Results 71 to 80 of about 52,431 (278)
International Journal of Management Studies, 2009 This study examines the impacts of trade openness and fiscal policy on economic growth in Malaysia between 1970 and 2003 using the autoregressive distributed lag (ARDL) approach and bounds test as proposed by Pesaran et al. (2001).
Hussin Abdullah +2 more
doaj +1 more source
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach [PDF]
This paper presents an empirical analysis of the efficiency of the UK debt management authorities' (DMA) behaviour from a cost minimisation perspective over the period January 1985 to March 1995.
Coe, P., Pesaran, M.H., Vahey, S.P.
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Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
Journal of Forecasting, EarlyView.ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher +2 more
wiley +1 more source
Abrasive Properties of Three DifferentToothpastes
Frontiers in Dentistry, 2008 Objective: The main purpose of this study was to develop a simple reproducible system to compare abrasive effects of three different toothpastes. Materials and Methods: A specific mold was used to fabricate 37 samples made of po-lymethylmethacrylate ...
S. Shahabi +2 more
doaj
A long run structural macroeconometric model of the UK [PDF]
A new modelling strategy is introduced which provides a practical approach to incorporating long- run structural relationships, suggested by economic theory, in an otherwise unrestricted VAR model.
A Garratt +3 more
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Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon [PDF]
, 2008 This study investigates optimal hedge ratios in all base metal markets. Using recent hedging computation techniques, we find that 1) the short-run optimal hedging ratio is increasing in hedging horizon, 2) that the long-term horizon limit to the optimal ...
Dewally, Michael, Marriott, Luke
core +3 more sources
Journal of Forecasting, EarlyView.ABSTRACT Most studies on inflation forecasts have studied behavioral biases, informational frictions, or external shocks in isolation, without considering how these factors jointly drive deviations from rational expectations. We therefore adopt an integrated framework that simultaneously estimates the behavioral, informational, and external ...
Belen Chocobar, Peter Claeys
wiley +1 more source
Russia's energy weapon as a tool against the expansion of NATO to the East
Environment Conservation Journal, 2015 After the Soviet collapse, the US-led NATO actions, in Eastern Europe and Central Asia has led to confrontation between Russia and the West in the region.
Pesaran Ghader Iman +2 more
doaj +1 more source
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution [PDF]
This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and suggests the use of devolatized returns computed as returns standardized by realized volatilities rather than by GARCH
Bahram Pesaran, M. Hashem Pesaran
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The Impact of Financial Crises on the Informal Economy: The Turkish Case [PDF]
, 2019 Turkey has a large informal economy and has been hit by severe financial crises causing a devastating impact on its economy. The main objective of this paper is to analyse the impact of financial crises on the informal economy in Turkey.
Kahyalar, Neslihan +2 more
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