Narrow search
Showing 1 - 10 of 296
Cover Image
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
Cover Image
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
Cover Image
New composite indicator for the business tendency survey
Olga, Vasyechko - In: Economics Bulletin 30 (2010) 4, pp. 32-32
Short-term surveys provide precious information for economic fluctuations analysis. In short-term surveys like the Business Tendency Survey, most of the questions are qualitative and concern the evolution of different economic factors of the business activity. They provide economic information...
Persistent link: https://www.econbiz.de/10010630149
Cover Image
Investment and oil price volatility
Sharma, Susan Sunila; Narayan, Paresh Kumar - In: Economics Bulletin 32 (2012) 2, pp. 1428-1433
In this note, we consider the relationship between oil price volatility and firm returns for 560 firms listed on the New York Stock Exchange. Using daily time series data from 2000 to 2008, we find that oil price volatility increases firm returns for the majority of the firms in our sample.
Persistent link: https://www.econbiz.de/10011278529
Cover Image
Detrending and the Distributional Properties of U.S. Output Time Series
Fagiolo, Giorgio; Napoletano, Mauro; Piazza, Marco; … - In: Economics Bulletin 29 (2009) 4, pp. 3155-3161
We study the impact of alternative detrending techniques on the distributional properties of U.S. output time series. We detrend GDP and industrial production time series employing first-differencing, Hodrick-Prescott and bandpass filters. We show that the resulting distributions can be...
Persistent link: https://www.econbiz.de/10008563097
Cover Image
Gender based within-household inequality in immunization status of children: some evidence from South Asian countries
Konstantakis, Konstantinos N.; Michaelides, Panayotis G. - In: Economics Bulletin 35 (2015) 2, pp. 871-877
Using households with a pair of male-female siblings from DHS surveys, this paper estimates gender based within-household inequality in immunization status of children (aged 1-5 years) from Bangladesh, India, Nepal and Pakistan. I find substantial level of gender based within-household...
Persistent link: https://www.econbiz.de/10011249521
Cover Image
Efficiency of monetary policy under inflation targeting
Aguir, Abdelkader; Smida, Mounir - In: Economics Bulletin 35 (2015) 1, pp. 788-813
The policy of inflation targeting is a monetary regime which seeks inflation. His practice was marked by a high stability observed. A debate emerged on the effectiveness and economic performance of this regime. Many searches are interested in this issue without being able to even reach an...
Persistent link: https://www.econbiz.de/10011212872
Cover Image
Partial efficient estimation of SUR models
Qian, Hailong; Bednarek, Heather L. - In: Economics Bulletin 35 (2015) 1, pp. 338-348
In this paper, we consider efficient estimation of coefficients of interest in seemingly unrelated regressions (SUR) models. Using the GMM interpretation of the usual OLS and GLS/FGLS estimation of regression coefficients in SUR models, we derive the necessary and sufficient condition for the...
Persistent link: https://www.econbiz.de/10011199632
Cover Image
Pattern of fluctuations in the exchange rate change from fixed to floating, in Brazil, Argentina and Mexico
Silva, Marcus F. da; Pereira, Eder Johnson de Area Leão; … - In: Economics Bulletin 33 (2013) 2, pp. 1547-1555
This study evaluates the reaction of exchange market, in a macroeconomic point of view, with new information came from the change of regime from fixed to floating in local currencies in Brazil, Argentina and Mexico. So, we used the method RMS (Root Mean Square), which estimates the Hurst...
Persistent link: https://www.econbiz.de/10011207117
Cover Image
Measuring financial inclusion
Sarma, Mandira - In: Economics Bulletin 35 (2015) 1, pp. 604-611
Using a distance-based approach, this paper proposes an index of financial inclusion (IFI) – a measure of inclusiveness of a financial system that incorporates information on various dimensions of financial inclusion in a single number lying between 0 and 1. The proposed index is easy to...
Persistent link: https://www.econbiz.de/10011207125