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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

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

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

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

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

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

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

Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?

Brissimis, Sophocles N.; Garganas, Eugenie N.; Hall, … - Volkswirtschaftliche Fakultät, … - 2012

restrictions and the subsequent impressive boom of consumer loans. We use multivariate cointegration techniques to estimate a …

Persistent link: https://www.econbiz.de/10011107752

The bilateral trade balance of the EU in the presence of structural breaks

Ketenci, Natalya - Volkswirtschaftliche Fakultät, … - 2014

presence of structural breaks in series. In order to test the cointegration relationships of series, three different … cointegration techniques were applied to the data. First, the Gregory and Hansen (1996) cointegration test was applied, which allows … for one structural shift; then, for cases where two breaks were detected, the Hatemi-J (2008) cointegration test was …

Persistent link: https://www.econbiz.de/10011108007

The Feldstein –Horioka Puzzle and structural breaks: Evidence from the largest countries of Asia.

Ketenci, Natalya - Volkswirtschaftliche Fakultät, … - 2014

The purpose of this paper is to investigate the level of capital mobility in the largest economies of Asia by testing the Feldstein-Horioka puzzle. Panel estimations using quarterly data for the period from 1995 to 2011 have been made for the seven largest economies of Asia, specifically Russia,...

Persistent link: https://www.econbiz.de/10011110580