Results 231 to 240 of about 15,457 (262)

Factor-Augmented VARMA Models With Macroeconomic Applications

Journal of Business & Economic Statistics, 2013
We study the relationship between VARMA and factor representations of a vector stochastic process. We observe that, in general, vector time series and factors cannot both follow finite-order VAR models. Instead, a VAR factor dynamics induces a VARMA process, while a VAR process entails VARMA factors.
Jean-Marie Dufour, Dalibor Stevanovic
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Macroeconomic Factors and Investment in Africa

Journal of African Economics, 2001
After more than a decade of implementing economic reform programmes aimed at improving the overall economic environment, investment in Africa is yet to show a robust improvement. This paper suggests that the standard macroeconomic policy variables, such as the exchange rate, trade policy, fiscal and monetary policies, and overall uncertainty explain ...
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Macroeconomic factors and crime rates

2023
El principal objetivo de esta tesis de es demostrar empíricamente qué factores económicos afectan a los índices de delincuencia. La metodología utilizada en esta investigación es un modelo de Panel con los índices de robos como variable dependiente.
Pons Zaragoza, Lara, Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa   +1 more
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The labor factor in macroeconomic forecasts

Studies on Russian Economic Development, 2008
The paper explores the state of the labor sphere and efficiency in the use of labor potential. It is proposed to create an integral (integrated) system of people-focused macroeconomic projection estimations allowing the formulation of economically and socially well-designed policy of economic growth with account of employment, work motivation and ...
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A macroeconomic assessment of strategic factors in professional services

Services Marketing Quarterly, 1998
ABSTRACT This paper reports on some exploratory research that relates to profitability in professional services as affected by strategic marketing/management factors. Cross-sectional results from seventeen professional service segments were analyzed using available census and association delta.
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Macroeconomic Factors and Bank Risk

2010
The interplay between banks and the macroeconomy is of key importance for financial and economic stability. We analyze this link using a Factor Augmented Vector Autoregressive Model (FAVAR) which extends a standard VAR for the U.S. macroeconomy with a set of factors summarizing conditions in the banking sector.
Prieto, Esteban, Buch, Claudia M., Eickmeier, Sandra   +2 more
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Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium

Energy Economics, 2021
Xunpeng Shi, Yifan Shen
exaly  

The macroeconomic factors

2019
Aldo Ferrer, Maria-Ines Alvarez, Nick Caistor   +2 more
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Mining development and macroeconomic spillovers in Chile

Resources Policy, 2021
Juan Pablo Medina
exaly  

Antidumping Procedures and Macroeconomic Factors

2006
This paper aims at extending some recent publications about the relationship between antidumping filings and macroeconomic factors by comparing the United States (US) and the European Union (EU), two major users of antidumping procedures. Results of our estimations confirm that the exchange rate exerts a similar influence in the two countries ...
Mustapha Sadni Jallab, René Sandretto, Monnet Gbakou   +2 more
openaire   +1 more source