Showing 1 - 10 of 487
-GLS and PP unit root tests which indicated that the series are I(1). We find a cointegration relationship between government …
Persistent link: https://www.econbiz.de/10011111149
using al cointegration tests in the case of Euro Area. This paper examines the causal relationship between output gap …
Persistent link: https://www.econbiz.de/10011114139
This paper tries to evaluate the situation of the fiscal revenues in Romania in the context of economic and financial crisis, because the fiscal revenues are the major source of financing the public expenditure. The evolution of the level of fiscal revenue is very important because maintain the...
Persistent link: https://www.econbiz.de/10008583588
The paper investigates the degree of exchange rate pass-through to import and consumer prices in Nigeria between 1986Q1 and 2007Q4 on the basis of vector error correction methodology. Results reveal that exchange rate pass-through in Nigeria is low, slightly higher in the import than in the...
Persistent link: https://www.econbiz.de/10008642708
The advent of rising immigration has spurred research into a number of important issues insofar as the indigenous labor market is concerned. Some of these issues regarding the nature of the effect on native workers have been studied extensively. Others, like the interrelationships among...
Persistent link: https://www.econbiz.de/10005260046
We estimate a Vector Error Correction Model to explore the long run and short run linkages between the world crude oil price and economic activity in Ghana for the period 1970:1 to 2006:4. The results point out that there is a long run relationship between the variables under consideration. We...
Persistent link: https://www.econbiz.de/10005260201
This paper examines how some factors affect the greenhouse effect of fifteen countries in European Union with fixed and random effects, while we also investigate the case of the Arch effects presentation. Finally we estimate a neural network model to examine how all the factors affect the...
Persistent link: https://www.econbiz.de/10005616950
bounds test for cointegration, Johansen and Juselius (1990) multivariate cointegration test, Granger causality …
Persistent link: https://www.econbiz.de/10011112036
This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are...
Persistent link: https://www.econbiz.de/10011113078
Employing both cointegration analysis and a variety of Granger causality tests, we examine whether the Brazilian …
Persistent link: https://www.econbiz.de/10005621378