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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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Causas y consecuencias de la evolución reciente del precio del petróleo
Ruiz, Juan - Volkswirtschaftliche Fakultät, … - 2004
estimation of the effect of a further increase in the price of oil over growth and inflation for the main industrial economies. …
Persistent link: https://www.econbiz.de/10005617155
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Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
Bušs, Ginters - Volkswirtschaftliche Fakultät, … - 2009
Bayesian inference requires an analyst to set priors. Setting the right prior is crucial for precise forecasts. This paper analyzes how optimal prior changes when an economy is hit by a recession. For this task, an autoregressive distributed lag (ADL) model is chosen. The results show that a...
Persistent link: https://www.econbiz.de/10005103392
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Data-based priors for vector autoregressions with drifting coefficients
Korobilis, Dimitris - Volkswirtschaftliche Fakultät, … - 2014
This paper proposes full-Bayes priors for time-varying parameter vector autoregressions (TVP-VARs) which are more robust and objective than existing choices proposed in the literature. We formulate the priors in a way that they allow for straightforward posterior computation, they require...
Persistent link: https://www.econbiz.de/10011109841
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Oil price shocks and GCC capital markets: who drives whom?
Rizvi, Aun; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
. GCC is home to 45% of the proven oil reserves and contributes nearly 35% of the world oil exports annually. With such … heavy reliance of the world on GCC for its oil produce, and the GCC’s economic reliance on Oil and Gas exports, the matter … of world oil price shocks and its transmission to other areas of economy is of immense importance to the GCC economies …
Persistent link: https://www.econbiz.de/10011110848
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Factors Determining FDI in Nigeria: Role of Emerging Economies
Dinda, Soumyananda - Volkswirtschaftliche Fakultät, … - 2012
This paper investigates the determinants of FDI in Nigeria, which is poor in terms of income but rich in natural resources. This study is an extension of our earlier work (Dinda 2012). Incorporating emerging trade partners of Nigeria in VECM this paper re-examine the factors determining FDI...
Persistent link: https://www.econbiz.de/10011107412
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Oil price volatility and real effective exchange rate: the case of Thailand
Jiranyakul, Komain - Volkswirtschaftliche Fakultät, … - 2014
The main objective of this study is to directly examine the relation between real oil price and real effective exchange rate in Thailand during July 1997 to December 2013. Under the floating exchange rate regime, bilateral exchange rates are expected to fluctuate more than under the fixed...
Persistent link: https://www.econbiz.de/10011108738
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Use of Aggregate Emission Reduction Cost Functions in Designing Optimal Regional SO2 Abatement Strategies
Mariam, Yohannes; Barre, Mike; Molburg, John - Volkswirtschaftliche Fakultät, … - 1997
plants within a region. The emissions inventories (GECOT and AIRS for the USA and RDIS for Canada) were used as the major … 2010. Future work will investigate interregional trading, especially between the bordering states of the USA and provinces …
Persistent link: https://www.econbiz.de/10005619711
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Industrial development, agricultural growth, urbanization and environmental Kuznets curve in Pakistan
Muhammad, Anees; Ishfaq, Ahmed - Volkswirtschaftliche Fakultät, … - 2011
The debate of environmental issues and their analysis is of vital interest for economic policies. Institutions are engaged in identifying and estimating the extent of environmental impact of determinants controllable via policy measures. Annual data from the on Carbon Dioxide emission, economic...
Persistent link: https://www.econbiz.de/10009294951
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Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
Fantazzini, Dean - Volkswirtschaftliche Fakultät, … - 2014
This double-issue contains 11 papers invited for the first special issue on “Computational methods for Russian economic and financial modelling”. It was an attempt to explore and bring together practical, state-of-the-art applications of computational techniques with a particular focus on...
Persistent link: https://www.econbiz.de/10011114387