A common model approach to macroeconomics: using panel data to reduce sampling error

Article Abstract:

A study of the macroeconomic data from 15 OECD countires shows that there is a common underlying macroeconomic dynamics in the industrialized countries. The study was conducted using a vector auto regressive model.

Analysis, Macroeconomics, Autoregression (Statistics)

---

The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G& countries

Article Abstract:

The implementation of bridge model (BM) for assessing quarterly gross domestic product in G7 economies by using monthly indicators is discussed.

Measurement, Gross domestic product, Economic indicators, Statistical methods

---

International transmission mechanism of stock market movements: Evidence from emerging equity markets

Article Abstract:

Transmission patterns of stock market movements between emerging and developed markets were studied using a four-variable VAR model.

Market information - general, Forecasts and trends, Stock-exchange, Stock exchanges, Developing countries

Similar abstracts:

• Abstracts: A comparison of approximate Bayesian forecasting methods for non-Gaussian time series. ARMA models and the Box-Jenkins methodology
• Abstracts: Trend function hypothesis testing in the presence of serial correlation. Constructing instruments for regressions with measurement error when no additional data are available, with an application to patents and R&D
• Abstracts: Trend function hypothesis testing in the presence of serial correlation. part 2 Simple robust testing of regression hypothesis
• Abstracts: Reply. Multi-featured products and services: analysing pricing and bundling strategies
• Abstracts: Characterizing selection bias using experimental data. Accounting for dropouts in evaluations of social programs

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.