Results 21 to 30 of about 381,489 (301)

MACRO FACTORS IN THE RETURNS ON CRYPTOCURRENCIES

Applied Finance Letters, 2023
This study investigates the relationship between expected returns on cryptocurrencies and macroeconomic fundamentals. Investors employ a lot of macroeconomic indicators for their investment decision, and hence adopting a few macroeconomic indicators is ...
Kei Nakagawa, Ryuta Sakemoto
doaj   +1 more source

Reformulation empirical macroeconomic modelling

Oxford Review of Economic Policy, 2000
The policy implications of estimated macro-econometric systems depend on the formulations of their equations, the methodology of empirical model selection and evaluation, the techniques of policy analysis, and their forecast performance. Drawing on recent results in the theory of forecasting, we question the role of 'rational expectations'; criticize a
Hendry, D., Mizon, G.
openaire   +2 more sources

Porównanie deflatorów wartości dodanej brutto w regionalnym modelu HERMIN dla województwa dolnośląskiego

Barometr Regionalny, 2010
Artykuł przedstawia analizę porównawczą metod prognozowania deflatorów wartości dodanej brutto (WDB) w poszczególnych sektorach gospodarczych stosowanych w regionalnym modelu HERMIN dla woj. dolnośląskiego i sugerowanych ich ulepszeń.
Zbigniew Mogiła, Janusz Zaleski, Marek Zembaty   +2 more
doaj   +1 more source

Resilient Control for Macroeconomic Models

Computational Economics, 2022
This paper derives a macroeconomic resilient control framework that provides the optimal feedback fiscal and monetary policy responses in response to a potentially large negative external incident. We simulate the model for the U.S. under the conditions that prevailed throughout the 2020 economic crisis that occurred due to the government lockdown that
Hudgins, David, Crowley, Patrick M.
openaire   +2 more sources

Evolution Scenarios at the Romanian Economy Level, Using the R.M. Solow Adjusted Model [PDF]

Theoretical and Applied Economics, 2008
Besides the models of M. Keynes, R.F. Harrod, E. Domar, D. Romer, Ramsey-Cass-Koopmans model etc., the R.M. Solow model is part of the category which characterizes the economic growth. The paper proposes the presentation of the R.M.
Stelian Stancu, Ion Gh. Rosca
doaj   +1 more source

MACROECONOMIC MODELS

International scientific journal "Internauka", 2018
With the transition to a system of secondary monetary standards, monetary policy turns into one of the main levers of government influence on the economy. At the macroeconomic level, there is a certain causal relationship between the amount of nominal money and the value of the gross domestic product (GDP) produced.
openaire   +1 more source

FINANCIAL POTENTIAL FOR EXPANDING THE OPPORTUNITIES OF A SMALL ENTERPRISE UNDER THE CONDITIONS OF SUSTAINABLE DEVELOPMENT

Фінансово-кредитна діяльність: проблеми теорії та практики
This study focuses on the development of a macroeconomic model for assessing the financial potential of small enterprises, in particular in the context of their impact on value added.
Віталій Ніценко, Алла Іващенко , Віталій Радько , Валентина Середа , Олена Кузьменко , Іван Дімов   +5 more
doaj   +1 more source

The Impact of Macroeconomic News on Chinese Futures

International Journal of Financial Studies, 2019
Inspired by the GARCH-MIDAS model, we revisit the relationship between Chinese futures and macroeconomic factors. We introduce the level of the macroeconomic variables into the GARCH-MIDAS model in order to test the impact of the macroeconomic level on ...
Ruobing Liu, Jianhui Yang, Chuan-Yang Ruan   +2 more
doaj   +1 more source

Livestock Tango: U.S. and Latin America Dance Together, but Who Will Lead?

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study examines the competitiveness between Latin American and U.S. livestock and meat sectors. We employ a computable general equilibrium modeling framework to evaluate two scenarios: coordinated improvements in Latin American productivity, transport efficiency, and market access (Scenario I), and the minimum productivity gains required ...
Taís C. Menezes, Amanda M. Countryman, Dustin L. Pendell   +2 more
wiley   +1 more source

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

Agribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source