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Time-series dynamics of Baltic trade flows : structural breaks, regime shifts, and exchange-rate volatility

Hegerty, Scott W. - In: Journal of economics & management 44 (2022) 1, pp. 96-118

countries of Finland, Sweden, and Norway, as well as Poland, Russia, and the United States and country groupings such as the CIS …, and Lithuania-Poland have more breaks than do other partners (such as Estonia- -Poland). Structural breaks in real …

Persistent link: https://www.econbiz.de/10014324856

Poland-USA sectoral trade balances : regime shifts and the nonlinear impact of currency fluctuations

Pruchnicka-Grabias, Izabela; Piekunko-Mantiuk, Iwona; … - In: Central European Management Journal 32 (2023) 1, pp. 116-133

study examines Poland's trade balances in ten Standard International Trade Classification (SITC) sectors versus the United … 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

Price and income elasticity of Australian retail finance : an autoregressive distributed lag (ARDL) approach

Higgs, Helen; Worthington, Andrew Charles - In: Australasian accounting business and finance journal : AABF 8 (2014) 1, pp. 114-126

Persistent link: https://www.econbiz.de/10010520036

Integration of stock markets using autoregressive distributed lag bounds test approach

Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64

Persistent link: https://www.econbiz.de/10012798071

Dynamic econometrics in action: a biography of David F. Hendry

Ericsson, Neil R. - 2021

Persistent link: https://www.econbiz.de/10012589414

Modelling nonlinearities in cointegration relationships

Schweikert, Karsten - 2017

Persistent link: https://www.econbiz.de/10012795244

Financial time series: methods and models

Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3

The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...

Persistent link: https://www.econbiz.de/10012304649

Is there a stable long-run relationship between unemployment and productivity?

Jalles, João Tovar - In: Comparative economic research : Central and Eastern Europe 18 (2015) 2, pp. 57-75

This paper assesses whether productivity and unemployment have a stable long-run relationship. We explore a panel of 19 OECD countries between 1970 and 2012 and rely on recently developed time series econometric methods. Our findings suggest that unemployment and productivity are non-stationary...

Persistent link: https://www.econbiz.de/10011862509

A conversation with Katarina Juselius

Jusélius, Katarina (interviewee); … - In: Econometrics : open access journal 10 (2022) 2, pp. 1-21

This article was prepared for the Special Issue "Celebrated Econometricians: Katarina Juselius and Søren Johansen" of Econometrics. It is based on material recorded on 30-31 October 2018 in Copenhagen. It explores Katarina Juselius’ research, and discusses inter alia the following issues:...

Persistent link: https://www.econbiz.de/10013355175

The evolution of commodity trios prices and causality equation : in structural break perspective

Pala, Aynur - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 335-340

Persistent link: https://www.econbiz.de/10014496302

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