This thesis investigates the determinants of exchange market pressure and currency crises in Turkey over the period 1989:09 and 2001:04 using three empirical methodologies: the Autoregressive Distributed Lag (ARDL) bounds testing approach to investigate the short-run and the long-run dynamics of...

This study attempts to outline the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Pakistan's inflation. A framework for ARIMA forecasting is drawn up. On the basis of in-sample and out-of-sample forecast it...

This study examines the relationship between economic growth as measured by GDP per capita and foreign direct investment for Singapore, using the methodology of Granger causality and vector auto regression (VAR). Evidence shows that there is a unidirectional Granger causation from foreign direct...

This study attempts to outline the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Pakistan's inflation. A framework for ARIMA forecasting is drawn up. On the basis of in-sample and out-of-sample forecast it...

Purpose Introducing radical changes to the methodologies for the determination of capital requirements, the final stage of the Basel III standards, which is referred to as "Basel IV" by the industry, will be a significant challenge for the global banking sector. This article reviews the main...

This study attempts to outline the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Pakistan’s inflation. A framework for ARIMA forecasting is drawn up. On the basis of in-sample and out-of-sample forecast it...

This study analyzes the Argentinean Financial Crisis of 2001 through investigating the impact of military expenditure on external debt in Argentina. For this purpose, Granger-causality testing procedure is applied on yearly data between 1971 and 2002. Strong evidence emerged that military burden...

The purpose of this article is to explore the future of the EU’s Neighbourhood Policy (ENP) in terms of its objectives. In order to do this, the reasons behind this policy tool, its structure, and the changes it brought to the EU’s relationships with its neighbours are analyzed. The article...

This article aims at revealing the effectiveness of Turkish monetary policy in controlling inflation rate and the stability of exchange rate using the rational expectation framework that incorporates the fiscal role of exchange rate. Based on quarterly data covering the period between 1983: Q4...

This article aims at investigating the nature of the causal relationship between immigration and economic development measured by GDP per capita in Norway using Granger causality test. The results on the unit root test indicate that all the series are non-stationary and are in I(1) process. The...