1,721,776 research outputs found
Semi-annual update Chapter Art. 7 OECD Host publication: I.J.J. Burgers and G. Gallo (ed), Permanent Establishments, IBFD, Amsterdam
No full textSemi-annual update Chapter Art. 7 OECD Host publication: I.J.J. Burgers and G. Gallo (ed), Permanent Establishments, IBFD, Amsterda
Semi-annual update Chapter Art. 7 OECD Host publication: I.J.J. Burgers and G. Gallo (ed), Permanent Establishments, IBFD, Amsterdam
No full textSemi-annual update Chapter Art. 7 OECD Host publication: I.J.J. Burgers and G. Gallo (ed), Permanent Establishments, IBFD, Amsterda
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
No full textThe transmission mechanisms of volatility between markets can be characterized within a new Markov Switching bivariate model
where the state of one variable feeds into the transition probability of the state of the other. A number of model restrictions and
hypotheses can be tested to stress the role of one market relative to another (spillover, interdependence, comovement, independence,
Granger noncausality). The model is estimated on the weekly high–low range of five Asian markets, assuming a central (but not
necessarily dominant) role for Hong Kong. The results show plausible market characterizations over the long run with a spillover
from Hong Kong to Korea and Thailand, interdependence with Malaysia and comovement with Singapore
Ex Post and Ex Ante analysis of provisional data
No full textIn this paper we suggest a framework to assess the degree of reliability of provisional estimates as forecasts of final data, and we re-examine the question of the most appropriate way in which available data should be used for ex ante forecasting in the presence of a data-revision process. Various desirable properties for provisional data are suggested, as well as procedures for testing them, taking into account the possible nonstationarity of economic variables. For illustration, the methodology is applied to assess the quality of the US M1 data production process and to derive a conditional model whose performance in forecasting is then tested against other alternatives based on simple transformations of provisional data or of past final data. Copyright © 1999 John Wiley & Sons, Ltd
- …
