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Money demand stability: A case study of Nigeria
Kumar, Saten; Webber, Don J.; Fargher, Scott - Volkswirtschaftliche Fakultät, … - 2010
This paper presents an empirical investigation into the level and stability of money demand (M1) in Nigeria between 1960 and 2008. In addition to estimating the canonical specification, alternative specifications are presented that include additional variables to proxy for the cost of holding...
Persistent link: https://www.econbiz.de/10008684880
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Trend Extraction From Time Series With Structural Breaks and Missing Observations
Schlicht, Ekkehart - Volkswirtschaftliche Fakultät, … - 2008
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. Practical problems arise, however, if the time series contains structural breaks (as produced by German unification for German time series, for instance),...
Persistent link: https://www.econbiz.de/10005649812
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Are South East Europe stock markets integrated with regional and global stock markets?
Guidi, Francesco; Ugur, Mehmet - Volkswirtschaftliche Fakultät, … - 2012
This paper analyses whether stock markets of South East Europe (SEE) have become more integrated with regional and global stock markets during 2000s. Using a variety of co integration methodologies we show that SEE stock markets have no long-run relationship with their mature counterparts. This...
Persistent link: https://www.econbiz.de/10011109681
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Trend Extraction From Time Series With Structural Breaks
Schlicht, Ekkehart - Volkswirtschaftliche Fakultät, … - 2007
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. A practical problem arises, however, when the time series contains structural breaks (such as produced by German unification for German time series, for...
Persistent link: https://www.econbiz.de/10005187327
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A Dynamic Econometric Study of Suicides in Turkey
Altinanahtar, Alper; Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2009
to cointegration testing procedure is employed to obtain the short-run and long-run elasticities of suicides with respect …
Persistent link: https://www.econbiz.de/10005025730
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Wagner's law and Italian disaggregated public spending: some empirical evidences
Magazzino, Cosimo - Volkswirtschaftliche Fakultät, … - 2010
income, for grants on production, and for public investments). We found a cointegration relationship for three out of five …
Persistent link: https://www.econbiz.de/10008694030
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The nexus between public expenditure and inflation in the Mediterranean countries
Magazzino, Cosimo - Volkswirtschaftliche Fakultät, … - 2011
The aim of this article is to assess the empirical evidence of the nexus between public expenditure and inflation for the Mediterranean countries during the period 1970-2009, using a time-series approach. After a brief introduction, a concise survey of the economic literature on this issue is...
Persistent link: https://www.econbiz.de/10008804692
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The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies
Mutu, Simona; Breşfelean, Vasile Paul; Göndör, Mihaela - Volkswirtschaftliche Fakultät, … - 2011
cointegration analysis and proposing some Vector Autoregressive models. Finally, we asses the cointegration between the interbank …
Persistent link: https://www.econbiz.de/10011258912
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Australasian money demand stability: Application of structural break tests
Kumar, Saten; Webber, Don J. - Volkswirtschaftliche Fakultät, … - 2010
Estimates of the demand for money provide important foundations for monetary policy setting but if the estimation …
Persistent link: https://www.econbiz.de/10008765926
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The Feldstein –Horioka Puzzle and structural breaks: evidence from EU members.
Ketenci, Natalya - Volkswirtschaftliche Fakultät, … - 2010
cointegration relationships between investment and saving flows of European Union members were tested. Three different cointegration … techniques were applied to the data. Firstly, the Johansen (1988) cointegration approach was used for the case of no … cointegration shifts, then the Gregory and Hansen (1996) cointegration test was applied, which allows for one structural shift …
Persistent link: https://www.econbiz.de/10008684887