Results 91 to 100 of about 2,588 (267)

Estimating Interaction Effects With Panel Data

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks

Journal of Applied Econometrics, EarlyView.
ABSTRACT We revisit maximum likelihood estimation (MLE) for macroeconomic density forecasting through a novel neural network architecture with dedicated mean and variance hemispheres. Our architecture features several key ingredients making MLE work in this context.
Philippe Goulet Coulombe, Mikael Frenette, Karin Klieber   +2 more
wiley   +1 more source

Examination of Dynamic Correlation between Major Assets in Iran by DCC-GARCH Approach [PDF]

پژوهشهای اقتصادی, 2015
This study investigates the time-varying correlations among oil and coin prices, and exchange rate in Iran. Since investment is a key factor in economic growth and development, so the necessary funds should be provided and directed towards manufacturing ...
Shadi Amiri, masoud homayounifar, Mostafa karimzadeh, Mohammad Ali Falahi   +3 more
doaj  

Conditional Heteroskedasticity of Return Range Processes

, 2015
Price range contains important information about the asset volatility, and has long been considered an important indicator for it. In this paper, we propose to jointly model the [low, high] price range as a random interval and introduce an interval-valued GARCH (Int-GARCH) model for the corresponding [low, high] return range process.
Sun, Yan, Loveland, Jennifer, Blackhurst, Isaac   +2 more
openaire   +2 more sources

Last‐minute coordination: Adapting to demand to support last‐mile operations

Journal of Operations Management, Volume 71, Issue 2, Page 176-194, March 2025.
Abstract In the highly competitive e‐commerce industry, customer‐facing warehouses are crucial as the “order penetration points” for e‐commerce last‐mile operations. This research examines how warehouses use last‐minute coordination, an unstructured mechanism, to ensure sufficient inventory at the order penetration points. Previous research has focused
Kedong Chen, Hung‐Chung Su, Kevin Linderman, William Li   +3 more
wiley   +1 more source

Ch‐Ch‐Ch‐Ch‐Changes: The Impact of Supply Base Growth, Contraction, and Turnover on Firm Innovation

Journal of Operations Management, EarlyView.
ABSTRACT Modern supply chains are experiencing more disturbances due to regulatory shifts, rising sustainability standards, emerging or declining markets, and disruption to critical inputs. Some firms react by strengthening existing supplier partnerships to resist changes, while others reconfigure relationships with suppliers to embrace changes ...
Jordan M. Barker, Ellie C. Falcone, Yang Sophie Yang‐Sun, Tingting Yan   +3 more
wiley   +1 more source

Analyzing Rupiah-USD Exchange Rate Dynamics: A Study with ARCH and GARCH Models

JOIV: International Journal on Informatics Visualization
The study aims to analyze the volatility of the Rupiah-USD exchange rate and predict future fluctuations using the Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models.
Ansari Saleh Ahmar, Salim Al Idrus, - Asmar   +2 more
doaj   +1 more source

Rethinking Gender Representation in Policing: Experimental Insights on Citizen Trust and Cooperation in South Korea

Public Administration and Development, EarlyView.
ABSTRACT This study extends the literature on symbolic representation by examining how increased female representation affects citizens' attitudes in policy areas that are not typically salient to women. A survey experiment with South Korean citizens tested whether a greater presence of female police leaders overseeing patrol programs affects public ...
Sunyoung Pyo
wiley   +1 more source

Higher-order moment risk spillovers between the carbon and energy markets under climate policy uncertainty

Journal of Management Science and Engineering
Against the backdrop of increasing climate policy uncertainty, preventing cross-market risk contagion in the energy transition is crucial to ensuring energy security and effective risk management.
Zhenhua Liu, Jialong Fu, Xinyang Zhang, Qiang Ji   +3 more
doaj   +1 more source

DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY [PDF]

Annals of the University of Oradea: Economic Science, 2009
In the present study we develop and implement a short term exchange rate forecasting methodology using dynamic confidence intervals based on GARCH processes and we analyze whether this methodology can be used to model a regime switch in the volatility ...
Radu Alina-Nicoleta, Necula Ciprian
doaj