Results 11 to 20 of about 17,098 (268)

Econometric Models of Fertility [PDF]

open access: yesSSRN Electronic Journal, 2020
This paper reviews some key contributions to econometric analysis of human fertility in the last 20 years, with special focus on discussion of prevailing econometric modeling strategies. We focus on the literature that highlights the role of the key drivers of the birth outcomes, including age at entry into motherhood, the number of children, and the ...
Miranda, Alfonso, Trivedi, Pravin K.
openaire   +3 more sources

Monte Carlo Analysis of Forecast Error Variance Decompositions under Alternative Model Identification Schemes

open access: yesActa Universitatis Lodziensis. Folia Oeconomica, 2018
The goal of the paper is to investigate the estimation precision of forecast error variance decomposition (FEVD) based on stable structural vector autoregressive models identified using short‑run and long‑run restrictions.
Anna Staszewska-Bystrova
doaj   +1 more source

Verification of “Too Much Finance” Hypothesis in Central and Eastern European Countries – Empirical Research

open access: yesActa Universitatis Lodziensis. Folia Oeconomica, 2019
This paper analyses the relationship between the domestic credit to GDP ratio and economic growth in a group of 11 countries in Central and Eastern Europe.
Wojciech Grabowski   +1 more
doaj   +1 more source

Econometric Asset Pricing Modelling [PDF]

open access: yesSSRN Electronic Journal, 2008
Econometric Asset Pricing Modelling The purpose of this paper is to propose a general econometric approach to asset pricing modelling based on three main ingredients : (i) the historical discrete-time dynamics of the factor representing the information, (ii) the Stochastic Discount Factor (SDF), and (iii) the discrete-time risk-neutral (R.N.) factor ...
H. Bertholon, A. Monfort, F. Pegoraro
openaire   +4 more sources

Breakpoint Analysis for the COVID-19 Pandemic and Its Effect on the Stock Markets

open access: yesEntropy, 2021
In this research, statistical models are formulated to study the effect of the health crisis arising from COVID-19 in global markets. Breakpoints in the price series of stock indexes are considered.
Karime Chahuán-Jiménez   +3 more
doaj   +1 more source

MODELING CYCLES IN ECONOMETRIC MODELS

open access: yesСтатистика и экономика, 2016
The paper describes the author’s algorithm for finding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component.
Anatoly B. Yusov, Antonina A. Kasatkina
doaj   +1 more source

Modelling of travel behaviour of students using artificial intelligence [PDF]

open access: yesArchives of Transport, 2019
Travel demand models are required by transportation planners to predict the travel behaviour of people with different socio-economic characteristics. Travel behaviour of students act as an essential component of travel demand modelling. This behaviour is
Anu P. Alex   +2 more
doaj   +1 more source

Factors Driving Duration to Cross-Selling in Non-Life Insurance: New Empirical Evidence from Switzerland

open access: yesRisks, 2022
Customer relationship management and marketing analytics have become critical for non-life insurers operating in highly competitive markets. As it is easier to develop an existing customer than to acquire a new one, cross-selling and retention are key ...
Yves Staudt, Joël Wagner
doaj   +1 more source

Econometric Assessment of the Number of Youth as a Factor of the Development of Small Business in Regions [PDF]

open access: yesЭкономика региона, 2019
The article describes the results of the study of the certain factors influencing the development of small business in the Russian regions. We focused on assessing the influence of the demographic factor, namely the number of youth.
Svetlana Victorovna Doroshenko   +1 more
doaj   +1 more source

The Value of Farmland and Its Determinants—The Current State of the Art

open access: yesLand, 2022
This article aims to perform a literature review on the topic of farmland valuation, covering the determinants of farmland value and the models that are used to price land.
Vasco Capela Tavares   +2 more
doaj   +1 more source

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