Results 11 to 20 of about 1,203,449 (311)

PARANIN YANSIZLIĞI HİPOTEZİNİN TÜRKİYE EKONOMİSİ İÇİN TESTİ

Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2020
Parasal büyüklükler ile reel ekonomik değişkenlerarasındaki etkileşim, iktisat okullarınca farklı yorumlanmaktadır. Klasik ve Neoklasikokullar paranın yansızlığını savunurken, Keynesyen, Monetarist, Yeni Klasik veYeni Keynesyen okullar ise görüş ...
Onur Oğuz
doaj   +1 more source

Learning, forecasting and structural breaks [PDF]

Journal of Applied Econometrics, 2008
AbstractWe provide a general methodology for forecasting in the presence of structural breaks induced by unpredictable changes to model parameters. Bayesian methods of learning and model comparison are used to derive a predictive density that takes into account the possibility that a break will occur before the next observation.
John M Maheu, Stephen Gordon
openaire   +3 more sources

Nonparametric inference on structural breaks [PDF]

Journal of Econometrics, 2000
This paper proposes estimators of location and size of structural breaks in a, possibly dynamic, nonparametric regression model. The structural breaks can be located at given periods of time and/or they can be explained by the values taken by some regressor, as in threshold models. No previous knowledge of the underlying regression function is required.
Delgado, Miguel A., Hidalgo, Javier
openaire   +2 more sources

Scalable structural break detection [PDF]

Applied Soft Computing, 2012
This paper deals with a statistical model fitting procedure for non-stationary time series. This procedure selects the parameters of a piecewise autoregressive model using the Minimum Description Length principle. The existing chromosome representation of the piecewise autoregressive model and its corresponding optimisation algorithm are improved ...
Elteto, Tamas, Hansen, Nikolaus, Germain-Renaud, Cecile, Bondon, Pascal   +3 more
openaire   +4 more sources

Evaluation of the Impact of the Covid-19 Pandemic on Consumer Spending in Turkey by Structural Break Analysis [PDF]

Statistika: Statistics and Economy Journal, 2023
The purpose of this study is to investigate and evaluate the impact of the global Covid-19 crisis on consumer spending tendencies in Turkey. The data of the study, which are weekly data, consists of the "Debit Card and Credit Card Expenditure" amounts of
Mehmet Marangoz, Hatice Hicret Ozkoc
doaj   +1 more source

Structure and dynamics of breaking foams [PDF]

Physical Review E, 1995
Experimental results are presented for the relaxation of a two dimensional soap foam in which wall breakage is initiated through gentle warming of the foam cell. Significantly different phenomenology from the relaxation of nonbreaking foams is observed.
Burnett, G.D., Chae, J.J., Tam, W.Y., Rita, M. C. de Almeida, Tabor, M.   +4 more
openaire   +2 more sources

Nowcasting India Economic Growth Using a Mixed-Data Sampling (MIDAS) Model (Empirical Study with Economic Policy Uncertainty–Consumer Prices Index)

Data, 2021
Economics suffers from a blurred view of the economy due to the delay in the official publication of macroeconomic variables and, essentially, of the most important variable of real GDP.
Pradeep Mishra, Khder Alakkari, Mostafa Abotaleb, Pankaj Kumar Singh, Shilpi Singh, Monika Ray, Soumitra Sankar Das, Umme Habibah Rahman, Ali J. Othman, Nazirya Alexandrovna Ibragimova, Gulfishan Firdose Ahmed, Fozia Homa, Pushpika Tiwari, Ritisha Balloo   +13 more
doaj   +1 more source

The Research on the Interactions between the Emerging and Developed Markets: From Region and Structural Break Perspectives

Mathematics, 2022
This study utilizes a bivariate BEKK-EGARCH model with the setting of a structural break to investigate whether the interactions between stock indices in emerging and developed markets are different in terms of region, emerging stock indices, and ...
Jung-Bin Su
doaj   +1 more source

Smooth Break Detection and De-Trending in Unit Root Testing

Mathematics, 2021
This study explores the methods to de-trend the smooth structural break processes while conducting the unit root tests. The two most commonly applied approaches for modelling smooth structural breaks namely the smooth transition and the Fourier functions
Furkan Emirmahmutoglu, Tolga Omay, Syed Jawad Hussain Shahzad, Safwan Mohd Nor   +3 more
doaj   +1 more source

Partial Structural Break Identification [PDF]

Oxford Bulletin of Economics and Statistics, 2017
AbstractWe propose an extension of the existing information criterion‐based structural break identification approaches. The extended approach helps identify both pure structural change (break) and partial structural change (break). A pure structural change refers to the case when breaks occur simultaneously in all parameters of regression equation ...
Han, C., Taamouti, A.
openaire   +3 more sources