|
|
|
|
|
Guoqi Qian, Antoinette Tordesillas and Hangfei Zheng
High-dimensional, non-stationary vector time-series data are often seen in ground motion monitoring of geo-hazard events, e.g., landslides. For timely and reliable forecasts from such data, we developed a new statistical approach based on two advanced ec...
ver más
|
|
|
|
|
|
|
|
|
Monica Defend, Aleksey Min, Lorenzo Portelli, Franz Ramsauer, Francesco Sandrini and Rudi Zagst
This article considers the estimation of Approximate Dynamic Factor Models with homoscedastic, cross-sectionally correlated errors for incomplete panel data. In contrast to existing estimation approaches, the presented estimation method comprises two exp...
ver más
|
|
|
|
|
|
|
|
|
Raymond Osi Alenoghena
Pág. 299 - 316
This study examines the effect of oil price shocks on the macroeconomic performance of the Nigerian economy covering the period from 1980 to 2018. The effect of oil price shocks is investigated on macroeconomic variables like output growth, inflation, in...
ver más
|
|
|
|
|
|
|
|
|
Emilija Beker Pucar,Olgica Glava?ki
Pág. 027 - 041
The paper deals with the nominal and real divergences within the Euro-zone (EZ) as a background for asymmetric European Central Bank?s (ECB?s) monetary transmission. In order to shed more light into these issues, the descriptive analysis of key nominal a...
ver más
|
|
|
|
|
|
|
|
|
Soleman Alsabban,Omar Alarfaj
Pág. 73 - 86
Theoretically, investors are considered to be rational decision makers in regards to trading in stock markets, however, some empirical studies have statistically discredited this believe. Evidence shows that investors seem to act irrationally in the fina...
ver más
|
|
|
|