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Showing 1 to 4 of 4 for “"Contemporaneous correlation"”.
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Multivariate Analysis of Accident Related Outcomes with Respect to Contemporaneous Correlation and Endogeneity: Application of Simultaneous Estimation Techniques
… estimation approaches to account for contemporaneous correlation and endogeneity problems in crash data. Specifically, seemingly unrelated negative binomial models and simultaneous equation models are developed to account for contemporaneous correlation between the disturbance terms …
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The impact of monetary disturbances on stock prices
… the conclusion is no. First, there is a strong contemporaneous correlation between money growth and stock price changes. There is little correlation with lagged money growth. Information regarding historical data on the money supply would not provide a means of forecasting stock prices. This …
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Divisia Monetary Aggregates and Monetary Policy in a Small Open Economy
… of each time series and compute the cyclical correlation of different targets of monetary policy including interest rate, money supply and exchange rate with output and inflation. I find that while exchange rate and all money measures show a weakly contemporaneous correlation with output and …
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Range-based Risk Estimation in Euro Area Countries
… increases in daily range, increases in contemporaneous correlation, and increases in the influence of previous-day US market range on the conditional expected range of these European markets. A gamma-distribution-based model of realized daily range fits more closely than one based upon a …