Results 101 to 110 of about 3,856 (236)
Latent Vector Autoregressive Modeling: A Stepwise Estimation Approach
Structural Equation Modeling: A Multidisciplinary JournalResearchers often study dynamic processes of latent variables in everyday life, such as the interplay of positive and negative affect across consecutive time-points. An intuitive approach is to first estimate the measurement model of the latent variables, then compute factor scores, and finally use these scores as observed scores in vector ...
Manuel T. Rein +3 more
openaire +1 more source
Pacific Economic Review, EarlyView.ABSTRACT This study investigates the impact of China's recent real estate crisis, stemming from Evergrande's struggles, on the return and risk profiles of US‐listed exchange traded funds (ETFs) tracking Chinese stock market indexes. Analysing 26 funds from February 2, 2018 to December 31, 2024, we first employ a VAR model to assess contagion and ...
Gerasimos Rompotis +2 more
wiley +1 more source
Economic Record, EarlyView.Economic indicators inform the assessment of economic slack for central banks, yet traditional output gap estimates are often limited by the substantial reporting lags of quarterly GDP. This paper extends a mixed‐frequency Bayesian vector autoregressive (MF‐BVAR) framework to the Australian economy by applying a multivariate Beveridge–Nelson (BN ...
Gilliane De Gorostiza‐Roudnitski
wiley +1 more source
Housing policies and market returns in China: Evidence from a novel policy index
Real Estate Economics, EarlyView.Abstract This article examines the relationship between housing policy interventions and market returns in China with a novel policy index. Using natural language processing techniques, we construct a sentence‐level policy index based on government policy documents from 2008 to 2024.
Siu Kei Wong, Yumou Wang
wiley +1 more source
Investigating proxies for retail investor attention in financial markets
Accounting &Finance, Volume 65, Issue 1, Page 521-550, March 2025.Abstract Investor attention influences financial markets but “depends on where you search” (Ben‐Rephael et al., The Review of Financial Studies, 2017, 30, 3009). We explore various retail investor attention proxies and their correlations with company characteristics and market reactions.
Daniel Cahill +2 more
wiley +1 more source
Asia-Pacific Journal of Financial Studies, EarlyView.Abstract This study develops an explainable machine learning model to predict cryptocurrency delistings using Binance data. It combines quantitative indicators (price, volume) with qualitative data from real‐time news and Reddit. Latent Dirichlet Allocation (LDA) is used to extract topic trends and community reactions, which are transformed into time ...
Sungju Yang, Hunyeong Kwon
wiley +1 more source
Long‐run confidence: Estimating uncertainty when using long‐run multipliers
American Journal of Political Science, EarlyView.Abstract Researchers are often interested in the long‐run relationship (LRR) between variables where the dependent variable has dynamic properties. Though determining the long‐run multiplier (LRM) for an independent variable is straightforward, correctly estimating the significance of the LRM is often difficult, especially when time series are short ...
Mark David Nieman, David A. M. Peterson
wiley +1 more source
The Effects of External Macroeconomic Shocks and Uncertainty on Bangladesh's Fiscal Sustainability
Asian-Pacific Economic Literature, EarlyView.ABSTRACT In recent years, Bangladesh has adopted a deficit‐biased fiscal policy, supported by robust GDP growth and relatively low interest rates, capitalizing on its access to concessional financing. However, Bangladesh's graduation to lower‐middle‐income status and its gradual integration into the global economy have exposed the country to external ...
Mohammad Mahabub Alam
wiley +1 more source
Three shades of self‐regulation with unique complex dynamics, drivers and targets for intervention
British Journal of Educational Technology, EarlyView.Abstract Self‐regulated learning (SRL) is an active process involving multiple interacting components that evolve over time, exhibiting characteristics of complex systems such as non‐linearity, emergent behaviour, self‐organization, and hierarchy. These interactions unfold at different temporal levels, each warranting a dedicated lens to capture their ...
Sonsoles López‐Pernas +2 more
wiley +1 more source