24 If the seasonality in Germany is stronger than outside Germany, St < St
d applies for values greater than 1 and
St > St
d applies for values smaller than 1.
page
12
[...] meaningful results.
If, for example, there is no seasonal influence in any given period, ie St = St
d = 1, ßt tends to
infinity, or any value of ß is compatible with equation (10). If the seasonality [...] Cash, Federal Reserve Bank of St.
Louis Review, 80(4), pp 43-54.
Anderson, R.G., Rasche, R.H. (2000), The Domestic Adjusted Monetary Base, Federal
Reserve Bank of St. Louis Working Paper 2000-002A
Bullard, James B. (2006), The Learnability Criterion and Monetary Policy, in: Federal Reserve
Bank of St. Louis Review, May/June, S.203-217.
Bullard, James und Kaushik Mibra(2002), Learning about Monetary
Bullard, J.B. (2006), The Learnability Criterion and Monetary Policy, Federal Reserve
Bank of St. Louis Review, May/June, S. 203*217.
Bullard, J. & K. Mitra (2002), Learning about Monetary Policy
KURZWEIL, W. AMSLINGER, D. W. WABNER, IDA -
Computer Program for Impedance Data Analysis, Proc.
41st Meeting of ISE, J. Heyrovsky Centennial Congress
on Polarography, Prag 20.-25. August 1990.
42 [...]
Elektrochemie
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Master EE [...] Lebensdauer (Superkondensatoren), Projektverbund Umweltverträgliche Anwendungen der
Nanotechnologie, StMUV, 2015.
12. C. Schell, F. Eckert, H. Hartmann, A. Hildebrand, P. Kurzweil, A. Lechner, Nan
signifikant (siehe Deutsche Bundesbank,
2003, S. 64). Stabilität kann mit so genannten Stabilitätsindizes (StI) gemessen
werden. Was sind die Gründe für die Veränderung der Stabilität? Eine Antwort
hierauf können [...] ment – Gewährung und Management von Lieferantenkrediten in der
Schweiz, Dissertation, Universität St. Gallen.
BvCM_Thorsten Hock.indd 7 07.09.16 11:41
http://www.exchange.de
Kähler, J., Pasternak, C., Stetige Veränderungsraten und Renditen, WiSt 2002 (3),
S.165 – 168
Sharpe, W., Alexander, G., Bailey, J., Investments, Prentice-Hall
Zusammenhang zwischen dem Steuerkeil und der Arbeitslosenquote.
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WiSt Heft 10 · Oktober 2004 603
page
Abb. 1: Grafische Darstellung der SR
Abb. 2: Grafische [...] geäußerten
Kritikpunkten (v.a. ergibt sich das Problem der Nichtbe-
Wissenschaftliche Beiträge
604 WiSt Heft 10 · Oktober 2004
page
obachtbarkeit des Marktportfolios (Roll, 1977)). Der üb-
lichen [...] e wurde auch der Fall mehrerer
Rottmann/Walter, Performancemessung der Dividendenstrategie
WiSt Heft 10 · Oktober 2004 605
page
Dividendenzahlungen und sonstiger Bereinigungsvorfälle
pro
http://www.exchange.de
Kähler, J., Pasternak, C., Stetige Veränderungsraten und Renditen, WiSt 2002 (3), S.165
– 168
Sharpe, W., Alexander, G., Bailey, J., Investments, Prentice-Hall
ate 2013-03-31T23:06:22Z
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meaningful results.
If, for example, there is no seasonal influence in any given period, ie St = St
d = 1, ßt tends to
infinity, or any value of ß is compatible with equation (6). If the seasonality [...] Cash, Federal Reserve Bank of St.
Louis Review, 80(4), pp 43-54.
Anderson, R.G. & R.H. Rasche (2000), The Domestic Adjusted Monetary Base, Federal
Reserve Bank of St. Louis Working Paper 2000-002A [...] series of German banknote issuance
consists of three terms: a trend component Tt, a seasonal term St and an irregular or noise
component. These are multiplicatively interlinked (multiplicative seasonal
0,4
0,6
0,8
1,0
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KreditkarteE-Geld
DebitkarteBargeld
1009080706050403020100
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Wert der Trx. (€)
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33 In 2009 ist dieser Wert auf
Federal Reserve Banks) were poor. In the 1960s the Federal Reserve Bank of St. Louis started to develop research
activities (e.g. the St. Louis equation) by hiring young, bright economists. Soon after, the [...]
EMU enlargement. With up to 12 new members entering EU and EMU in the first decade of the
21st century the current procedures (one vote for each board member and for each NCB) cease to
be feasible
is real quarterly world GDP growth, ϑ(St) is the mean of regime St. Due to the quarterly
frequency of the data, we take up to four lags of GDP into account. St follows a Markov chain defined
by [...] Hamilton 1989), where we allow the intercept to be regime dependent.
Assuming a random variable, St ϵ {0,1,…N} where N denotes the unobserved regimes, the model can
be written as follows:
(1)
- 5.
Ruckriegel, K./Seitz, F.: EU-Erweiterung, Währungsunion
und Balassa-Samuelson-Effekt. In: WiSt, 32. Jg. (2003),
S. 94 - 100. (http://www.ruckriegel.org und http://
www.fh-amberg-weiden.de/home/
date, we form moving 4-week
averages. The rather moderate development up to the beginning of the 21st century is clearly
evident; the price increases that subsequently ensued emerge clearly from the end
Schätzungen adäquat modelliert werden.11 Außerdem
beinhalten unsere Schätzungen Saison-Dummies (st, wobei t die Saison kennzeichnet), um
über die berücksichtigten Variablen hinausgehende Einflüsse
autocorrelation
in the residuals (1st and 4th order). Nor can the Lagrange multiplier (ARCH) test for
autoregressive conditional heteroscedasticity (1st and 4th order) identify any violation
Landkreis
Cham brennt ein historisches Gebäude.
Menschen werden nicht verletzt.
08 Unfall Auf demSt. Emmeramsplatz
in Regensburg kippt ein Geländewagen
um. Der Unfallfahrer ist zunächst ver-
schwunden
meaningful results. If, for example,
there is no seasonal fluctuation in any given period, i. e. St = St
d = 1, equation (7) is
indeterminate. Moreover, if the seasonality of all outstanding banknotes [...] series of French banknote issuance
consists of three terms: a trend component Tt, a seasonal term St and an irregular or noise
component. These are multiplicatively interlinked (multiplicative seasonal [...]
1
.
1
t
t d
t
S
ß
S
The non-transactional share, in turn, is (1-ßt). St corresponds to the seasonal component of
total French cumulated net banknote issues and can be
different unobservable states S 5 1,2. If thet
2 2state at time t is S then y | N(m , s ). Thet t S St t
8 state S is assumed to follow a first-orderlast at least 12 months. Such a requirement is t
Markov [...] 45
2state-dependent means m and variances s and Second, the effect of the autoregressive parame-S St t
ters will largely be captured by the probabilitiesthe transition probabilities p and p . To11 [...] predictor of US recessions. Federal Reserve changes in regime. Journal of Econometrics 45, 39–70.
Bank of St. Louis Review 79, 41–51. Hamilton, J. D. (1996). Specification tests in Markov-
Economic Cycle Research