نتایج جستجو برای: co integration
تعداد نتایج: 547725 فیلتر نتایج به سال:
Most mortality models are generally calibrated on national population. However, pensions funds and annuity providers are mainly interested in the mortality rates of their own portfolio. In this paper we put forward a multivariate approach for forecasting pairwise mortality rates of related population. The investigated approach links national population mortality to a subset population using an ...
Comprehensive and coordinated action across levels of government responsible for different policy domains (labour, education, housing welfare/health) as well local actors is crucial to migrant integration. To respond this need co-ordination, instruments are mobilised by countries. This paper presents six them, illustrate three categories practices supporting integration through better multi-lev...
Companies often need integration of business process and their production with others. Processing is time-sensitive and the management framework should encapsulate timing criteria of processes. There is no unified model for integration of process and production information in temporary coalition of co-operating enterprises. The research is aimed to overcome this cap and the current paper descri...
In this paper, we propose a commodity pricing model that extends Gibson-Schwartz two-factor model to incorporate the effect of linear relations among commodity prices, which include co-integration under certain conditions. We derive futures and call option pricing formulae, and show that unlike Duan and Pliska (2004), the linear relations among commodity prices, or the error correction term, sh...
Should the national economy lead the stock market or the other way round? Using co-integration test and Granger causality test, this paper analyzes the relationship between the stock index and the national economy in the case of China. The result of the empirical analysis indicates that there is no co-integration relationship between the stock index and the national economy in China. In additio...
Purpose: The purpose of the present study is to visualize HPV clusters’ relationships and thematic trends in the world. Methodology: The research type is an applied one with analytical approach and it has been done using co-word analysis. The population of this study consists of articles’ keywords indexed during 2014-2018 in the Web of Science (WoS) in HPV subject area. The total numbers of th...
Abstract This paper investigates the effect of international financial integration on international business cycle co-movement. We first show with a reduced form empirical approach how capital market integration (equity) has a negative effect on business cycle co-movement while credit market integration (debt) has a positive effect. We then construct a model that can replicate these empirical r...
The paper develops a conceptual framework to study the constructs of information technology (IT)-supported value co-creation and co-destruction through shared processes social interaction resource integration as mediated by IT embedded in interactive formation practices. In particular, elements are identified, role is discussed. We conduct systematic literature review analyze data using service...
Humans combine co-emitted social signals to predict other's immediate intentions and prepare an adapted response. However, little is known about whether attending to only one of co-emitted social signals impacts on its combination with other signals. Here, using electroencephalography, we address selective attention effects on early combination of social signals. We manipulated three visual cue...
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