Showing 1 - 10 of 35
Das vorliegende Papier verfolgt, den empirischen Zusammenhang zwischen den realen Aktienmarktniveaus von Deutschland und den USA zur Aktienmarktprognose zu verwenden ...
Persistent link: https://www.econbiz.de/10005842119
With this paper, we provide the first quantitative investigation of vertical price transmission inthe biodiesel supply chain in Germany with the focus on the developments during the foodcrisis and the impact of subsidized US biodiesel exports. With the strong promotion of theproduction and use...
Persistent link: https://www.econbiz.de/10009129499
The rapidly growing literature on the relationship between energy consumption and economicgrowth has not univocally identi…ed the ‘real’causal relationship yet. We argue that bivariate mod-els, which analyze the causality at the level of the total economy, are not appropriate — especiallyin...
Persistent link: https://www.econbiz.de/10009138588
We examine the long-run relationship between fertility, mortality, and incomeusing panel cointegration techniques and … results are robust against alternative estimation methods, potentialoutliers, sample selection, dierent measures of mortality …
Persistent link: https://www.econbiz.de/10009302605
Cointegration is tested between organic and conventional corn and soybean markets in severallocations throughout the U …
Persistent link: https://www.econbiz.de/10009360724
This paper provides a new approach to testing cointegration parameters in a singleequationcointegration environment … errors usingfixed bandwidth (fixed-b) asymptotic theory and adapting it to the cointegration environment.It is shown that the … kernel used, evenif the regressors in the cointegration relationship are endogenous. Using asymptoticpower and finite sample …
Persistent link: https://www.econbiz.de/10009418928
A test for the cointegrating rank of a vector autoregressive (VAR) process with a possible shift and broken linear trend is proposed. The break point is assumed to be known. The setup is a VAR process for cointegrated variables. The tests are not likelihood ratio tests but the deterministic...
Persistent link: https://www.econbiz.de/10005861271
jointly endogenous and a reduced form vector errorcorrection model, testing for cointegration amongst the variables, is …
Persistent link: https://www.econbiz.de/10005862655
interest rate determination. Theempirical part consists of a cointegration analysis with an error correction mechanism. We …
Persistent link: https://www.econbiz.de/10005866095
We show that the power of the KPSS-test against inte-gration, as measured by divergence rates of the test statistic underthe alternative, remains the same when residuals from an OLS-regression rather than true observations are used.[...]
Persistent link: https://www.econbiz.de/10005867590