the new frontiers of risk modeling for insurers across the world. We use the cointegration methodology to uncover the relation between data breaches and Bitcoin-related variables. We perform our analyses on two different datasets of data breaches. In both cases, we provide statistical
De Giovanni D., Leccadito A., Pirra M.
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Royal Society Open Science, 2022 Electroencephalogram (EEG) is a popular tool for studying brain activity. Numerous statistical techniques exist to enhance understanding of the complex dynamics underlying the EEG recordings.
Marie Levakova +2 more
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BULGARIA'S FOREIGN TRADE AND ITS INFLUENCE ON ECONOMIC GROWTH [PDF]
Trakia Journal of Sciences, 2023 There is also a growing body of literature on the relationship between foreign trade and economic growth, but many of these studies need to include the import variable.
E. Genchev
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Determinants of Economic Growth: The Case of The United States of America
JDE (Journal of Developing Economies), 2022 The purpose of this article is to find long- and short-term determinants of U.S. economic growth over the period 1970-2016. By using cointegration analysis and vector error correction models, we compensated for many variables that were not previously ...
Sayef Bakari, Sofien Tiba
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Explaining Cointegration Analysis: Part 1 [PDF]
The Energy Journal, 2000 'Classical' econometric theory assumes that observed data come from a stationary process, where means and variances are constant over time. Graphs of economic time series, and the historical record of economic forecasting, reveal the invalidity of such an assumption.
Hendry, D, Juselius, K
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Identification of the Equilibrium Exchange Rate Pass-Through Effect in Cointegrated VAR with an Application to the Euro area [PDF]
Economic and Business Review, 2017 The exchange rate pass-through is of considerable importance for policy makers in open economies. Based on work of Johansen (2002) this paper develops the conditions for the identification of equilibrium pass-througheffect in cointegration framework.
Igor Masten
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Innovation indicators in the context of narrative economics
Journal of New Economy, 2022 The analysis of innovation systems is a demanding task, which needs to be tackled comprehensively. Their modelling provides an indication of the formal innovative performance while the narrative analysis helps to examine relevant judgments about the ...
Vyacheslav V. Volchik +2 more
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Land, 2019 Based on cointegration analysis, a vector error correction model (VECM), and the impulse response function method, this paper empirically analyses the interaction among urban expansion, economic development, and population growth in China from 1980 to ...
Yanwei Zhang, Hualin Xie
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Similarity Issues in Cointegration Analysis
Oxford Bulletin of Economics and Statistics, 2000 Usually cointegration models involve a dynamic, stochastic component as well as deterministic components. This paper identifies relevant cointegration models in terms of interpretability and similarity with respect to parameters of deterministic components.
Rahbek, Anders, Nielsen, Bent
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Cointegration Analysis with Mixed-Frequency Data [PDF]
SSRN Electronic Journal, 2007 We develop a method for directly modeling cointegrated multivariate time series that are observed in mixed frequencies. We regard lower-frequency data as regularly (or irregularly) missing and treat them with higher-frequency data by adopting a state-space model.
Byeongchan Seong +2 more
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