Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates [PDF]
, 2002 Chris Brooks, Alistair G. Rew
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Forecasting Digital Asset Return: An Application of Machine Learning Model
International Journal of Finance &Economics, EarlyView.ABSTRACT In this study, we aim to identify the machine learning model that can overcome the limitations of traditional statistical modelling techniques in forecasting Bitcoin prices. Also, we outline the necessary conditions that make the model suitable.
Vito Ciciretti +4 more
wiley +1 more source
Globalisation, Financialisation and Endogenous Thresholds for Premature Deindustrialisation
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the pattern and determinants of premature deindustrialisation (PD) for a large panel of advanced, emerging and developing economies. We consider the impacts of international financial integration (de facto financial globalisation), capital account openness (de jure financial globalisation) and financialisation which are often ...
Seda Ekmen Özçelik +2 more
wiley +1 more source
Ocean‐Atmosphere Feedback: Using the non‐stationarity in the climate system [PDF]
, 2002 B.J. Topliss
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International Journal of Finance &Economics, EarlyView.ABSTRACT We develop a theoretical framework that extends the Bernanke and Blinder model to incorporate imperfect substitution between internal and external finance of firms to study the operation of both the bank lending and the balance sheet channels of monetary transmission in the US.
Sophocles N. Brissimis +1 more
wiley +1 more source
Provision of catch advice taking account of non-stationarity in productivity of Atlantic salmon (Salmo salar L.) in the Northwest Atlantic [PDF]
, 2004 Gérald Chaput +4 more
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On Optimal Currency Areas: Common Shocks Versus Common Persistence of Shocks
International Journal of Finance &Economics, EarlyView.ABSTRACT The Optimal Currency Area (OCA) literature has been focusing on the co‐movement of business cycle shocks as a key policy criterion. We document in a simple Barro–Gordon framework that, in addition to a high correlation of shocks, a common persistence of shocks is a relevant OCA criterion.
Louisa Grimm +2 more
wiley +1 more source
Non-Stationarity Detection in Natural Images [PDF]
, 2007 Raghu G. Raj +2 more
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A Learning Model with Memory in the Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT Learning is central to a financial agent's aspiration to gain persistent strategic advantage in asset value maximisation. The implicit mechanism that transforms this aspiration into an observed value gain is the speed of error corrections (demonstrating, an agent's speed of learning) whilst facing increased uncertainty.
Shikta Singh +6 more
wiley +1 more source
Non‐stationarity and local approaches to modelling the distributions of wildlife [PDF]
, 2007 Patrick E. Osborne +2 more
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