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Dynamics on real estate and emerging markets
Schätz, Alexander - 2009
While much attention has focused on the modelling of the interdependencies between key aggregates and stock indices in industrialised countries, this thesis is focused on investments in emerging markets and real estate – two research branches that have up to now not been investigated to a...
Persistent link: https://www.econbiz.de/10009450173
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Impact of Macroeconomic Policies on Agricultural Prices
Awokuse, Titus O. - 2005
vector autoregression (VAR) type model specifications. Directed acyclic graph theory is proposed as an alternative modeling …
Persistent link: https://www.econbiz.de/10009445541
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Money-Income Relationships between Three ERM Countries
Choudhry, Taufiq - 2002
tests are conducted by means of the Johansen multivariate cointegration method and the error correction model. Among the ERM … the theory of German domination of the EMU. In the second set of tests, the United States money is found to affect all …
Persistent link: https://www.econbiz.de/10009445749
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Essays on asset pricing and the macroeconomy
Kliem, Martin - 2009
Arbeitsstunden und Löhnen in dieser Zeit erklären. Abschließend wird die Rolle der Geldpolitik während Aktienmarktbooms diskutiert …
Persistent link: https://www.econbiz.de/10009467149
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Langfristige Neutralität der Geldpolitik?
Schmid, Kai Daniel - 2010
realwirtschaftlich wirksamen, langfristig jedoch neutralen Geldpolitik inzwischen nahezu selbstverständlich akzeptiert zu sein …Macroeconomic theory often strictly separates cyclical analysis from trend analysis. Whereas the former is identified …
Persistent link: https://www.econbiz.de/10009451189
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Customer Markets and the Real Effects of Monetary Policy Shocks
Hristov, Nikolay - 2008
In recent years the New Keynesian Model with price stickiness of the Calvo type has become the most widely used theoretical framework for addressing various normative issues such as how optimal monetary and fiscal policy should be conducted. However, the New Keynesian Model has been criticized...
Persistent link: https://www.econbiz.de/10009482289
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The linkage between energy consumption and income in six emerging economies of Asia
School of Economics and Finance
economies of Asia. Based on cointegration and vector error correction modeling the empirical results show that there exists …
Persistent link: https://www.econbiz.de/10009434881
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An econometric approach to measuring productivity: Australia as a case study
Agbenyegah, Benjamin K. - 2007
capital, foreign direct investment (FDI) and information and communication technology (ICT). The Johansen (1988) cointegration …
Persistent link: https://www.econbiz.de/10009434905
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Growth and productivity in Australia
Agbenyegah, Benjamin K.; Bloch, Harry - 2008
Australia for the period 1950-2005. Cointegration and a vector error-correction model are used along with Granger causality … the cointegration analysis of production in Australia and should be included in the long-run production relationship along …
Persistent link: https://www.econbiz.de/10009434976
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Exploring the relationship between market values and accounting numbers of firms listed in an emerging market.
Suwardi, Eko - 2004
that cointegration and the accompanying equilibriumcorrection relationship between market and book values for firms listed …
Persistent link: https://www.econbiz.de/10009438234