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ON THE ROLE OF WAGES IN THE UKRAINIAN TRANSITION PROCESS : AN EMPIRICAL INVESTIGATION
Fazio, Gioacchino; Hueber, Olivier - EconWPA - 2004
cointegration test, we assert that between January 1992 and November 1995, the Ukraine was faced with a complex monetary regime in …
Persistent link: https://www.econbiz.de/10005407979
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Cointegration in Frequency Domain
Levy, Daniel - EconWPA - 2004
Existence of a cointegration relationship between two time series in the time domain imposes restrictions on the series …
Persistent link: https://www.econbiz.de/10005556273
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Assessing Forecast Performance in a VEC Model: An Empirical Examination
Bragoudakis, Zacharias - EconWPA - 2005
This paper is an exercise in applied macroeconomic forecasting. We examine the forecasting power of a vector error-correction model (VECM) that is anchored by a long-run equilibrium relationship between Greek national income and productive public expenditure as suggested by the economic theory....
Persistent link: https://www.econbiz.de/10005556281
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Testing Cointegration Rank in Large Systems
Pu, Chen; Chihying, Hsiao - EconWPA - 2005
In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration … distribution and nuisance parameters in testing for cointegration rank without an explicitly formulated structural model. The … cointegration rank in large scale models, where the standard procedures hits already its limit. Especially for the cases of few …
Persistent link: https://www.econbiz.de/10005556351
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Estimating Short and Long Run Relationships: A Guide to the Applied Economist
Rao, Bhaskara - EconWPA - 2005
Many applied economists face problems in selecting an appropriate technique to estimate short and long run relationships with the time series methods. This paper reviews three alternative approaches viz., general to specific (GETS), vector autoregressions (VAR) and the vector error correction...
Persistent link: https://www.econbiz.de/10005556358
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DEMAND PULL AND SUPPLY PUSH IN PORTUGUESE CABLE TELEVISION
Leitão, João - EconWPA - 2004
In this paper a Vector Autoregressive Model is applied to the most representative Portuguese cable television operators, in order to obtain a dynamic analysis of the interactivity established between the supply and the demand of network services, through the strategy of vertical integration of...
Persistent link: https://www.econbiz.de/10005556388
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The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation
Ilmolelian, Peter - EconWPA - 2005
This is an exploratory study that attempts to identify and provide empirical evidence on the possible determinants of the market capitalisation of the Harare Stock Exchange (HSE) with the view of understanding the development prospects of the HSE and other similar markets. The study used...
Persistent link: https://www.econbiz.de/10005119105
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Subsampling Cointegration Ranks in Large Systems
Pu, Chen; Chihying, Hsiao - EconWPA - 2005
In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration … distribution and nuisance parameters in testing for cointegration rank without an explicitly formulated structural model. The … cointegration rank in large scale models, where the standard procedures hits already its limit. For empirical relevant cases our …
Persistent link: https://www.econbiz.de/10005119151
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Assessing Forecast Performance in a VEC Model: An Empirical Examination
Zacharias, Bragoudakis - EconWPA - 2005
ability of the model to forecast not only one-period ahead but also many periods into the future. Keywords: Cointegration …
Persistent link: https://www.econbiz.de/10005119198