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cointegrated VAR (CVAR) framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating …
Persistent link: https://www.econbiz.de/10010821130
in a context of dollarization. In this study, a model shedding light on the determinants of inflation in the case of … research reveal the impact on inflation of the exchange rate variations and a measure of the excess of broad money. Then … adoption of these two strategies by Vietnamese authorities may be a significant explanation of their ability to fight inflation. …
Persistent link: https://www.econbiz.de/10008836509
environmental disclosure regulations (i.e. France and the UK) report more on environmental issues than do firms domiciled in …
Persistent link: https://www.econbiz.de/10009393791
defensive response to the US and Japanese lead in Information Technologies (IT). Esprit was driven by the belief that intra … within. This paper aims to investigate the personal networks of UK main contractors in Esprit and IST programs with regard to …
Persistent link: https://www.econbiz.de/10010549115
complementarities and substitutes between these forms of innovation. Drawing from a large pooled sample of French and UK manufacturing …
Persistent link: https://www.econbiz.de/10010821492
defensive response to the US and Japanese lead in Information Technologies (IT). Esprit was driven by the belief that intra … within. This paper aims to investigate the personal networks of UK main contractors in Esprit and IST programs with regard to …
Persistent link: https://www.econbiz.de/10008796077
Venezuela, for the period 1951-2011. By relying on cointegration techniques and applying Bernard and Durlauf's (1995) stochastic …
Persistent link: https://www.econbiz.de/10010933150
We analyze, in a unified theoretical framework, the two main models for equilibrium exchange rate, namely, the BEER and the FEER approaches. In order to understand the interactions between them, we study in detail the temporal links between these two measures. Our results show that, in average,...
Persistent link: https://www.econbiz.de/10009645460
Westerlund and Edgerton (2007). This exercise allow us to cover a wide set of single-equation cointegration estimators. Monte …The aim of this paper is to study the performance of residual-based tests for cointegration in the presence of multiple …
Persistent link: https://www.econbiz.de/10010738963
classical co-integration methods and causality tests are based on OLS regresses. However the linear functional specification is …, significantly, have a better ability to identify long run co-integration and causal relationships than ordinary linear ones …
Persistent link: https://www.econbiz.de/10009151635