Download or read book Zeitreihenanalyse in der empirischen Wirtschaftsforschung written by Rainer Metz and published by Lucius & Lucius DE. This book was released on 2004 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Regressions und Zeitreihenanalyse written by Marco Wölfle and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Economic and Financial Research written by Jan Beran and published by Springer. This book was released on 2014-11-07 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.

Download or read book Kondratieff Waves Warfare and World Security written by Tessaleno C. Devezas and published by IOS Press. This book was released on 2006 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Considerable progress has been made in understanding the underlying mechanisms driving the long-wave behaviour of the world socioeconomic development. A controversial mechanism discussed is the close relationship between K-waves and the outbreak of majors wars.

Download or read book Signal Extraction written by Marc Wildi and published by Springer Science & Business Media. This book was released on 2005-09-06 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: The material contained in this book originated in interrogations about modern practice in time series analysis. • Why do we use models optimized with respect to one-step ahead foreca- ing performances for applications involving multi-step ahead forecasts? • Why do we infer 'long-term' properties (unit-roots) of an unknown process from statistics essentially based on short-term one-step ahead forecasting performances of particular time series models? • Are we able to detect turning-points of trend components earlier than with traditional signal extraction procedures? The link between 'signal extraction' and the first two questions above is not immediate at first sight. Signal extraction problems are often solved by su- ably designed symmetric filters. Towards the boundaries (t = 1 or t = N) of a time series a particular symmetric filter must be approximated by asymm- ric filters. The time series literature proposes an intuitively straightforward solution for solving this problem: • Stretch the observed time series by forecasts generated by a model. • Apply the symmetric filter to the extended time series. This approach is called 'model-based'. Obviously, the forecast-horizon grows with the length of the symmetric filter. Model-identification and estimation of unknown parameters are then related to the above first two questions. One may further ask, if this approximation problem and the way it is solved by model-based approaches are important topics for practical purposes? Consider some 'prominent' estimation problems: • The determination of the seasonally adjusted actual unemployment rate.

Download or read book Zeitreihenanalyse in den Wirtschaftswissenschaften written by Klaus Neusser and published by Springer Gabler. This book was released on 2022-06-25 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ob Kursentwicklungen von Aktien oder Anleihen, die Entwicklung des Bruttoinlandsproduktes, die Inflationsrate oder die Arbeitslosenquote, die Wirtschaftsseiten der Zeitungen sind voll von Zeitreihen. Wie man solche Zeitreihen analysiert, Muster und Regelmäßigkeiten erkennt und Prognosen für die zukünftige Entwicklung erstellt, zeigt Ihnen dieses Buch. Der Text der 3. Auflage wurde gründlich überarbeitet und ein Kapitel über die Analyse von Zeitreihen im Frequenzbereich hinzugefügt.

Download or read book Empirische Wirtschaftsforschung written by and published by . This book was released on 2013 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Methoden der empirischen Wirtschaftsforschung written by Gertrud Moosmüller and published by Pearson Deutschland GmbH. This book was released on 2008 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirische Wirtschaftsforschung written by Wolfgang Franz and published by . This book was released on 2003 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Die Schriftenreihe des Wirtschaftswissenschaftlichen Seminars Ottobeuren publiziert alle Referate, die auf den Wirtschaftswissenschaftlichen Seminaren in Ottobeuren vorgetragen werden. Ziel der Seminare ist es, in einem Kreis ausgewiesener Experten neue theoretische Ansätze vorzustellen, neue empirische Befunde vorzulegen und wirtschaftspolitische Schlußfolgerungen zu erörtern. In diesem Band werden neueste ökonometrische Verfahren und deren Anwendungsmöglichkeiten in der empirischen Wirtschaftsforschung diskutiert. Außerdem werden ökonometrische Analysen von Güter-, Finanz- und Arbeitsmärkten vorgestellt und u.a. Evaluationen der staatlichen Arbeitsmarktpolitik, der Umweltpolitik oder der Forschungs- und Technologiepolitik vorgenommen. Mit Beiträgen von: Olaf Hübler, Norbert Janz, Gerd Ronning, Jürgen Wolters, Helmut Lütkepohl, Werner Smolny, Peter Winker, Horst Entorf, François Laisney, Christoph Böhringer, Wolfgang Wiegard, Klaus Conrad, Klaus Jaeger, Winfried Pohlmeier, Roman Liesenfeld, Michael Schröder, Michael Lechner, Wolfgang Franz, Georg Licht, Manfred Stadler, Gebhard Flaig, Reinhard Hujer, Bernd Fitzenberger, Frank Reize, Joachim Möller, Friedhelm Pfeiffer, Harald Uhlig und Jörg Breitung.

Download or read book Die Univariate und die Multivariate Zeitreihenanalyse Theoretische Grundlagen und Anwendung auf den Datensatz Japan written by Franz Schmid and published by GRIN Verlag. This book was released on 2016-06-24 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: Studienarbeit aus dem Jahr 2014 im Fachbereich VWL - Statistik und Methoden, Note: 3,0, Universität Augsburg, Veranstaltung: Zeitreihenanalyse, Sprache: Deutsch, Abstract: Die Zeitreihenanalyse untersucht die Entwicklung von Daten über einen Zeitverlauf hinweg, also innerhalb der Längsschnittebene. Sie dient dabei der induktiven und empirischen Wirtschaftsforschung. Anhand von Daten können makroökonomische Modelle auf ihren Erklärungsgehalt untersucht und gegebenenfalls angepasst werden. In der folgenden Arbeit werden die kennengelernten Methoden am Beispiel des Datensatzes Japan angewendet. Der erste Teil beinhaltet einen theoretischen und einen angewandten Abschnitt zur univariaten Zeitreihenanalyse, der zweite Teil einen theoretischen und einen angewandten Abschnitt zur multivariaten Zeitreihenanalyse.

Download or read book Zerlegung konomischer Zeitreihen nach konomischen Gesichtspunkten und ihre graphische Analyse written by Ralf Pauly and published by . This book was released on 1987 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Historical Social Research written by and published by . This book was released on 2007 with total page 734 pages. Available in PDF, EPUB and Kindle. Book excerpt: International journal for the application of formal methods to history.

Download or read book Strukturelle Komponentenmodelle written by Ralf Pauly and published by . This book was released on 1993 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirische Wirtschaftsforschung written by Robert Galata and published by . This book was released on 2013 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Journal of Applied Social Science Studies written by and published by . This book was released on 2006 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Classification and Clustering in Business Cycle Analysis written by Ullrich Heilemann and published by Duncker & Humblot. This book was released on 2007-01-18 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: The analysis of cyclical macroeconomic phenomena is an important field of econometric research. In the recent past, research interests have de-emphasized quantitative forecasting exercises and have addressed the qualitative diagnosis of the relative stance of the economy regarding »upswing«, »recession«, or »boom« periods, i. e. the classification of the state of the economy into a limited number of discrete states. In this context the principal challenge is to reduce the multifaceted and sometimes abundant quantitative information about the business cycle to such qualitative statements in an efficient way. For more than six years this task was the focus of the project »Multivariate determination and analysis of business cycles« within the SFB 475 »Reduction of complexity in multivariate data structures«, funded by the German Research Foundation (DFG). The necessity for complexity reduction is, of course, not unique to business cycle analysis but is studied in many fields and in a number of ways. This broad interest in the reduction of problem dimensionality and in the appropriate combination of data and of theory caused the RWI Essen and the Statistical Department of the University of Dortmund in January 2002 to hold a workshop at the RWI Essen where the findings of this and similar projects were presented and discussed. The present publication collects revised versions of the papers presented at this workshop. Although the workshop took place some five years ago, these papers mark an importent juncture in the development of business cycle research.

Download or read book Data Analysis and Statistical Inference written by Siegfried Schach and published by . This book was released on 1992 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: