Results 31 to 40 of about 1,203,449 (311)
On the Forecast Combination Puzzle
Econometrics, 2019 It is often reported in the forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods.
Wei Qian +3 more
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Monte Carlo Evaluation of the Methods Estimating Structural Change Point in Panel Data
Sakarya Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 2019 In this study, we investigate the existence ofstructural break in a panel data consisting of N time series of T unit length,and the estimation performance of Simple Mean Shift Model, Fluctuation Test,Wald Statistic Test, Kim Test which are based on ...
Selim Dağlıoğlu, Mehmet Akif Bakır
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Nonlinear Modeling of Structural Breaks Concerning Money Demand Function in Iran Using Fuzzy Approach [PDF]
پژوهشهای اقتصادی, 2014 The main purpose of this paper is to introduce a method for more accurately measurement of structural breaks’ impacts of money demand function using fuzzy set approach.
Esmaiel Abounoori, Behnam Shahryar
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The stationarity of consumption-income ratios: evidence from South American countries
Economia Aplicada, 2009 This paper analyzes the order of integration of the consumption-income ratio in 10 South American countries. To do this, the individual ADF test, its panel versions and theMinimumLMunit root test with structural break(s) were employed.
Fábio Augusto Reis Gomes +1 more
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The Effect of Gas Price Increase on Household Consumption in Semnan after the First Stage Implementation of Targeted Subsidies [PDF]
مدلسازی اقتصادسنجی, 2014 Â Government subsidies are one of the most important challenges in Iranâs economy, especially concerning the field of energy. The main objective of this paper is to examine the impact of natural gas price shocks on consumption of Semnan household Gas ...
Azadeh Mehrabian, Sajed Kashefi
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Structural Breaks, Cointegration and the Fisher Effect [PDF]
SSRN Electronic Journal, 2009 There is scant empirical support in the literature for the Fisher effect in the long run, though it is often assumed in theoretical models. We argue that a break in the cointegrating relation introduces a spurious unit root that leads to a rejection of cointegration.
Beyer, Andreas +2 more
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Sectoral electricity elasticities in South Africa: Before and after the supply crisis of 2008
South African Journal of Science, 2015 In this paper, we estimate the price elasticity of electricity for various industrial sectors of the South African economy from 2002 to 2011. The data used include sectoral electricity consumption data and electricity tariff data, both courtesy of Eskom ...
James Blignaut +2 more
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Statistical Surveillance of Structural Breaks in Credit Rating Dynamics
Entropy, 2020 The 2007–2008 financial crisis had severe consequences on the global economy and an intriguing question related to the crisis is whether structural breaks in the credit market can be detected.
Haipeng Xing, Ke Wang, Zhi Li, Ying Chen
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Inference for Structural Breaks in Spatial Models
Statistica Sinica, 2023 Summary: Testing for structural changes in spatial trends constitutes an important issue in many biomedical and geophysical applications. In this paper, a novel statistic based on a discrepancy measure over small blocks is proposed. This measure can be used not only to construct tests for structural breaks, but also to identify the change-boundaries of
Chan, Ngai Hang +2 more
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The impact of technology on regional price dispersion in the US
Technological and Economic Development of Economy, 2021 We analyze the behavior of inflation in the era of fast pace information thanks to technological advances, especially internet. Owing to readily available information, prices/inflation should quickly converge under perfect competition.
Ismail H. Genc
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