Results 171 to 180 of about 168,643 (263)

Reframing the relationship between the economy and health. [PDF]

Bull World Health Organ
Sadana R, Illeri SG, Obrizan M, Huitron A, Dutt D, Duran-Fernandez R.   +5 more
europepmc   +1 more source

Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts

Journal of Applied Econometrics, EarlyView.
ABSTRACT Many forecast surveys ask their participants for fixed‐event forecasts. As fixed‐event forecasts have seasonal properties, users often employ an ad hoc approach to approximate fixed‐horizon forecasts based on these fixed‐event forecasts. We derive an optimal approximation for fixed‐horizon forecasts by minimizing the mean‐squared approximation
Malte Knüppel, Andreea L. Vladu
wiley   +1 more source

The short-term economic influence analysis of government regulation on railway freight transport in continuous time. [PDF]

PLoS One
Guo J, Guo J, Kuang T, Wang Y, Li W.
europepmc   +1 more source

Modelling Volatility Cycles: The MF2‐GARCH Model

Journal of Applied Econometrics, EarlyView.
ABSTRACT We propose a novel multiplicative factor multi‐frequency GARCH (MF2‐GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one‐component GARCH models are predictable by a moving average of past standardized forecast errors.
Christian Conrad, Robert F. Engle
wiley   +1 more source

Dynamic Mixture Vector Autoregressions With Score‐Driven Weights

Journal of Applied Econometrics, EarlyView.
ABSTRACT We propose a novel dynamic mixture vector autoregressive (VAR) model where the time‐varying mixture weights are driven by the predictive likelihood score. Intuitively, the weight of a component VAR model is increased in the subsequent period if the current observation is more likely to be drawn from this state.
Alexander Georges Gretener, Matthias Neuenkirch, Dennis Umlandt   +2 more
wiley   +1 more source

Macro-financial models of Canadian dollar interest rate swap yields. [PDF]

PLoS One
Akram T, Mamun K.
europepmc   +1 more source

Informing DSGE Models Through Dynamic Factor Models

Journal of Applied Econometrics, EarlyView.
ABSTRACT Structural dynamic factor models (SDFM) represent a reliable tool to inform the construction of dynamic stochastic general equilibrium (DSGE) models. The reason is that the log‐linear solution of a DSGE model has a factor structure which ensures consistency between the representations of the two models.
Mario Forni, Luca Gambetti, Marco Lippi, Luca Sala   +3 more
wiley   +1 more source

Microbial markets: socio-economic perspective in studying microbial communities. [PDF]

Microlife
Mostafa F, Krüger A, Nies T, Frunzke J, Schipper K, Matuszyńska A.   +5 more
europepmc   +1 more source

Combining Proxies and Narrative Sign Restrictions: Revisiting the Effects of Technology Shocks

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper proposes a novel integration of the proxy structural vector autoregression approach with narrative sign restrictions to identify multiple shocks with multiple instrumental variables. We show that this combination leads to informative inferences on shock effects through both analytical demonstrations and Monte Carlo simulations ...
Yang Yang, Ren Zhang
wiley   +1 more source

Exchange Rate Volatility and ESG Performance: An International Empirical Analysis

Journal of Corporate Accounting &Finance, EarlyView.
ABSTRACT This study examines the impact of exchange rate volatility (ERV) on environmental, social, and governance (ESG) performance using a large dataset of 15,196 firms from various countries, covering the period from 2012 to 2019. By employing a comprehensive set of statistical tests, including the system generalized method of moments (GMM ...
Hamzeh Al Amosh
wiley   +1 more source