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. Errors of the second type increase the real effects of monetary shocks, by reducing the correlation between the value of …
Persistent link: https://www.econbiz.de/10012530409
The title of this final research paper is „Economic value implementation of real – estate objects through public … auctions“. The purpose of this paper is to explore consistent patterns of economic effectiveness of national real – estate when … real – estate is privatized through public auctions and to suggest ways to improve effectiveness; to achieve the purpose …
Persistent link: https://www.econbiz.de/10009479137
We evaluate the extent of real interest rate interdependence among three month treasury bill rates of the G7. Monthly …
Persistent link: https://www.econbiz.de/10009457543
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
capital, foreign direct investment (FDI) and information and communication technology (ICT). The Johansen (1988) cointegration …
Persistent link: https://www.econbiz.de/10009434905
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
clear: both demand-side and supply-side shocks have real and nominal effects on the economy in the short- to medium- run …, ceteris paribus. Moreover, a large nominal wage shock to the economy, which results in a real wage rise, will have no … variables in the model, including aggregate labour productivity, domestic output and the real exchange rate, are all estimated …
Persistent link: https://www.econbiz.de/10009438087
that cointegration and the accompanying equilibriumcorrection relationship between market and book values for firms listed …
Persistent link: https://www.econbiz.de/10009438234
We use the All Ordinaries Index and the corresponding Share Price Index futures contract written against the All Ordinaries Index to estimate optimal hedge ratios, adopting several specifications: an ordinary least squares-based model, a vector autoregression, a vector error-correction model...
Persistent link: https://www.econbiz.de/10009440863
, relationships among the various topics are developed and the validity of empirical tests (e.g., cointegration tests) relating to …
Persistent link: https://www.econbiz.de/10009441024