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This paper investigates the statistical properties of high frequency nominal exchange rates and forward premiums in the context of a dynamic two-country general equilibrium model. Primary focus is on the persistence, variability, leptokurtosis and conditional heteroskedasticity of exchange rates and on the behavior of foreign exchange risk premiums. The model combines temporal dependencies in preferences with a transaction cost technology that generates a role for money. Agents in the economy make decisions on a weekly frequency and face shocks which display time-varying uncertainty. Simulations reveal that the model accounts for the statistical properties of exchange rate data much more accurately than previous structural models.
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Econometric models --- Autocorrelation (Statistics) --- Time-series analysis
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Autocorrelation (Statistics) --- Regression analysis --- Transfer functions
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Time series --- Autocorrelation functions --- Random variables --- Stochastic processes
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Rain and rainfall --- Streamflow --- -Hydrology --- -Droughts --- -Autocorrelation (Statistics) --- Statistical methods
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Rain and rainfall. --- Streamflow --- Hydrology --- Droughts --- Autocorrelation (Statistics) --- Statistical methods.
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Cette étude vise à évaluer l’existence d’une autocorrélation spatiale des données PEB des bâtiments existants de la ville de Verviers, en s’appuyant sur une base de données fournie par le Service Public Wallon. L’objectif est d’analyser si ces résultats peuvent constituer une ressource pertinente pour les pouvoirs publics souhaitant évoluer vers une gestion urbaine intelligente dans le cadre d’une transition vers une Smart City. Pour ce faire, la recherche s’appuie sur la création de six cartes thématiques et l’exploitation de données géospatiales afin de déterminer les dynamiques spatiales et leur potentiel stratégique.
PEB --- autocorrélation spatiale --- Smart City --- Verviers --- Ingénierie, informatique & technologie > Architecture
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Time-series analysis. --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities
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Time-series analysis --- 519.55 --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities
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