Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Huseynov, Salman"'
Autor:
Huseynov, Salman
Publikováno v:
Huseynov, S 2022, Essays in Macro-Finance . ECON PhD Dissertations, no. 2022-6, Aarhus Universitet, Aarhus .
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::6a53c76c51e1211888294608e88b68f8
https://pure.au.dk/portal/da/publications/essays-in-macrofinance(8611c507-d32e-440b-8989-d9026de9f96c).html
https://pure.au.dk/portal/da/publications/essays-in-macrofinance(8611c507-d32e-440b-8989-d9026de9f96c).html
Autor:
Huseynov, Salman
Publikováno v:
Huseynov, S 2021 ' Long and short memory in dynamic term structure models ' Institut for Økonomi, Aarhus Universitet, Aarhus .
I provide a unified theoretical framework for long memory term structure models and show that the recent state-space approach suffers from a parameter identification problem. I propose a different framework to estimate long memory models in a state-s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ae4a691f2baf229ab36e4f18632e1ae4
https://pure.au.dk/portal/da/publications/long-and-short-memory-in-dynamic-term-structure-models(bb3d4068-8edf-4208-8bd5-b89449d75cad).html
https://pure.au.dk/portal/da/publications/long-and-short-memory-in-dynamic-term-structure-models(bb3d4068-8edf-4208-8bd5-b89449d75cad).html
Autor:
Ahmadov, Vugar1 vugar_ahmadov@cbar.az, Huseynov, Salman2 salman_huseynov@cbar.az, Adigozalov, Shaig1 shaig_adigozalov@cbar.az, Mammadov, Fuad1 fuad_mammadov@cbar.az, Rahimov, Vugar1 vugar_rahimov@cbar.az
Publikováno v:
Journal of Economics & Finance. Apr2018, Vol. 42 Issue 2, p369-385. 17p. 3 Charts, 2 Graphs.
In this paper, we study the role of institutional quality in the cyclicality of macroeconomic policies of transition economies. Using annual data over 1996-2013, we find that the quality of institutions play a significant role in their ability to car
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::e67aecef36ed851585447a7bdc0dfd5f
https://hdl.handle.net/10419/156117
https://hdl.handle.net/10419/156117
In this study, we estimate a risk-neutral implied probability distribution using American call (put) options on Brent oil futures. For this purpose, we apply three different methodologies: non-parametric approach (kernel density estimation), semi-par
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::61d192c09dae78e0caae4c0315e6d299
https://mpra.ub.uni-muenchen.de/65704/1/MPRA_paper_65704.pdf
https://mpra.ub.uni-muenchen.de/65704/1/MPRA_paper_65704.pdf
In this paper, we study main problems and practical issues of modeling and forecasting of macroeconomic variables in the national economy. For that, we employ astructural VAR models and estimate interdependencies among different economic variables. I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::2bc51a08a390d392a604eea0c9e5bb5a
https://mpra.ub.uni-muenchen.de/63517/1/MPRA_paper_63517.pdf
https://mpra.ub.uni-muenchen.de/63517/1/MPRA_paper_63517.pdf
In this study, we investigate forecasting performance of various univariate and multivariate models in predicting inflation for different horizons. We design our forecast experiment for the post-oil boom years of 2010-2014 and compare forecasting abi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::5bf19d77aa958ebb755bdf1b775de9cf
https://mpra.ub.uni-muenchen.de/63515/1/MPRA_paper_63515.pdf
https://mpra.ub.uni-muenchen.de/63515/1/MPRA_paper_63515.pdf
Autor:
Huseynov, Salman, Ahmadov, Vugar
In this study, we investigate the nature and possible sources of economic fluctuations in oil exporting countries using principle component and impulse-response analysis. The principal component analysis shows that the first two components can be sta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6b74116244fc60004c921fc3ef0b30e7
https://hdl.handle.net/10419/122104
https://hdl.handle.net/10419/122104
Publikováno v:
Macroeconomics & Finance in Emerging Market Economies. Mar2014, Vol. 7 Issue 1, p83-98. 16p.