Similar Search Results

Long-Term Trends and Short-Run Dynamics in International Stock Markets

Harissis H.; Mesomeris S.; Staikouras S. - In: European Research Studies Journal IV (2001) 3-4, pp. 103-120

relationships between market indices and their fundamentals are analysed. Cointegration appears mainly in large markets, while the …

Persistent link: https://www.econbiz.de/10008478741

An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets

Christopoulos, Apostolos G.; Papathanasiou, Spyros; … - In: European Research Studies Journal XVII (2014) 2, pp. 109-123

also as the PIIGS countries. More specifically, it is examined whether cointegration and causality relationships exists …) among these stock markets is also tested. In case of cointegration relationships between these markets it is proved that …

Persistent link: https://www.econbiz.de/10011085527

Modelling the US$/A$ Exchange Rate Using Cointegration Techniques

Karfakis, Costas; Phipps, Anthony - In: European Research Studies Journal I (1998) 1, pp. 91-108

Recent evidence indicates that Australia's real effective exchange rate, its terms of trade and a long-term real interest rate differential form a cointegrating relationship. This paper uses this evidence to analyse the nominal US$/A$ exchange rate. The US$/A$ rate is found to be cointegrated...

Persistent link: https://www.econbiz.de/10008512797

Measuring Potential Output in the Agricultural Sector: The Case of Greece

Ghatak, Subrata; Manolas, George; Vavouras, Ioannis - In: European Research Studies Journal I (1998) 3, pp. 26-40

produce medium-term projections for it. The Hodrick-Prescott filter and the "production function" approach using cointegration …

Persistent link: https://www.econbiz.de/10008512804

The Causal Relationship Between Domestic Private Consumption and Wholesale Prices: The Case of European Union

Dritsakis, Nikolaos; Adamopoulos, Antonios - In: European Research Studies Journal VII (2004) 3-4, pp. 53-64

1996:9 to 2001:7 and refer to consumer price indexes and wholesale price indexes of all products. Cointegration method is …

Persistent link: https://www.econbiz.de/10008515006

Cointegration and Granger Causality tests on Spanish and German Consumer Prices

Saiti, Anna - In: European Research Studies Journal VII (2004) 1-2, pp. 93-110

This paper employs cointegration and Granger causality tests to determine a relationship between the Spanish and the …

Persistent link: https://www.econbiz.de/10008515050

Testing Money Supply Endogeneity: The Case of Greece (1975-1998)

Panagopoulos, Yannis; Spiliotis, Aristotelis - In: European Research Studies Journal IX (2006) 1-2, pp. 85-102

The main purpose of this paper is to trace whether, for a prolonged period of time (1975-1998), money supply in Greece was endogenously or exogenously determined. In the theoretical part, we briefly report the Orthodox vis- a- vis the post Keynesian views on the issue. From the statistical...

Persistent link: https://www.econbiz.de/10008469812

An International Comparison of Long-Run Consumer Behaviour

Stewart C. - In: European Research Studies Journal IV (2001) 3-4, pp. 19-36

Using the Johansen procedure I test for cointegration between consumption, private disposable income and inflation for … 20 OECD countries over the period 1955–1994. There is evidence of cointegration for all countries. Plausible long …

Persistent link: https://www.econbiz.de/10008478722

An Empirical Growth Model for India: 1954-1994

Daly V.; Siddiki J. - In: European Research Studies Journal IV (2001) 3-4, pp. 141-154

The aim of this paper is to investigate the determinants of economic growth in India for 1954-1994. We include indicators of both financial and trade policies as determinants of real per capita income. We emphasise the complementarity of these policies and assess their joint impact. Investment...

Persistent link: https://www.econbiz.de/10008478754

Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods

Mavrakis, Emmanouil - In: European Research Studies Journal XIV (2011) 4, pp. 55-70

realization of abnormal returns. Employing cointegration analysis, reported results indicate that, examining an equally weighted …

Persistent link: https://www.econbiz.de/10010663697