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Forecasting the Euro exchange rate using vector error correction models
Review of World Economics, 2000Forecasting the Euro Exchange Rate Using Vector Error Correction Models. — This paper presents an exchange rate model for the Euro exchange rates of four major currencies, namely the US dollar, the British pound, the Japanese yen and the Swiss franc.
Aarle, Bas Van +2 more
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A vector error correction model of the Singapore stock market
International Review of Economics & Finance, 2000Abstract This article examines the long-term equilibrium relationships between the Singapore stock index and selected macroeconomic variables, as well as among stock indices of Singapore, Japan, and the United States. Upon testing appropriate vector error-correction models, we detected that changes in two measures of real economic activities ...
Ramin Cooper Maysami, Tiong Sim Koh
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Modeling the oil prices: analysis with the vector error correction model [PDF]
Economics Bulletin, 2011 The aim of this study is to identify the factors which influence the dynamic of oil prices. Analysis by co-integration enables us to grasp the dynamic aspect of the analysis by making a distinction between a short-term and a long-term dynamic, between variables (both physical (real) and financial) of the model that is considered as endogenous.
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On the dynamic shape of aggregated error correction models
Journal of Economic Dynamics and Control, 1988The paper investigates the conditions under which ARMAX microequations can be aggregated into macroequations (defined in terms of aggregates which are simple sums or weighted averages of the microvariables) having the same form. Three cases of increasing difficulty are treated.
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Nonlinear Error-Correction Models in the Greek Money Market
1997This paper explores the use of multilayer perceptron neural networks in modelling nonlinear error-correction mechanisms. Based on financial time series from the Greek Interbank Interest rate market, comparisons are drawn between neural network and linear error-correction models, regarding their out-of-sample forecasting ability.
Raphael N. Markellos, Costas Siriopoulos
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When the error corrects the model: vomiting
2004This work shows the phases that have lead to the individuation of a new eating disorder: the Vomiting. After a first introduction on eating disorders, according to the DSM-IV, the action research phases are presented – problem and goals definition, hypotheses definition, hypotheses application for changing, and effects evaluation –.
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Nonlinear Error-Correction Models for Interest Rates in The Netherlands [PDF]
, 1997 In this paper we investigate empirical specification of smooth transition error correction models (STECMs). These models can be used to describe linear long-run relationships between nonstationary variables where adjustment towards equilibrium is nonlinear and can depend on exogenous variables.
van Dijk, D.J.C., Franses, Ph.H.B.F.
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The Berlekamp-Massey algorithm, error-correction, keystreams and modeling
1999The areas of system theory and coding theory are more or less equally “young”, having their origins around the fifties. Throughout their history, there have been observations on the existence of connections between the two areas. One of the first of these observations was concerned with the Berlekamp-Massey algorithm, derived in [5, 22] for the purpose
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Antibody–drug conjugates: Smart chemotherapy delivery across tumor histologies
Ca-A Cancer Journal for Clinicians, 2022Paolo Tarantino +2 more
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