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Browsing by Subject "Time-series analysis"
Now showing items 1-12 of 12
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(Economic and Social Research Institute, 2007)This paper analyses the pure time-series properties of doctors’ fees in Ireland to assess whether a structural change in the series is observed at the time of the change in reimbursement in 1989. Such a break would be ...
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(University College Dublin. School of Economics, 2005-11)This paper analyses the pure time-series properties of doctors’ fees in Ireland to assess whether a structural change in the series is observed at the time of the change in reimbursement in 1989. Such a break would be ...
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(University College Dublin. School of Economics, 2009-01-15)Deciding whether a time series that appears nonstationary is in fact fractionally integrated or subject to structural change is a diffcult task. However, various tests have recently been introduced for distinguishing long ...
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(IEEE, 2009-07)This study examines the 2013 Irish electricity network and its ability to accommodate large levels of wind generation while maintaining appropriate voltage levels across the system. The network provides a fully functional ...
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(University College Dublin. School of Economics, 1994-11)
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Is macroeconomic uncertainty bad for macroeconomic performance? Evidence from five Asian countries (University College Dublin. School of Business. Centre for Financial Markets, 2007-03)We use a very general bivariate GARCH-M model and quarterly data for five Asian countries to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth. Our evidence supports a number ...
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(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. School of Business, 2006-11)One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares ...
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(Wiley, 2008)One stylized feature of financial volatility impacting the modeling process is long memory. This article examines long memory for alternative risk measures, observed absolute and squared returns for Daily Equity real estate ...
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(2009-11-19)This paper compares real and nominal foreign exchange volatility effects on exports. Using a flexible lag version of the Goldstein-Khan two-country imperfect substitutes model for bilateral trade, we identify the overall ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2006)This paper compares real and nominal foreign exchange volatility effects on exports. Using a flexible lag version of the Goldstein-Khan two-country imperfect substitutes model for bilateral trade, we identify the overall ...
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(IEEE, 2010-02)As wind generation begins to contribute significantly to power systems, the need arises to assess the impact of this new source of variable generation on the stability of the system. This work provides a detailed methodology ...
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(IEEE, 2011-11)Multivariate dimension reduction schemes could be very useful in limiting the number of random statistical variables needed to represent distributed wind power spatial diversity in transmission integration studies. In this ...
Now showing items 1-12 of 12