Showing 1 - 10 of 83
This paper presents estimates of the demand for money function and the Phillips curve using quarterly data for the Mexican economy over the period 1980--1999. These estimates are used to test restrictions on the dynamic process of the errors and cross-equation parameter restrictions suggested by...
Persistent link: https://www.econbiz.de/10009202665
ABSTRACT This paper uses a relatively new quantitative model for estimating UK banks' liquidity risk. The model is called the exposure‐based cash‐flow‐at‐risk (CFaR) model, which not only measures a bank's liquidity risk tolerance but also helps to improve liquidity risk management...
Persistent link: https://www.econbiz.de/10011005781
The paper presents estimates of export and import demand functions for fifteen industrial countries. To allow for common shocks use is made of the Seemingly Unrelated Regression Estimator (SURE). These estimates are then used to construct predictions of the growth rate consistent with balance of...
Persistent link: https://www.econbiz.de/10009207667
The professional sport broadcasting landscape has received much attention from an economic and legal perspective. While the economic and legal focus has been the predominant association with sport broadcasting, there has been little research undertaken into the breadth of delivery and...
Persistent link: https://www.econbiz.de/10009217303
The latest technological development in television and stadium advertising is virtual advertising. Virtual advertising (also referred to as virtual signage or electronic billboards) refers to real-time video insertions into television broadcasts. This involves overlaying an advertisement into a...
Persistent link: https://www.econbiz.de/10009217385
<heading format="display" id="h1" implicit="yes" level="1">Abstract</heading> This paper uses the method of structural vector autoregressions to decompose movements of real output and prices into demand and supply innovations for four Caribbean economies: Barbados, Jamaica, Trinidad and Tobago, and Guyana. The aim of the analysis is to assess if these economies...
Persistent link: https://www.econbiz.de/10008681817
Davidson et al.'s data set is used to demonstrate the existence of a significant asymmetry in the adjustment of consumption towards equilibrium. The Granger-Lee and Escribano-Pfann methods of partitioning the error correction term are compared and it is shown that the latter produces better...
Persistent link: https://www.econbiz.de/10009227235
This paper presents some simulation results for a small Structural Vector Autoregression model of the interaction between real output and prices for the UK economy. The model is estimated using quarterly data over the period 1966:2 to 1995:4. The effects of alternative identifying restrictions...
Persistent link: https://www.econbiz.de/10009227526
Knowledge management (KM) approaches have developed traditionally from the knowledge-based view (KBV), a derivative of the resource-based view (RBV). Drawing on the relational and industry structure views, this paper presents a framework for analysing knowledge management practices in the...
Persistent link: https://www.econbiz.de/10009275773
Persistent link: https://www.econbiz.de/10010715383