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US inflation and consumption: A long-term perspective with a level shift
Paradiso, Antonio; Casadio, Paolo; Rao, B. Bhaskara - In: Economic Modelling 29 (2012) 5, pp. 1837-1849
relationship, and 2) using inflation as an additional explanatory variable. By implementing a well structured estimation strategy …, we found that after taking the level shift into account, a cointegrating equation, including inflation, exists and is …
Persistent link: https://www.econbiz.de/10010597501
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What causes household debt to increase in South Africa?
Meniago, Christelle; Mukuddem-Petersen, Janine; … - In: Economic Modelling 33 (2013) C, pp. 482-492
The 2007–2008 US subprime mortgage crisis evolved into a financial crisis that negatively affected many economies in the world and was afterwards widely referred to as the global financial crisis. Since the beginning of this financial crisis of 2008–2009, South Africa experienced a...
Persistent link: https://www.econbiz.de/10010738002
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Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan
Naz, Farah; Mohsin, Asma; Zaman, Khalid - In: Economic Modelling 29 (2012) 6, pp. 2205-2221
VAR (SVAR) model is used to estimate the exchange rate pass‐through to inflation in Pakistan. Further, impulse response …
Persistent link: https://www.econbiz.de/10011048708
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Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis
Akanbi, Olusegun A.; Du Toit, Charlotte B. - In: Economic Modelling 28 (2011) 1, pp. 335-350
using the Engle–Granger two-step co-integration technique, capturing both the long-run and short-run dynamic properties of …
Persistent link: https://www.econbiz.de/10010577083
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Macroeconomic effects of fiscal policy changes: A case of South Africa
Akanbi, Olusegun Ayodele - In: Economic Modelling 35 (2013) C, pp. 771-785
This study develops comprehensive full-sector macro-econometric models for the South African economy with the aim of explaining and providing the macroeconomic effects of fiscal policy changes in the country. The models are applied to test the effectiveness of fiscal policy actions in an...
Persistent link: https://www.econbiz.de/10010719385
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Exchange rate pass-through to inflation in China
Jiang, Jiadan; Kim, David - In: Economic Modelling 33 (2013) C, pp. 900-912
rate movements start to influence the price inflation in China in a significant way. This paper estimates a structural …
Persistent link: https://www.econbiz.de/10010738000
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An asymmetric analysis of the relationship between oil prices and output: The case of Turkey
Çatik, A. Nazif; Önder, Özlem - In: Economic Modelling 33 (2013) C, pp. 884-892
nonlinear and exhibits an asymmetric pattern: oil price changes have a significant effect on inflation and output when the …
Persistent link: https://www.econbiz.de/10011048840
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An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
Tiwari, Aviral Kumar - In: Economic Modelling 29 (2012) 5, pp. 1571-1578
frequency domain framework. For long run relation, the Johansen and Juselius (1990) maximum likelihood approach to cointegration …
Persistent link: https://www.econbiz.de/10010597525
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Wages and prices in Europe before and after the onset of the Monetary Union
Girardi, Riccardo; Paruolo, Paolo - In: Economic Modelling 35 (2013) C, pp. 643-653
Spain, instead, we find evidence that deviations from reference values influence inflation dynamics. …
Persistent link: https://www.econbiz.de/10010719407
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A comparison of spatial error models through Monte Carlo experiments
Kato, Takafumi - In: Economic Modelling 30 (2013) C, pp. 743-753
A spatial error model is classified as a geostatistical model or a weight matrix model on the basis of the method of specification of spatial autocorrelation in the disturbance. Specification errors cannot be assumed to be absent, and the robustness of alternative specifications is useful for...
Persistent link: https://www.econbiz.de/10010608299