# Questions tagged [methodology]

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### How is the ISM's Supplier Deliveries Index calculated?

I've been trying to look for it but I cant find the answer. What they considered a delayed good? +24h? 1 week? Just good that have not been delayed on time?
76 views

### When should we use “internal consistency” test?

From a paper of Gao, Whited, and Zhang (2021), I saw a paparagraph We deviate from this traditional specification in three ways: we examine only money held by corporations, we include real GDP growth ...
• 277
54 views

### What is the relation between the trend of log and linear in accumulative data?

From this discussion, I know when to use the log, but now I am wondering how to guess the trends of log graph of accumulative data based on linear accumulative data graph? For example, this table is ...
• 277
2k views

### Why and when we should use the log variable?

Normally, I see finance papers use the real ratios but log regarding non-ratio variables. For example, some papers used log(asset) or log(1+firm age) or log GDP, but regarding the ratio, they use the ...
• 277
1 vote
79 views

### Pricing a TRS using the Projected method for the financing leg and the Accrual method for the asset leg

I've been wandering if would be possible to value a TRS I have in an unusual way. I would like use the accrual method for the asset leg, since the the asset leg is a long position in an equity and it ...
• 11
37 views

### basic econometric model on country spread methodology

I am doing some research on Germany, France and Spain on their spread. I would like to try to 'forecast' or 'explain' the the spread on sovreign debt using OLS regression on unemployment and debt ...
• 137
1 vote
290 views

### How to measure the real interest rate using the consumer price index

I am examining how investor sentiment affects the probability of stock market crises. I am using methodology similar to this paper https://ideas.repec.org/p/dij/wpfarg/1110304.html. One of the ...
• 99
1 vote
80 views

### Choosing an exchange rate in a macroeconomic panel data set

I am constructing an investor sentiment index to determine the impact of investor sentiment on stock market crises. I am following the methodology in this paper, http://121.192.176.75/repec/upload/...
• 99
2k views

### How should we select efficiently orders parameters in time series modelling?

A common way to select orders parameters (ex: to choose the number of AR terms to be included in the model ) in time series modelling is to rely on some Information Criteria (AIC, BIC, Hannan Quinn..)...
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