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HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA

Mnatsakanyan, Hakob; Kanas, Angelos; Rafayelov, Zohrak - EconWPA - 2004

Persistent link: https://www.econbiz.de/10005407976

A COINTEGRATION AND ERROR CORRECTION APPROACH TO DEMAND FOR MONEY IN FIJI: 1971-2002

Rao, B Bhaskara; Singh, Rup - EconWPA - 2005

adequately captured by the cointegration and error- correction models. Income and interest rate elasticities are found to be …

Persistent link: https://www.econbiz.de/10005126361

ON THE ROLE OF WAGES IN THE UKRAINIAN TRANSITION PROCESS : AN EMPIRICAL INVESTIGATION

Fazio, Gioacchino; Hueber, Olivier - EconWPA - 2004

cointegration test, we assert that between January 1992 and November 1995, the Ukraine was faced with a complex monetary regime in …

Persistent link: https://www.econbiz.de/10005407979

Demand for Money in India: 1953-2003

Rao, B Bhaskara; Rup, Singh - EconWPA - 2005

The demand for money, especially in the developing countries, is an important relationship for formulating appropriate monetary policy and targeting monetary variables. In this paper we estimate the demand for narrow money in India and evaluate its robustness. It is found that there is a stable...

Persistent link: https://www.econbiz.de/10005412833

Estimating Short and Long Run Relationships: A Guide to the Applied Economist

Rao, Bhaskara - EconWPA - 2005

Many applied economists face problems in selecting an appropriate technique to estimate short and long run relationships with the time series methods. This paper reviews three alternative approaches viz., general to specific (GETS), vector autoregressions (VAR) and the vector error correction...

Persistent link: https://www.econbiz.de/10005556358

The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation

Ilmolelian, Peter - EconWPA - 2005

This is an exploratory study that attempts to identify and provide empirical evidence on the possible determinants of the market capitalisation of the Harare Stock Exchange (HSE) with the view of understanding the development prospects of the HSE and other similar markets. The study used...

Persistent link: https://www.econbiz.de/10005119105

Subsampling Cointegration Ranks in Large Systems

Pu, Chen; Chihying, Hsiao - EconWPA - 2005

In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration … distribution and nuisance parameters in testing for cointegration rank without an explicitly formulated structural model. The … cointegration rank in large scale models, where the standard procedures hits already its limit. For empirical relevant cases our …

Persistent link: https://www.econbiz.de/10005119151

Assessing Forecast Performance in a VEC Model: An Empirical Examination

Zacharias, Bragoudakis - EconWPA - 2005

ability of the model to forecast not only one-period ahead but also many periods into the future. Keywords: Cointegration …

Persistent link: https://www.econbiz.de/10005119198

Wavelets in Econometrics: An Application to Outlier Testing

Greenblatt, Seth A. - EconWPA - 1994

In recent years, wavelets have become widely used in physics, engineering, and mathematics. They have been used for signal processing, image processing, numerical computation, and data compression. Wavelets have not, however, been used very much in the fields of Economics, Econometrics, and...

Persistent link: https://www.econbiz.de/10005124893

Markov Chain Monte Carlo Simulation Methods in Econometrics

Chib, Siddhartha; Greenberg, Edward - EconWPA - 1994

We present several Markov chain Monte Carlo simulation methods that have been widely used in recent years in econometrics and statistics. Among these is the Gibbs sampler, which has been of particular interest to econometricians. Although the paper summarizes some of the relevant theoretical...

Persistent link: https://www.econbiz.de/10005124895

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