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Econometric Analysis of Fiscal Policy Budget Constraints in Endogenous Growth Models

Tsukuda, Yoshihiko; Miyakoshi, Tatsuyoshi - In: Economics Bulletin 30 (2010) 4, pp. 2884-2894

Kneller et al. (1999) examined the predictions of the public-policy endogenous growth models of Barro (1990) and others that suggest that unlike distortionary taxation and productive expenditures, nondistortionary taxation and nonproductive expenditures have no direct effect on the rate of...

Persistent link: https://www.econbiz.de/10008692042

Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism

Chevallier, Julien - In: Economics Bulletin 31 (2011) 4, pp. 53-53

at those with a basic understanding of time series econometrics, this book will be extremely useful for researchers and … especially those in econometrics and carbon finance. The material is also appropriate for students (advanced undergraduates, MSc …, MBA) in the field of econometrics, energy and environmental economics. Readers are supplied with hyperlinks to data and R …

Persistent link: https://www.econbiz.de/10010835907

The Impact of Oil Price Shocks on the Iranian Economy: New evidence

Ito, Katsuya - In: Economics Bulletin 32 (2012) 3, pp. 2246-2254

In a cointegrated VAR model we examined the relationship between oil price and macroeconomy in Iran, which is the third largest oil exporter in the world. The sample is quarterly data, ranging from 1994:1 to 2007:4. We find that an increase in real oil prices by 1% is associated with a 0.30%...

Persistent link: https://www.econbiz.de/10011278542

The impact of trade openness on the incomes of four South East Asian countries before and after the Asian financial crisis

Chansomphou, Vatthanamixay; Ichihashi, Masaru - In: Economics Bulletin 31 (2011) 4, pp. 2890-2902

co-integration technique with a structural break developed by Carrion-i-Silvestre and Sanso (2006) to estimate the …

Persistent link: https://www.econbiz.de/10011278637

Stock Market and Economic Growth in China

Wang, Baotai; Ajit, D. - In: Economics Bulletin 33 (2013) 1, pp. 95-103

data from 1996 to 2011 are used and the empirical investigation is conducted within the unit root and the cointegration …

Persistent link: https://www.econbiz.de/10011278683

Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test

Czudaj, Robert; Beckmann, Joscha - In: Economics Bulletin 32 (2012) 2, pp. 1695-1707

A controversial view of the evolution of commodity markets is that the engagement of speculative capital arguably introduces volatility and price movements unrelated to changes in traditional demand and supply factors. Thus, the efficiency of spot and futures markets is an important topic in...

Persistent link: https://www.econbiz.de/10011278691

Analysis of structural changes in the relationship between regional housing markets in Taiwan

Chang, Kuang-Liang - In: Economics Bulletin 32 (2012) 3, pp. 2220-2230

cointegration relationship and the long-run relation has two structural changes. One turning point occurs in the 2000Q1 and is …

Persistent link: https://www.econbiz.de/10011278715

The Nexus between Disaggregated Public Spending and GDP in the Euro Area

Magazzino, Cosimo - In: Economics Bulletin 32 (2012) 3, pp. 2560-2579

, cointegration tests reveal a long-run relationship between real per capita GDP and real spending for defence, for housing and …

Persistent link: https://www.econbiz.de/10011278750

The economic growth and electricity consumption nexus: Evidence from Mauritius

Harris, Neeliah; Prakash, Deenapanray - In: Economics Bulletin 32 (2012) 4, pp. 2930-2943

Mauritius using co-integration models applied to time series data between 1961 and 2011. The results unambiguously show that …

Persistent link: https://www.econbiz.de/10011278758

Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data

Burgess, Kieran; Rohde, Nicholas - In: Economics Bulletin 33 (2013) 1, pp. 511-518

Recent papers by Chen et al (2009, 2010) suggest that exchange rates have predictive power over future commodity price movements. We use a Vector Error-Correction model to test this hypothesis using Australian data. We find substantial evidence of in-sample forecasting power but are unable to...

Persistent link: https://www.econbiz.de/10011278792