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Comparison of Box-Jenkins and Bonn Monetary Model Predition Performance (Lecture Notes in Economics and Mathematical Systems) download epub

by M. N. Bhattacharyya


Epub Book: 1607 kb. | Fb2 Book: 1265 kb.

Lecture Notes in Economics and Mathematical Systems.

Lecture Notes in Economics and Mathematical Systems.

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 178). Geld Performance econometrics economy time series value-at-risk. Authors and affiliations. Pages 1-8. Bonn Econometric Model of German Economy. ARIMA Models for Fifteen Endogenous Variables of the BNM Model.

In: Comparison of Box-Jenkins and Bonn Monetary Model Prediction Performance. Lecture Notes in Economics and Mathematical Systems (Econometrics), vol 178. Springer, Berlin, Heidelberg. Publisher Name Springer, Berlin, Heidelberg. Print ISBN 978-3-540-10011-9. Online ISBN 978-3-642-46421-8. eBook Packages Springer Book Archive.

The purpose of the present study is to evaluate the predictive performance of an earlier version of the Bonn

by M. N Bhattacharyya. The purpose of the present study is to evaluate the predictive performance of an earlier version of the Bonn.

Using linear approximations and duality from mathematical programming, we characterize a family of supporting hyperplanes that define the efficient facets of a set of alternatives with respect to such preference cones. We show that a subset of these hyperplanes generate maximal efficient facets. Supported in part by the National Science Foundation grant MCS77-24654.

Models are based on the 'indirect evolutionary approach' according to which preferences determine choice behavior which in. .

Models are based on the 'indirect evolutionary approach' according to which preferences determine choice behavior which in turn determines evolutionary success. The latter eventually governs the evolution of preferences. Literature usually considers a class of preferences which admit an expected utility representation. In this book we analyze the role and the influence of general, possibly non-expected utility preferences in such an evolutionary setup

The explicit examples and applications herein are discrete time models, but the theoretical re sults hold for continuous time models as.

The explicit examples and applications herein are discrete time models, but the theoretical re sults hold for continuous time models as well.

This book studies a two-firm supply chain, where repeated transactions via well-established supply contracts and continued quality-improvement efforts are governed by a relational contract. We are able to characterize an optimal relational contract, .

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The purpose of the present study is to evaluate the predictive performance of an earlier version of the Bonn .. Monetary Hodel ("Ein Okonometrisches Vierteljahresmodell des Geld- und Kreditsektors fur die Bundesrepublik Deutsch­ land", by Jorn Martiensen (1975), Heisenheim, Verlag Anton Hain) against the benchmark provided by the Box-Jenkins univariate autoregressive-integrated moving average, ARI~ffi, model. Similar studies aimed at evaluating the predictive performance of the econometric models of the Horti, American economies :,ad been reported earlier. But to the best of my knowledge, no suc;, works, at least up to the time, early 1976 when I took up the present investigation, had been done with any of the European econometric mbdels, except Prothero and Wallis (1976), discussed in the introduction to the present book. The previous studies of this type generated plenty of unconstructive and sometimes unpleasant dialogues. Neither do I appreciate the over-reaction of the eco- metricians when an econometric model is evaluated nor do I appreciate when it is said that econometrics is withering. According to my opinion, econometric model building is a great experimentation and univariate time series models are not expected to be substitutes for econometric models.
Comparison of Box-Jenkins and Bonn Monetary Model Predition Performance (Lecture Notes in Economics and Mathematical Systems) download epub
Business & Finance
Author: M. N. Bhattacharyya
ISBN: 3540100113
Category: Other
Subcategory: Business & Finance
Language: English
Publisher: Springer; 1 edition (July 18, 1980)
Pages: 146 pages