Coastal Empire Economic Monitor, 1st Quarter, 2010,
2010
Georgia Southern University
Coastal Empire Economic Monitor, 1st Quarter, 2010, Armstrong Atlantic State University Center For Regional Analysis
Coastal Empire Economic Monitor
The Coastal Empire Economic Indicators are designed to provide continuously updating quarterly snapshots of the Savannah Metropolitan Statistical Area economy. The coincident index measures the current economic heartbeat of the region. The leading index provides a short term forecast of the region’s economic activity in six to nine months.
Coastal Empire Economic Monitor, 2nd Quarter, 2010,
2010
Georgia Southern University
Coastal Empire Economic Monitor, 2nd Quarter, 2010, Armstrong Atlantic State University Center For Regional Analysis
Coastal Empire Economic Monitor
The Coastal Empire Economic Indicators are designed to provide continuously updating quarterly snapshots of the Savannah Metropolitan Statistical Area economy. The coincident index measures the current economic heartbeat of the region. The leading index provides a short term forecast of the region’s economic activity in six to nine months.
Coastal Empire Economic Monitor, 3rd Quarter, 2010,
2010
Georgia Southern University
Coastal Empire Economic Monitor, 3rd Quarter, 2010, Armstrong Atlantic State University Center For Regional Analysis
Coastal Empire Economic Monitor
The Coastal Empire Economic Indicators are designed to provide continuously updating quarterly snapshots of the Savannah Metropolitan Statistical Area economy. The coincident index measures the current economic heartbeat of the region. The leading index provides a short term forecast of the region’s economic activity in six to nine months.
Estimation Of High-Frequency Volatility: An Autoregressive Conditional Duration Models Approach,
2010
Singapore Management University
Estimation Of High-Frequency Volatility: An Autoregressive Conditional Duration Models Approach, Yiu Kuen Tse, Tao Yang
Research Collection School Of Economics
We propose a method to estimate the intraday volatility of a stock by integrating the instantaneous conditional return variance per unit time obtained from the autoregressive conditional duration (ACD) models. We compare the daily volatilities estimated using the ACD models against several versions of the realized volatility (RV) method, including the bipower variation realized volatility with subsampling, the realized kernel estimate and the duration-based realized volatility. The ACD volatility estimates correlate highly with and perform very well against the RV estimates. Our Monte Carlo results show that our method has lower root mean-squared error than the RV methods in most …
Simulated Maximum Likelihood Estimation Of Continuous Time Stochastic Volatility Models,
2010
University of Bergen
Simulated Maximum Likelihood Estimation Of Continuous Time Stochastic Volatility Models, Tore Selland Kleppe, Jun Yu, Hans J. Skaug
Research Collection School Of Economics
In this chapter we develop and implement a method for maximum simulated likelihood estimation of the continuous time stochastic volatility model with the constant elasticity of volatility. The approach does not require observations on option prices, nor volatility. To integrate out latent volatility from the joint density of return and volatility, a modified efficient importance sampling technique is used after the continuous time model is approximated using the Euler–Maruyama scheme. The Monte Carlo studies show that the method works well and the empirical applications illustrate usefulness of the method. Empirical results provide strong evidence against the Heston model.
Forecasting Realized Volatility Using A Nonnegative Semiparametric Time Series Model,
2010
Singapore Management University
Forecasting Realized Volatility Using A Nonnegative Semiparametric Time Series Model, A. Eriksson, D. Preve, Jun Yu
Research Collection School Of Economics
This paper introduces a parsimonious and yet flexible nonnegative semiparametric model to forecast financial volatility. The new model extends the linear nonnegative autoregressive model of Barndorff-Nielsen & Shephard (2001) and Nielsen & Shephard (2003) by way of a power transformation. It is semiparametric in the sense that the distributional form of its error component is left unspecified. The statistical properties of the model are discussed and a novel estimation method is proposed. Asymptotic properties are established for the new estimation method. Simulation studies validate the new estimation method. The out-of-sample performance of the proposed model is evaluated against a number …
The Beginning Of The End? Agricultural Modernization And Dissolution Of The Peasantry In Contemporary China,
2010
Singapore Management University
The Beginning Of The End? Agricultural Modernization And Dissolution Of The Peasantry In Contemporary China, Qian Forrest Zhang, John A. Donaldson
Research Collection School of Social Sciences
No abstract provided.
Productivity Growth Of Us States,
2010
Louisiana State University and Agricultural and Mechanical College
Productivity Growth Of Us States, Bibhudutta Panda
LSU Doctoral Dissertations
This dissertation makes a contribution to regional studies by constructing Multi-Factor Productivity (MFP) growth measures at the state level for the US. The first essay of the dissertation exploits a dual growth accounting technique to calculate sector-specific MFP growth for all US states from 1980 onwards. In the process, the essay contributes by constructing a data set on the state level real user cost of capital paying particular attention to inter-state variations in the composition of output, relative prices of investment goods, effective corporate taxes, and inflation rates for the manufacturing and service sectors. Some of the key implications of …
5th Annual Economic Outlook Conference_Jan 13 (2),
2010
University of New Mexico
5th Annual Economic Outlook Conference_Jan 13 (2), University Of New Mexico Bureau Of Business And Economic Research
BBER Publications
This report presents the University of New Mexico Bureau of Business and Economic Research's assessment of New Mexico's economy during the Great Recession, including forecasts for employment, income, and industry growth through 2014. It also provides extensive county-level demographic and economic statistics, maps, charts, and data source references for researchers and policymakers.
Population Projections By Age-Sex_1980-2010,
2010
University of New Mexico
Population Projections By Age-Sex_1980-2010, University Of New Mexico Bureau Of Business And Economic Research
BBER Publications
The report presents detailed population projections by age group, sex, county, and projection year (1980, 1985, 1990, 1995, 2000, 2005, and 2010) for New Mexico and all 33 counties. It serves as a technical demographic reference supporting planning, economic forecasting, public-service provision, education, healthcare, housing, and infrastructure analysis.
5th Annual Economic Outlook Conference_Jan 13,
2010
University of New Mexico
5th Annual Economic Outlook Conference_Jan 13, University Of New Mexico Bureau Of Business And Economic Research
BBER Publications
This report presents the University of New Mexico Bureau of Business and Economic Research's assessment of New Mexico's economy during the Great Recession, including forecasts for employment, income, and industry growth through 2014. It also provides extensive county-level demographic and economic statistics, maps, charts, and data source references for researchers and policymakers.
