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Dead Man Walking: An Empirical Reassessment of the Deterrent Effect of Capital Punishment Using the Bounds Testing Approach to Cointegration
Smyth, Russell; Narayan, Paresh Kumar - Econometric Society - 2004
cointegration and error correction framework. Our findings suggest that any support for the deterrence hypothesis is sensitive to …
Persistent link: https://www.econbiz.de/10005342164
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Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, … - 2015
Based on recent evidence of fractional cointegration in commodity spot and futures markets, we investigate whether a …
Persistent link: https://www.econbiz.de/10010464770
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Economic Significance of Commodity Return Forecasts from the Fractionally Cointegrated VAR Model
Dolatabadi, Sepideh - 2017
We model and forecast commodity spot and futures prices using fractionally cointegrated vector autoregressive (FCVAR) models generalizing the well-known (non-fractional) CVAR model to accommodate fractional integration. In our empirical analysis to daily data on 17 commodity markets, the...
Persistent link: https://www.econbiz.de/10012946781
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An Econometric Analysis of the Determinants of Fertility for China, 1952-2000
Narayan, Paresh Kumar; Peng, Xiujian - In: Journal of Chinese Economic and Business Studies 4 (2006) 2, pp. 165-183
illiteracy and female labour force participation rates. The long-run results and the test for cointegration are based on the …
Persistent link: https://www.econbiz.de/10005482347
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Evidence of Wagner's law from Indian states
Narayan, Seema; Rath, Badri Narayan; Narayan, Paresh Kumar - In: Economic Modelling 29 (2012) 5, pp. 1548-1557
level of economic development. Using panel unit-root, panel-cointegration, and panel-Granger causality analysis, we unravel …
Persistent link: https://www.econbiz.de/10010597531
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Gold and Oil Futures Markets: Are Markets Efficient?
Narayan, Paresh Kumar; Narayan, Seema; Zheng, Xinwei - Deakin University, Faculty of Business and Law, School … - 2010
evidence of cointegration. This implies that: (a) investors use the gold market as a hedge against inflation, and (b) the oil …
Persistent link: https://www.econbiz.de/10008460991
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The J-Curve: Evidence from Fiji
Narayan, Paresh Kumar; Narayan, Seema - In: International Review of Applied Economics 18 (2004) 3, pp. 369-380
. Cointegration analysis is based on a recently developed autoregressive distributed lag approach—shown to provide robust results in …
Persistent link: https://www.econbiz.de/10005445801
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Temporal causality and the dynamics of democracy, emigration and real income in Fiji
Narayan, Paresh Kumar; Smyth, Russell - In: International Review of Applied Economics 19 (2005) 2, pp. 245-261
multivariate cointegration model. We find three long run relationships between democracy, emigration and real income. In the long …
Persistent link: https://www.econbiz.de/10005445867
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DOES MILITARY EXPENDITURE DETERMINE FIJI'S EXPLODING DEBT LEVELS?
Narayan, Paresh Kumar; Narayan, Seema - In: Defence and Peace Economics 19 (2008) 1, pp. 77-87
analysis, conducted within a cointegration and vector error-correction framework, suggests that, in the long-run, military …
Persistent link: https://www.econbiz.de/10005639961
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Temporal Causality between Human Capital and Real Income in Cointegrated VAR Processes: Empirical Evidence from China, 1960-1990
Narayan, Paresh Kumar; Smyth, Russell - In: International Journal of Business and Economics 3 (2004) 1, pp. 1-11
This article examines the causal relationship between human capital and real income using data for China from 1960 to 1999. In the long run there is unidirectional Granger causality running from human capital to real income, while in the short run there is unidirectional Granger causality...
Persistent link: https://www.econbiz.de/10010837252