Results 61 to 70 of about 52,431 (278)
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Public organisations often experience a discrepancy between improvements in technical efficiency and stakeholders' perceptions of integrity and performance. This study analyses the mechanisms that may underlie this efficiency–perception discrepancy in Spanish Defence Delegations during 2020–2023.
José Solana‐Ibáñez +1 more
wiley +1 more source
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy [PDF]
This paper argues that probability forecasts convey information on the uncertainties that surround marco-economic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals ...
A Garratt +3 more
core
The Role of Business R&D in Environmental Sustainability: Evidence From the Nordic Countries
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT As environmental sustainability becomes an increasingly important concern for advanced economies, the role of business innovation in relation to environmental outcomes has attracted increasing attention. This study examines the relationship between business enterprise research and development (BERD) and environmental sustainability in the ...
Abdullah Emre Caglar +2 more
wiley +1 more source
Pricing-to-market of Brazilian exports: a case of vehicle currency invoicing [PDF]
EconomiAPurpose – Brazil uses the dollar as a vehicle currency to invoice its exports. This fact produces a tendency toward equalizing the prices of products in dollars in the international market and reducing the ability of firms to practice pricing-to-market ...
Sérgio Kannebley Júnior +2 more
doaj +1 more source
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration [PDF]
This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time dimension of the panel is finite, and the cross-sectional dimension is large.
Binder, M., Hsaio, C., Pesaran, M.H.
core
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Learning, structural instability and present value calculations [PDF]
Present value calculations require predictions of cash flows both at near and distant future points in time. Such predictions are generally surrounded by considerable uncertainty and may critically depend on assumptions about parameter values as well as ...
Allan Timmermann +2 more
core
Forecasting House Prices: The Role of Market Interconnectedness
Journal of Forecasting, EarlyView.ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach [PDF]
In this paper we examine long-run house price convergence across US states using a novel econometric approach advocated by Pesaran (2007) and Pesaran et al. (2009).
Jesús Otero +2 more
core
Term Spread Volatility as a Leading Indicator of Economic Activity
Journal of Forecasting, EarlyView.ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis +3 more
wiley +1 more source