Showing 1 - 10 of 81,294
Persistent link: https://www.econbiz.de/10013350452
set of the cointegration models to examine their macroeconomic determinants. Design/methodology/approach Linear and … in weaker evidence for cointegration of all variables in certain sectors. Research limitations/implications This study …
Persistent link: https://www.econbiz.de/10014552926
This study investigates the determinants of the trade balance in West African and Monetary Union (WAEMU) over the period 1975-2017. We employ the Mean Group (MG) estimator along with the grouped mean version of Dynamic OLS (DOLS) and Fully Modified OLS (FMOLS) to deal with both endogeneity and...
Persistent link: https://www.econbiz.de/10013184391
estimations are based on the European Union (EU) 28 countries panel data over the period of 1998-2018, using the OLS method of …
Persistent link: https://www.econbiz.de/10012295764
Persistent link: https://www.econbiz.de/10012795244
This study examines the J-Curve phenomenon of a developing country for the case of Ghana and its major trade partners: Switzerland (Swiss) and China. Using quarterly bilateral data from Q1-1995 to Q4-2018 to investigate the impact of currency depreciation on the bilateral trade balance in the...
Persistent link: https://www.econbiz.de/10013461417
Persistent link: https://www.econbiz.de/10011579277
following the classical approach based on I(0) stationarity or I(1) cointegrating relationships, we use fractional integration/cointegration … three variables are I(1). But we only find cointegration in the presence of autocorrelated disturbances, which means that … opposed to classical cointegration, which implies long memory and slow reversion to equilibrium. This suggests that an …
Persistent link: https://www.econbiz.de/10009614880
This article is concerned with the dynamic behaviour of UK unemployment. However, instead of using traditional approaches based on I(0) stationary or I(1) (integrated and/or cointegrated) models, we use the fractional integration framework. In doing so, we allow for a more careful study of the...
Persistent link: https://www.econbiz.de/10009582384
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