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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,...
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We derive a framework for asymptotically valid inference in stable vector autoregressive (VAR) models with conditional … heteroskedasticity of unknown form. We prove a joint central limit theorem for the VAR slope parameter and innovation covariance … parameter estimators and address bootstrap inference as well. Our results are important for correct inference on VAR statistics …
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The notion of the 'holy poor' ceased to figure significantly in the literature of most developed countries after World War II but continues to resonate in countries where poverty is widespread and the Church has grown. This paper explores 1. the origins of the 'holy poor' in the Hebrew Bible,...
Persistent link: https://www.econbiz.de/10012261845
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