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Confronting model misspecification in macroeconomics [PDF]

open access: yesJournal of Econometrics, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daniel F. Waggoner, Tao Zha
openaire   +4 more sources

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

open access: yesAgribusiness, 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

Effectiveness of the Inflation-Targeting Framework in the Egyptian Economy

open access: yesEconomies
The primary goal of the present study was to assess the efficacy of the inflation-targeting framework (ITF) within the Egyptian economy. This was achieved by scrutinizing the monetary policy framework (MPF) from 2005 to 2022 and measuring its ...
Omar Mahmoud Al-Amary
doaj   +1 more source

How important are general equilibrium models for small open economies – a case of Croatia

open access: yesTechnological and Economic Development of Economy, 2013
This paper develops a general equilibrium model for the Republic of Croatia to evaluate CGE model use in macroeconomic management and forecasting. Since Croatia is a small open country subject to large external shock and growth constraints efficient ...
Marinko Škare, Saša Stjepanović
doaj   +1 more source

Disentangling the relationships between denomination of origin regulatory councils activities and Spanish wineries' export performance

open access: yesAgribusiness, EarlyView.
Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin   +1 more
wiley   +1 more source

A comprehensive modeling framework for coupled electricity and carbon markets

open access: yesEnergy Conversion and Economics
The carbon market plays a critical role in promoting the transition toward renewable energy sources and reducing greenhouse gas emissions in the electricity generation and transmission.
Wenxuan Liu   +5 more
doaj   +1 more source

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

open access: yesAgribusiness, EarlyView.
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley   +1 more source

How Competitive Is Myanmar's Rice Sector? A Comparison of Production Costs and Efficiency

open access: yesAgribusiness, EarlyView.
ABSTRACT This paper analyzes the cost competitiveness of rice production in Myanmar by examining production costs, cost efficiency, and the potential effect of improving cost efficiency on the country's global competitiveness. To achieve this, we conduct a comparative analysis of production costs among major rice‐producing countries and estimate the ...
Nandar Aye Chan   +3 more
wiley   +1 more source

Impact of macroeconomic indicators on public debt of Slovak Republic

open access: yesJournal of Business Economics and Management, 2019
The paper focuses on impact of macroeconomic indicators on the development of public debt in Slovakia. The aim of the paper was to identify those macroeconomic indicators which influence the most significantly public debt in Slovakia and to elaborate and
Miroslava Knapková   +2 more
doaj   +1 more source

Prediction Using Several Macroeconomic Models [PDF]

open access: yesThe Review of Economics and Statistics, 2013
Prediction of macroeconomic aggregates is one of the primary functions of macroeconometric models, including dynamic factor models, dynamic stochastic general equilibrium models, and vector autoregressions. This study establishes methods that improve the predictions of these models, using a representative model from each class and a canonical 7 ...
Amisano, Gianni, Geweke, John
openaire   +2 more sources

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