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using VAR, Granger causality, variance decomposition (VD) and impulse response function (IRF) are examined. Mixture of … Distributions Hypothesis (MDH), which tests the GARCH vs. Volume effect, is also studied between the conditional volatility and …
Persistent link: https://www.econbiz.de/10008543098
The article exposes the shortcomings of China’s stock markets and examines the failed attempts by the government to introduce meaningful stock-market reform. China has largely avoided major policy blunders in its 25 years of economic reforms.The reform of the stock market, however, has...
Persistent link: https://www.econbiz.de/10009250367
Newly-available Indian panel data is used to estimate how the returns to planting-stage investments vary by rainfall realizations. [BREAD Working Paper No. 392]. URL:[http://ipl.econ.duke.edu/bread/papers/working/392.pdf].
Persistent link: https://www.econbiz.de/10010945552
Use of Macroeconometric models has by now assumed a measure of universality as an unavoidable aid to forecasting and …
Persistent link: https://www.econbiz.de/10005487782
This paper lays a new road map with (a) technology forecasting capabilities, (b) technology acquisition with strategic …
Persistent link: https://www.econbiz.de/10005699218
This paper is an attempt to revisit the pioneering work of Riazuddin and Khan (2002). A complete business cycle has been elapsed (2002-2010) since their study, so there is need to review the results with additional information. This revisited attempt, based on a theoretically specified...
Persistent link: https://www.econbiz.de/10009321494
energy demand analysis and forecasting based on time series regression, on three grounds. (i) As these studies did not care …
Persistent link: https://www.econbiz.de/10008671985
markets; iii) and if Indian economy is affected by a shock in the world capital markets. VAR is constructed and impulse …
Persistent link: https://www.econbiz.de/10005487796
The study uses co-integration and vector auto-regression (VAR) techniques to identify the determinants of income … affects VM negatively. The VAR estimates show that two variables, real GDP growth and financial development, jointly account … authorities to take into account both stages of economic and financial development in forecasting VM for designing effective …
Persistent link: https://www.econbiz.de/10004980013
fundamental economic variables by decomposing a structural VAR vested with appropriate restrictions consistent with open economy …
Persistent link: https://www.econbiz.de/10005341737