Results 131 to 140 of about 303,645 (305)
Canadian Journal of Statistics, EarlyView.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
The macroeconomic implication of exchange rate regimes [PDF]
This study investigates the relation between macroeconomic variables such as real GDP growth, inflation, unemployment rate, trade deficit and the exchange regimes.
Cane, Koteski +2 more
core +1 more source
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Causality and cointegration analysis between macroeconomic variables and the Bovespa. [PDF]
PLoS One, 2014 da Silva FM, Coronel DA, Vieira KM.
europepmc +1 more source
Comprehensive macro-model for the U.S. economy [PDF]
We present a comprehensive macroeconomic model for the U.S. There exist strict long-term relations between real GDP, price inflation, labor force participation, productivity, and unemployment.
Dolinskaya, Svetlana +2 more
core +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Motivated by the growing attention and concerns surrounding climate change and the potential role of institutional investors' ownership concentration (OC) in reducing corporations' greenhouse gas (GHG) emissions, this article explores the relationship between various forms of institutional ownership and firms' GHG emission intensity. To do so,
Daniele Giordino +3 more
wiley +1 more source
CENTRAL BANK INDEPENDENCE AND MACROECONOMIC PERFORMANCES - AN EMPIRICAL APPROACH [PDF]
The empirical evidence upon the macroeconomic performances of the independent central banks do not always have been successfully. In some cases, the consistency of the indices based on the interpretation of central banks statues used for measuring the ...
Coroiu Sorina, Dumiter Florin Cornel
core
Charting Resource Efficiency Practices Across European Firms: A Multilevel Analysis
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT The circular economy (CE) is a key sustainability paradigm, prompting European Union (EU) organizations and policymakers to move beyond linear production and consumption models. The study aimed to assess the implementation patterns of nine CE activities among EU companies and to explore how the implementation of these CE activities relates to ...
Sofia Gomes +2 more
wiley +1 more source
Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches [PDF]
Innovations state space time series models that encapsulate the exponential smoothing methodology have been shown to be an accurate forecasting tool. These models for the first time are applied to Australian macroeconomic data.
de Silva, Ashton J
core +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Environmental accountability has become a global priority, with governments implementing policies like the Kyoto Protocol and the Paris Agreement. However, many firms continue to operate outside environmentally ethical standards, facing potential regulatory, financial, and reputational risks.
Ones Amri +3 more
wiley +1 more source