Results 101 to 110 of about 1,639,630 (216)
Statistical Network Analysis of Macroeconomic Variables in Ghana
American Journal of Theoretical and Applied StatisticsIn the rapidly evolving economic landscape of Ghana, understanding the intricate interdependencies between macroeconomic variables is pivotal for informed policymaking and strategic economic planning. The study employed network analysis to enhance our comprehension of Ghana's macroeconomic dynamics.
Elijah Atindana +2 more
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Econometrics of testing for jumps in financial economics using bipower variation [PDF]
In this paper we provide an asymptotic distribution theory for some non-parametric tests of the hypothesis that asset prices have continuous sample paths. We study the behaviour of the tests using simulated data and see that certain versions of the tests
Neil Shephard, Ole E. Barndorff-Nielsen
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Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting [PDF]
, 2018 We develop the methodology and a detailed case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the recently introduced foundational framework of BPS to the multivariate setting,
Aastveit, Knut Are +3 more
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RELATIONSHIP BETWEEN ECONOMIC GROWTH AND HUMAN CAPITAL [PDF]
Revista Română de Statistică, 2010 Recognizing the importance of infl uence exerted by human capital oneconomic growth of a country, to base decisions regarding the need to invest in such type of capital there are conducted studies and used different models for analysis related to a ...
Mihaela Tania SANDU, Nora MIHAIL
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Gospodarka Narodowa. The Polish Journal of EconomicsThis article examines how fluctuations in macroeconomic indicators influence companies’ propensity to invest, gauged by the investment intensity index – defined as the ratio of investment expenditures to total revenue.
Adam Andrzej Zając +3 more
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Modeling macrodynamics of a Russian economic region
Russian Journal of Economics and Law, 2019 Objective: to build a model of economic dynamics of the Russian regions.Methods: economic and mathematical modeling, methods of applied statistics and econometrics, general scientific methods of analysis and synthesis.Results: the main approaches to the ...
A. N. Bereznyatskiy, B. E. Brodskiy
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Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s [PDF]
, 2003 Considerable attention has been directed in the recent finance and economics literature to issues concerning the effects on company failure risk of changes in the macroeconomic environment.
Hunter, J, Isachenkova, N
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Macroeconomic and specific banking determinants of nonperforming loans in Bosnia and Herzegovina [PDF]
Industrija, 2018 The aim of the research is to identify the macroeconomic and specific banking factors affecting the rate of nonperforming loans in the banking sector of Bosnia and Herzegovina (BiH).
Agić Zorana, Jeremić Zoran
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Commercial bank load loss recoveries [PDF]
, 2009 We present a new approach to analyse historical recovery rates on distressed bank assets. Our approach uses banks’ reported impaired assets and the corresponding specific provisions. The dynamics and drivers of this credit loss recovery proxy are studied
Grimes, Arthur, Hess, Kurt
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Equal size, equal role? : interest rate interdependence between the Euro area and the United States [PDF]
, 2003 This paper investigates whether the degree and the nature of economic and monetary policy interdependence between the United States and the euro area have changed with the advent of EMU.
Ehrmann, Michael, Fratzscher, Marcel
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