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Explaining Differences in Education between Foster Children and Biological Children: a Sibling Rivalry Approach. Some Evidence from Indonesia
Marazyan, Karine - HAL - 2008
more human capital investment if there are in presence of host children than if they are not.Using data from Indonesia, we …
Persistent link: https://www.econbiz.de/10010751012
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The Exchange Rate Pass-Through in a Cointegrated VAR Model
Cheikh, Nidhaleddine Ben; Louhichi, Waël - HAL - 2013
cointegrated VAR (CVAR) framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating …
Persistent link: https://www.econbiz.de/10010821130
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Fighting Inflation Within the Dollarization Context: The Case of Vietnam
Goujon, Michaël - HAL - 2011
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
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Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model
Belkhouja, Mustapha; Mootamri, Imene; Boutahar, Mohamed - HAL - 2008
The aim of this paper is to study the dynamic evolution of inflation rate. The model is constructed by extending the …
Persistent link: https://www.econbiz.de/10008793834
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Testing for Contagion of the Subprime Financial Crisis under Asymmetric Dynamics
Selmi, Nadhem; Chihi-Bouaziz, Meriam; Hachicha, Nejib; … - HAL - 2013
Within a forward forecast test on Dynamic Conditional Correlation (DCC), we investigate the contagion of the subprime financial crisis between American, European and Asian stocks under asymmetry. In order to study this phenomenon we will follow these stages: Firstly we will use the Iterated...
Persistent link: https://www.econbiz.de/10010933789
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Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain
Million, Nicolas - HAL - 2006
Dans cet article, nous analysons le taux d'intérêt réel pour les bons du Trésor américain à trois mois par l'intermédiaire d'une représentation SETAR (Self Exciting Threshold AutoRegressive). Dans le but de distinguer la non linéarité de la non-stationnarité, nous utilisons des tests...
Persistent link: https://www.econbiz.de/10010750759
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The impact of the European Union Emission Trading Scheme on electricity generation sectors
Kirat, Djamel; Ahamada, Ibrahim - HAL - 2009
In order to comply with their commitments under the Kyoto Protocol, France and Germany participate to the European Union Emission Trading Scheme (EU ETS) which concerns predominantly electricity generation sectors. In this paper we seek to know if the EU ETS gives appropriate economic incentives...
Persistent link: https://www.econbiz.de/10010750988
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The impact of the European Union Emission Trading Scheme on electricity generation sectors
Kirat, Djamel; Ahamada, Ibrahim - HAL - 2009
In order to comply with their commitments under the Kyoto Protocol, France and Germany participate to the European Union Emission Trading Scheme (EU ETS) which concerns predominantly electricity generation sectors. In this paper we seek to know if the EU ETS gives appropriate economic incentives...
Persistent link: https://www.econbiz.de/10010738700
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A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary; Potter, Simon - HAL - 2010
Many structural break and regime-switching models have been used with macroeconomic and financial data. In this paper, we develop an extremely flexible modeling approach which can accommodate virtually any of these specifications. We build on earlier work showing the relationship between...
Persistent link: https://www.econbiz.de/10010570531
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A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary; Potter, Simon - HAL - 2010
Many structural break and regime-switching models have been used with macroeconomic and financial data. In this paper, we develop an extremely flexible modeling approach which can accommodate virtually any of these specifications. We build on earlier work showing the relationship between...
Persistent link: https://www.econbiz.de/10010821083