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Farmer, Roger E A - C.E.P.R. Discussion Papers - 2000

This paper provides evidence for a low frequency relationship between unemployment, inflation and the nominal interest rate. I show that in the United States from 1959.1 to 1991.3, the unemployment rate, the inflation rate and the federal funds rate can be modelled as non stationary time series...

Persistent link: https://www.econbiz.de/10005792534

An empirical note of global shocks on African and Middle Eastern equity markets 1997â€“2004

Amoateng, Kofi A. - In: World Review of Entrepreneurship, Management and … 1 (2005) 2, pp. 155-168

Empirical evidence shows that South Africa's equity market is the safest and better global shock absorber than equity markets in Morocco, Nigeria, Egypt and Ghana. Global shocks to Zimbabwe's market are neither short-lived nor long-lived. On one hand, variance decomposition analysis identifies...

Persistent link: https://www.econbiz.de/10008564313

Phillips curve inflation and unemployment: an empirical research for Greece

Dritsaki, Chaido; Dritsaki, Melina - In: International Journal of Computational Economics and … 3 (2013) 1/2, pp. 27-42

data from 1980 until 2010. To examine the long-run relationship for the case of Greece we use the cointegration test …

Persistent link: https://www.econbiz.de/10010691734

China’s Exports and Foreign Direct Investment

Bhatt, P.R. - In: Applied Econometrics and International Development 13 (2013) 2, pp. 183-196

exports, foreign direct investment and GDP. The cointegration test result shows that there exist a long run equilibrium …

Persistent link: https://www.econbiz.de/10010693489

Foreign direct investment, growth and local financial markets: new evidence from Pakistan

Nasreen, Samia; Anwar, Sofia - In: International Journal of Economics and Business Research 7 (2014) 3, pp. 336-348

period 1973-2011. Empirical analysis is based on Johansen and Juselius cointegration technique and Toda-Yamamoto causality …

Persistent link: https://www.econbiz.de/10010760046

Bank, Market and Economic Growth

Ray, Hirak; Ray, Malay Kanti; Biswas, Joydeep - In: South Asia Economic Journal 10 (2009) 2, pp. 403-428

Does financial system of South Asian countries perform a passive role in economic growth? Can we specify any particular channel that can boost economic development more efficiently? Does the intra and interrelationship among the major segments of financial system point to any change in the...

Persistent link: https://www.econbiz.de/10010784354

Money Supply and Exchange Rate Variations in Sri Lanka in the Independent Float Regimeâ€”A Time Domain Study

Maitra, Biswajit - In: South Asia Economic Journal 11 (2010) 1, pp. 111-129

period of independent float regime in Sri Lanka had any link with the domestic money supply. The study of cointegration …

Persistent link: https://www.econbiz.de/10010784383

On Price Dynamics for Different Qualities of Coffee

Ghoshray, Atanu - In: Review of Market Integration 1 (2009) 1, pp. 103-118

to be highly integrated, contrary to the results obtained using standard cointegration methods. Further, the results …

Persistent link: https://www.econbiz.de/10010784633

Forecasting with factor-augmented error correction models

Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: International Journal of Forecasting 30 (2014) 3, pp. 589-612

-correction, cointegration and dynamic factor models, and has several conceptual advantages over the standard ECM and FAVAR models. In particular …

Persistent link: https://www.econbiz.de/10010786468

A note on cointegration of international stock market indices

Dimpfl, Thomas - In: International Review of Financial Analysis 33 (2014) C, pp. 10-16

Cointegration is frequently used to assess the degree of interdependence of financial markets. We show that if a stock … whether these indices are cointegrated. We show that while heteroscedasticity misleads cointegration tests, it is not … sufficient to explain the high correlation between stock market index returns. A common random walk component and correlated …

Persistent link: https://www.econbiz.de/10010786512