Statistik und Ökonometrie für Wirtschaftswissenschaftler

Auer, Benjamin; Rottmann, Horst

doi:10.1007/978-3-658-06439-6

Cited by 15 publications

(5 citation statements)

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“…The numbers speak for themselves—according to the Austrian Dementia Report of 2014 the number of people in Austria who will be suffering from dementia in 2050 is estimated at 262,200. Compared to 90,500 people in 2000, this represents a threefold increase in neurocognitively impaired people in 50 years [ 1 ]. The worldwide prevalence is currently estimated at 35.6 million and will rise to 115 million by 2050 [ 2 ].…”

Section: Introductionmentioning

confidence: 99%

The positive effect of spermidine in older adults suffering from dementia

Pekar

Bruckner

Pauschenwein-Frantsich

et al. 2020

Wien Klin Wochenschr

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SummaryThe worldwide prevalence of dementia is estimated at 35.6 million and will rise to 115 million by 2050. There is therefore an urgent need for well-founded dementia diagnostics and well-researched therapeutic options. Previous studies have highlighted that spermidine has the ability to trigger the important process of dissolving amyloid-beta plaques by autophagy. They also confirmed that nutritional intervention with the natural polyamine spermidine can prevent memory loss in aging model organisms. This multicentric double-blind preliminary study focused on the effect of oral spermidine supplementation on older adults’ cognitive performance. Memory tests were carried out on 85 subjects aged between 60 and 96 years in 6 nursing homes in Styria. Blood samples were taken for the determination of spermidine concentration and measurement of metabolic parameters. The results demonstrated a clear correlation between the intake of spermidine and the improvement in cognitive performance in subjects with mild and moderate dementia in the group treated with the higher spermidine dosage. The most substantial improvement in test performance was found in the group of subjects with mild dementia with an increase of 2.23 points (p = 0.026) in the mini mental state examination (MMSE) and 1.99 (p = 0.47) in phonematic fluidity. By comparison, the group which had a lower spermidine intake showed consistent or declining cognitive performance.

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Section: Introductionmentioning

confidence: 99%

The positive effect of spermidine in older adults suffering from dementia

Pekar

Bruckner

Pauschenwein-Frantsich

et al. 2020

Wien Klin Wochenschr

View full text Add to dashboard Cite

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“…Heteroscedasticity and Autocorrelation Consistent (HAC) robust standard errors were applied (Newey & West, 1987). Macroeconomic indicators are introduced as dummy variable D into the regression equations according to their presence (1) or absence (0) at the exact time t. For the derivation of the regression model the basic equations follow (Auer & Rottman, 2015;Geyer, 2019):…”

Section: Simple Autoregressive Ols-regression Modelmentioning

confidence: 99%

“…is the regression coefficient. All t-statistics are based on robust HAC standard errors, asymptotic normality of large data sets following the central limit theorem is assumed (Auer & Rottman, 2015;Geyer, 2019).…”

Section: Simple Autoregressive Ols-regression Modelmentioning

confidence: 99%

The relationship between European Brent crude oil price development and US macroeconomy

Faseli

2020

IJRBS

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Abnormal volatility has a damaging effect on the macroeconomy and is seen as a measure of risk in asset and commodity markets. This investigation had the aim to analyze the supposed transatlantic volatility inducing effect of the most prominent scheduled macroeconomic news announcements from the United States (US) on Brent Blend crude oil price intraday volatility over a period of seven years from 2012 to 2018. The objective was to generate a ranking list of scheduled US macroeconomic news that forecast high intraday volatility episodes at precise points in time. A total of 38 US news was analyzed using a data mining workflow. Data modeling was conducted using a simple ordinary least squares regression model and performed with programming language Python. A one hour window of rolling standard deviation based on one minute high-frequency closing prices were applied. As a result, 20 scheduled US macroeconomic news was successfully identified to significantly impact Brent crude oil price volatility. The model strongly supports the forecast of high price fluctuations and provides an opportunity for market players to adjust their risk management strategies right in time.

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“…Macroeconomic news announcements are introduced as dummy variable D at the precise time t into the regression equations according to their presence (1) or absence (0). The basic equations for the derivation of the regression model follow (Auer & Rottman, 2015;Geyer, 2008): Simple linear regression model is defined in Equation (1):…”

Section: Autoregressive Ols-regression Modelmentioning

confidence: 99%

“…Vt denotes volatility, indicated by the WTI one-hour window rolling standard deviation, β0 indicates the intercept and ϵt is the error term at time t. All t-stat values are based on HAC standard errors. Asymptotic normality of large data sets is assumed following (Auer & Rottman, 2015;Geyer, 2008).…”

Section: Autoregressive Ols-regression Modelmentioning

confidence: 99%

Ranking of US macroeconomic news impacting WTI crude oil volatility risk

Faseli

2019

IJRBS

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This study had the purpose to investigate the impact of 38 scheduled major United States (US) macroeconomic news on WTI crude oil intraday volatility for the period 2012-2018. It was the aim to provide a news ranking that indicates upcoming high volatility episodes at a specific point in time. The West Texas Intermediate (WTI) light crude oil represents a benchmark since it has a signal effect on market players. High crude oil price volatility is a measure of risk and known to increase inflation, to affect producers, consumers, and investors and to destabilize economic growth. In this research approach one-minute high-frequency bid close prices provided the basis for a 1h window rolling standard deviation. Data modeling was performed using simple and multiple robust ordinary least squares (OLS) regression performed with programming language Python. The model successfully identified 21 significant news announcements in both, the simple and multiple regression models, however, simple OLS-regression appears to be more sensitive. It also provided a ranking of US news impacting WTI volatility risk. The results support the prediction of approaching high price volatility and thus, display an opportunity for market participants and decision-makers to minimize risk.

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Statistik und Ökonometrie für Wirtschaftswissenschaftler

Abstract: Die Deutsche Nationalbibliothek verzeichnet diese Publikation in der Deutschen Nationalbibliografi e; detaillierte bibliografi sche Daten sind im Internet über http://dnb.d-nb.de abrufb ar.

Cited by 15 publications

References 0 publications

The positive effect of spermidine in older adults suffering from dementia

The positive effect of spermidine in older adults suffering from dementia

The relationship between European Brent crude oil price development and US macroeconomy

Ranking of US macroeconomic news impacting WTI crude oil volatility risk

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