Showing 1 - 10 of 36
The goal of the paper is to decompose gross exports/imports to/from Germany for seven selected economies in Central and Eastern Europe (CEE): the Czech Republic, Estonia, Hungary, Lithuania, Latvia, Poland, and Slovakia for 2000 and 2014, to identify the role of German in absorbing, reflecting,...
Persistent link: https://www.econbiz.de/10012033048
Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the …
Persistent link: https://www.econbiz.de/10011474285
This study examines the nexus between foreign trade and economic growth in Nigeria using quarterly time-series data for 1981Q1 through 2010Q4. In order to fully account for feedbacks, a vector autoregressive model is utilized. The results show that there is a stable, long- run relationship...
Persistent link: https://www.econbiz.de/10011474324
This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of theimpact of Foreign … period January 1970 to December 2009. The Unit Root Test suggests that all the variables are integrated of order 1. The VAR …
Persistent link: https://www.econbiz.de/10011477457
This study investigates the effect of exchange rate movements on real output growth in Nigeria. Based on quarterly series for the period 1986 to 2010, the paper examines the possible direct and indirect relationship between exchange rates and GDP growth. The relationship is derived in two ways...
Persistent link: https://www.econbiz.de/10011477465
The study has surveyed the post-Arab Spring youth employment policies that have been adopted in Egypt, Morocco, Jordan, and Tunisia. In addition, the study examines whether and how the economic policies implemented in these countries led to high levels of youth unemployment prior to the Arab...
Persistent link: https://www.econbiz.de/10012020135
This paper uses a range of structural VARs to show that the response of US stock prices to fiscal shocks changed in 1980. Over the period 1955-1980 an expansionary spending or revenue shock was associated with modestly higher stock prices. After 1980, along with a decline in the fiscal...
Persistent link: https://www.econbiz.de/10011627039
Persistent link: https://www.econbiz.de/10011743259
This paper introduces a VAR with stochastic volatility in mean where the residuals of the volatility equations and the …
Persistent link: https://www.econbiz.de/10011812167
This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so …
Persistent link: https://www.econbiz.de/10011489949