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Electricity consumption and economic growth: exploring panel-specific differences

Karanfil, Fatih; Li, Yuanjing - Institut de Préparation à l'Administration et à la … - 2014

In this paper, we examine the long-- and short--run dynamics between

Persistent link: https://www.econbiz.de/10010782088

Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from a Developing Country

Cuong, Nguyen Viet - Institut de Préparation à l'Administration et à la … - 2014

Urbanization and poverty have a two-way relationship. Using fixed-effects regression and panel data from household … surveys, we estimate the effect of urbanization on income and consumption expenditure of rural households in Vietnam. Then we … propose a simple estimate method to estimate the effect of urbanization on rural poverty. It is found that a one percent …

Persistent link: https://www.econbiz.de/10010754816

Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models

Bekiros, Stelios D.; Paccagnini, Alessia - Institut de Préparation à l'Administration et à la … - 2014

Micro-founded dynamic stochastic general equilibrium (DSGE) models appear to be particularly suited for evaluating the consequences of alternative macroeconomic policies. Recently, increasing efforts have been undertaken by policymakers to use these models for forecasting, although this proved...

Persistent link: https://www.econbiz.de/10010796407

Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices

Bunn, Derek; Chevallier, Julien; Pen, Yannick Le; … - Institut de Préparation à l'Administration et à la … - 2014

As both speculative and hedging ﬁnancial ﬂows into commodity futures are expected to link commodity price formation more strongly to equity indices, we investigate whether these processes also create increased correlation amongst the commodities themselves. Considering U.S. oil and gas...

Persistent link: https://www.econbiz.de/10010796417

Further evidence on the determinants of regional stock market integration in Latin America

Guesmi, Khaled; Nguyen, Duc Khuong; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014

This paper employs a conditional version of the International Capital Asset Pricing Model (ICAPM) to investigate the determinants of regional integration of stock markets in the Latin America over the period 1996-2008. This model allows for three sources of time-varying risks: common regional...

Persistent link: https://www.econbiz.de/10010796419

Regional Stock Market Integration in Singapore: A Multivariate Analysis

TEULON, Frédéric; GUESMI, Khaled; MANKAI, Selim - Institut de Préparation à l'Administration et à la … - 2014

This paper evaluates the time-varying integration of the Singapore stock market in the ASEAN-5 region based on

Persistent link: https://www.econbiz.de/10010799068

Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia

GUESMI, Khaled; ABID, Ilyes; KAABIA, Olfa - Institut de Préparation à l'Administration et à la … - 2014

This paper tests the time-varying degree of South Asian market integration using a conditional version of the International Capital Asset Pricing Model ICAPM, and applying a GDC-GARCH. The use of the GDC-GARCH technique allows us to, first, describe the timevarying stochastic conditional...

Persistent link: https://www.econbiz.de/10010799074

Greece’s Stock Market Integration with Southeast Europe

Guesmi, Khaled; Ftiti, Zied; Abid, Ilyes - Institut de Préparation à l'Administration et à la … - 2014

This paper analyzes the time-varying integration of the Greek stock market from a regional

Persistent link: https://www.econbiz.de/10010799084

The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach

Guesmi, Khaled; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014

Over recent years, several emerging market regions have actively taken part in globalisation movements and world market integration. However, the financial integration processes appear to vary over time, and differ considerably from one region to another. This paper investigates intraregional...

Persistent link: https://www.econbiz.de/10010757655

L’intégration financière des marchés d’actions émergents : une analyse au niveau régional

Guesmi, Khaled; Nguyen, Duc Khuong - Institut de Préparation à l'Administration et à la … - 2014

This paper attempts to evaluate the time-varying integration of emerging markets from a regional perspective, by using a conditional version of the international capital asset pricing model (ICAPM) allowing for dynamic changes in the degree of market integration, global market risk premium,...

Persistent link: https://www.econbiz.de/10010757659