Results 11 to 20 of about 3,064 (215)
Acta Universitatis Lodziensis. Folia Oeconomica, 2019 This paper analyses the relationship between the domestic credit to GDP ratio and economic growth in a group of 11 countries in Central and Eastern Europe.
Wojciech Grabowski +1 more
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MODELING CYCLES IN ECONOMETRIC MODELS
Статистика и экономика, 2016 The paper describes the author’s algorithm for finding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component.
Anatoly B. Yusov, Antonina A. Kasatkina
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Simulation of econometric models [PDF]
Proceedings of the 6th conference on Winter simulation, 1973 The purposes of this tutorial are to present some fundamental properties of econometric model structures relevant to effective understanding of simulation procedures, and to describe the use of simulation software for analysis and forecasting.The fundamental concepts of model specification are developed formally to provide a logical foundation for ...
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The Econometrics of DSGE Models [PDF]
SSRN Electronic Journal, 2009 In this paper, I review the literature on the formulation and estimation of dynamic stochastic general equilibrium (DSGE) models with a special emphasis on Bayesian methods. First, I discuss the evolution of DSGE models over the last couple of decades.
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Econometrics of network models [PDF]
, 2015 In this article I provide a (selective) review of the recent econometric literature on networks. I start with a discussion of developments in the econometrics of group interactions. I subsequently provide a description of statistical and econometric models for network formation and approaches for the joint determination of networks and interactions ...
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Is Health Status a Determinant of The Economic Activity? Some Evidence From Poland
Acta Universitatis Lodziensis. Folia Oeconomica, 2017 Health condition is an important area of social life. Employees in good health work more efficiently and effectively than sick ones. It is widely accepted that health is one of the elements of human capital and a factor in determining the situation of ...
Paweł Ulman +2 more
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The classical econometric model [PDF]
, 1987 For a great many years, and certainly for as long as Cramer has held the chair of econometrics at the University of Amsterdam, the simultaneous-equation model has represented, to econometric theorists, what Kuhn, the author of a famous monograph on the Structure of Scientific Revolutions (1972) would describe as a central paradigm of their science.
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IEEE Access, 2019 The shipping market, a major component of the global economy, is characterized by high risk and volatility. The Baltic dry index is an influential indicator in the world shipping market and international trade.
Xin Zhang +2 more
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The role of transition regime models for corn prices forecasting
Revista de Economia e Sociologia Rural, 2021 : Given the relevance of corn for food and fuel industries, analysts and scholars are constantly comparing the forecasting accuracy of econometric models.
Vinícius Phillipe de Albuquerquemello +3 more
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Temperature Sensitivity and Adaptation of Cereal Yields: Empirical Evidence From Italy
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This paper investigates the evolving temperature sensitivity and climate adaptation of cereal yields in Italy from 1952 to 2023, using province‐level data for maize, common wheat, and durum wheat. Employing panel data econometric methods, we estimate yield responses to heat exposure, changes in sensitivity over time, and adaptation to climate ...
Paolo Nota +2 more
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