Title of article
Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Author/Authors
Soofi، Abdol S. نويسنده , , Cao، Liangyue نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
-174
From page
175
To page
0
Abstract
In this article, the authors propose an approach to investigate regional economic structure, sectoral productivity, and relative efficiency by using a modified shift-share model and data envelopment analysis (DEA). To illustrate the proposed approachʹs usefulness, the authors applied it in two states to assess and compare the foundations of economic performance in manufacturing. The authors first investigate the impacts of productivity and output change on employment change in these states by employing the Haynes and Dinc extension of the shift-share model. The DEA method is then employed to diagnose the efficiency of potential lead sectors.
Keywords
Time series , Embedding dimension , Nonlinear prediction , Exchange rate , random walk
Journal title
Economics Letters
Serial Year
1999
Journal title
Economics Letters
Record number
22080
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