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Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
Wagatha, Matthias - Volkswirtschaftliche Fakultät, … - 2007
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005789941
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Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
Wagatha, Matthias - Volkswirtschaftliche Fakultät, … - 2007
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005622096
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Public expenditure and revenue in Italy, 1862-1993
Magazzino, Cosimo - Volkswirtschaftliche Fakultät, … - 2010
This study examines the long-run equilibrium relationship between government expenditure and revenue in Italy from 1862 … to 1993, using cointegration techniques and the direction of causality relationship in the long and short runs between …
Persistent link: https://www.econbiz.de/10008765920
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The determinants of CO2 emissions: empirical evidence from Italy
Bento, Cerdeira; Paulo, João - Volkswirtschaftliche Fakultät, … - 2014
This paper investigates major determinants of CO2 emissions in a small open economy such as Italy over the period 1960 …-2012 using Granger causality and cointegration methods to ascertain short-run and long-run relationships between emissions, trade …
Persistent link: https://www.econbiz.de/10011111375
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Energy consumption and aggregate income in Italy: cointegration and causality analysis
Magazzino, Cosimo - Volkswirtschaftliche Fakultät, … - 2011
consumption for Italy during the period 1970-2009, using a time-series approach. After a brief introduction, a survey of the …. Stationarity tests reveal that both series are non-stationary, or I(1). Moreover, we found a cointegration relationship between the … conclude that energy is a limiting factor to GDP growth in Italy. …
Persistent link: https://www.econbiz.de/10008833269
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Price convergence and market integration: evidence from Malaysia
Lee, Chin; Habibullah, Muzafar Shah - Volkswirtschaftliche Fakultät, … - 2008
The purpose of this study is to assess the markets integration within Malaysia by examine the price convergence across Peninsular Malaysia, Sabah and Sarawak. Disaggregate monthly price data for various types of goods or services in Peninsular Malaysia, Sabah and Sarawak were utilized. Levin and...
Persistent link: https://www.econbiz.de/10011108445
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City price convergence in Turkey with structural breaks
Bilgili, Faik - Volkswirtschaftliche Fakultät, … - 2011
This paper explores relative price convergence for 18 cities in Turkey. The convergence implies stationarity in the long run. Henceforth, to observe whether price convergence occurs or not, this study conducts unit root tests following Lee and Strazicich (2003) with two structural breaks in...
Persistent link: https://www.econbiz.de/10011113623
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The Periphery’s Terms of Trade in the Nineteenth Century: A Methodological Problem Revisited
Francis, Joseph A. - Volkswirtschaftliche Fakultät, … - 2014
There is a major downward bias in the trend of most existing estimates of the periphery’s nineteenth-century terms of trade. By using prices from the North Atlantic core as proxies for prices in the peripheral countries themselves, historians ignore the dramatic price convergence that took...
Persistent link: https://www.econbiz.de/10011114032
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Inflation differential in the West African Monetary Zone (WAMZ) area:Implications for unionization
Balogun, Emmanuel Dele - Volkswirtschaftliche Fakultät, … - 2009
This paper examines the determinants of inflation differentials in a panel of West African Monetary Zone (WAMZ) states vis-à-vis its set benchmark for macroeconomic convergence since 2000 to date. Using a stylized 5-country model of WAMZ area, the differences in national inflation is analyzed...
Persistent link: https://www.econbiz.de/10005787021
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Report on Policy Delivery Systems and their relations with types of governance models
Mantino, Francesco; Bolli, Martina; Fagiani, Patrizia; … - Volkswirtschaftliche Fakultät, … - 2010
This report has focused on many aspects linked to objectives of the WP3. We have tried to identify the main relations amongst the different levels of governance; we have also explored and described the delivery systems in different contexts, including those with a LEADER-like approach. The...
Persistent link: https://www.econbiz.de/10011258022