Results 71 to 80 of about 1,108,183 (270)
Real-Time Forecasting With a Mixed-Frequency VAR
This article develops a vector autoregression (VAR) for time series which are observed at mixed frequencies—quarterly and monthly. The model is cast in state-space form and estimated with Bayesian methods under a Minnesota-style prior.
Frank Schorfheide, DongHo Song
semanticscholar +1 more source
Bulletin de l'Académie du Var [PDF]
19401940 (A108).Appartient à l’ensemble documentaire : Pam1Appartient à l’ensemble documentaire ...
Académie du Var. Auteur du texte
core
İmparator I. Basileios’un yaşamını konu edinen Vita Basilii, hagiyografik ögelere sahip bir biyografi metnidir. Basileios’un torunu VII. Konstantinos Porphyrogenitus ya da onun hazırladığı bir yazar kurulu tarafından 10.
Umut Var
doaj +1 more source
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Previous research has focused on the importance of modeling the multivariate distribution for optimal portfolio allocation and active risk management. However, existing dynamic models are not easily applied to high-dimensional problems due to the curse ...
Jin Xisong, Lehnert Thorsten
doaj +1 more source
The Impact of the European Central Bank’s Interest Rates on Investments in the Euro Area
The main objective of this paper is to examine the impact of the central bank’s interest rates on investments in the euro area. The results of the analysis indicate that in 1999-2016 the European Central Bank’s main interest rate lagged by two quarters ...
Joanna Stawska, Katarzyna Miszczyńska
doaj +1 more source
Bulletin de l'Académie du Var [PDF]
19191919 (A87).Appartient à l’ensemble documentaire : Pam1Appartient à l’ensemble documentaire ...
Académie du Var. Auteur du texte
core
Bulletin de l'Académie du Var [PDF]
19501950 (A118).Appartient à l’ensemble documentaire : Pam1Appartient à l’ensemble documentaire ...
Académie du Var. Auteur du texte
core
This study was carried out to examine the causal relationship between interest rate policy and agricultural production in a deregulated economic setting in Nigeria using time series data covering 1987 to 2011.
Oyakhilomen Oyinbo
doaj +1 more source
Bulletin de l'Académie du Var [PDF]
19941994.Appartient à l’ensemble documentaire : Pam1Appartient à l’ensemble documentaire ...
Académie du Var. Auteur du texte
core
Worst VaR Scenarios: A Remark [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +4 more sources

