A Markov-switching vector equilibrium correction model of the UK labour market [PDF]
There is a wide literature on the dynamic adjustment of employment and its relationship with the business cycle. Our aim is to propose a statistical model that offers a congruent representation of post-war UK labour market.
Krolzig, Hans-Martin +2 more
core
Development of a Vaginal Extracellular Matrix Hydrogel for Combating Genitourinary Syndrome of Menopause. [PDF]
Adv MaterZelus EI +6 more
europepmc +1 more source
Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence [PDF]
This paper examines the recent interactive relationships between crude oil prices and stock performances of alternative energy companies. Oil prices and stock index of alternative energy sector are found independent from each other before late 2006 ...
Alex YiHou Huang +3 more
core
Econometric methodology for selecting explanatory factors for power consumption. [PDF]
MethodsXGuefano S.
europepmc +1 more source
On the relationship between oil market and European stock returns. [PDF]
Environ Sci Pollut Res Int, 2023 Magazzino C, Shahbaz M, Adamo M.
europepmc +1 more source
On the fit and forecasting performance of New Keynesian models [PDF]
The paper provides new tools for the evaluation of DSGE models and applies them to a large-scale New Keynesian dynamic stochastic general equilibrium (DSGE) model with price and wage stickiness and capital accumulation.
Frank Schorfheide +3 more
core
Temporal and interaction dynamics of dengue cases, entomological and meteorological variables in Melaka, Malaysia: A multivariate time series analysis. [PDF]
PLoS OneAlipitchay S +6 more
europepmc +1 more source
Analyzing the impact of export tax rebates and energy conservation on sustainable industrial growth in China. [PDF]
Sci RepMehdi M, Li B, Mushtaq Z.
europepmc +1 more source
The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market [PDF]
In this paper, we investigate the interrelations among Turkish interest rates with different maturities by using a regime switching Vector Error Correction (VECM) model.
Saltoglu, Burak, Yazgan, Ege
core +1 more source
VECM approach for default rate forecasting
This research explores the application of a Vector Error Correction Model (VECM) in forecasting Default Rates, using key macroeconomic indicators such as Gross Domestic Product, inflation and unemployment rates. The VECM was selected due to its ability to deal with non-stationary cointegrated variables, allowing it to capture both the short-term ...
openaire +1 more source