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Stock Market Linkages in Emerging Asia-Pacific Markets
P., Srinivasan; M., Kalaivani - Volkswirtschaftliche Fakultät, … - 2013
) multivariate cointegration test, Granger causality/Block exogeneity Wald test based on VECM approach and Variance Decomposition … Analysis was employed to investigate the dynamic linkages between markets. Cointegration test confirmed a well defined long …
Persistent link: https://www.econbiz.de/10011110634
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Inflation as a function of labor force change rate: cointegration test for the USA
Kitov, Ivan; Kitov, Oleg; Dolinskaya, Svetlana - Volkswirtschaftliche Fakultät, … - 2007
obtained for the USA is characterized by A1=4.0, A2=-0.03075, and t1=2 years. It provides a root mean square forecasting error …) and has a perfect parsimony - only one predictor. The relationship is tested for cointegration. Both variables are … methods of cointegration testing are applied - the Engle-Granger one based on the unit root test of the residuals including a …
Persistent link: https://www.econbiz.de/10005836346
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Business Cycle Synchronisation in EU : A Time-Varying Approach
Degiannakis, Stavros Antonios - 2018
This paper investigates the time-varying correlation between the EU12-wide business cycle and the initial EU12 member-countries based on Scalar-BEKK and multivariate Riskmetrics model frameworks for the period 1980-2012. The paper provides evidence that changes in the business cycle...
Persistent link: https://www.econbiz.de/10012910120
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Shocking aspects of monetary integration (SVAR approach)
Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2009
One of the most challenging areas relating to the European Monetary Union (EMU) enlargement is the question of new member countries’ vulnerability to exogenous shocks related to euro adoption. Even if well prepared, and also considering the business cycles of the EMU candidate countries became...
Persistent link: https://www.econbiz.de/10005059079
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Sources of exchange rate dynamics in the European transition economies
Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2010
Exchange rates in the European transition economies are currently exposed to the exogenous shocks as a result of higher uncertainty on the foreign exchange markets related to the various kinds of world economic crisis implications. Higher vulnerability of exchange rates of these countries to the...
Persistent link: https://www.econbiz.de/10008685545
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Sources of exchange rate volatility in the european transition economies (effects of economic crisis revealed)
Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2012
Negative macroeconomic performance issues represent one of the key effects of crisis period. Due to many economic crisis related side effects countries became more vulnerable to various types of endogenous and exogenous shocks. Exchange rates of the European transition economies became much more...
Persistent link: https://www.econbiz.de/10011110095
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Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
Antonakakis, Nikolaos; Chatziantoniou, Ioannis; Filis, … - Volkswirtschaftliche Fakultät, … - 2014
In this study we examine the dynamic structural relationship between oil price shocks and stock market returns and volatility for a sample of both net oil-exporting and net oil-importing countries between 1995:09 and 2013:07. We accomplish that, by extending the Diebold and Yilmaz (2012) dynamic...
Persistent link: https://www.econbiz.de/10011112400
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Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach)
Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2009
The stable macroeconomic environment, as one of the primary objectives of the Visegrad countries in the 1990s, was partially supported by the exchange rate policy. Fixed exchange rate systems within gradually widen bands (Czech republic, Slovak republic) and crawling peg system (Hungary, Poland)...
Persistent link: https://www.econbiz.de/10005623288
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On whether foreign direct investment catalyzes economic development in Nigeria.
OKPARA, GODWIN CHIGOZIE - Volkswirtschaftliche Fakultät, … - 2012
’s Statistical Bulletin. For the assessment of this impact, the author used co-integration and error correction model to arrive at a …
Persistent link: https://www.econbiz.de/10009647379
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Economic growth, electricity consumption and foreign dependence in Italy between 1963 and 2007
Vecchione, Gaetano - Volkswirtschaftliche Fakultät, … - 2010
The energy sector is assuming an increasing importance in the global economy. As a consequence, there is a vast literature on the causal relation between energy use and others economic variables. In this paper, I investigate the relationship between electricity consumption and economic growth...
Persistent link: https://www.econbiz.de/10008727905