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Per capita income and human population levels in a country have direct influences on itsenvironmental outcomes. Countries with same level of income may have different rate ofincome growth and vice versa, suggesting that the influence of the rate of income growth onenvironmental outcomes could be...
Persistent link: https://www.econbiz.de/10009443801
Persistent link: https://www.econbiz.de/10009445735
This thesis considers a dynamic panel data model with error components that are correlated both spatially (cross-sectionally) and time-wise. The model extends the literature on dynamic panel data models with cross-sectionally independent error components. The model for spatial dependence is a...
Persistent link: https://www.econbiz.de/10009450825
The paper focuses on the importance of the assumptions made about market structure andfirm behaviors in empirical trade policy analysis. It addresses this issue with reference torecent changes in the EU import regime for bananas, namely the Economic PartnershipAgreements and the December 2009...
Persistent link: https://www.econbiz.de/10009483596
The basic machines of macroeconomics. Ramsey, Solow, Samuelson-Diamond, RBCs, ISLM, Mundell-Fleming, Fischer-Taylor. How they work, what shortcuts they take, and how they can be used. Half-term subject. From the course home page: Course Description This is the second course in the four-quarter...
Persistent link: https://www.econbiz.de/10009433264
markets for the two classes of shares. Value-at-Risk (VaR) threshold forecasts are used to analyse the importance of … information flow on the risk evaluation of a diversified portfolio. The competing VaR forecasts are analysed using the …
Persistent link: https://www.econbiz.de/10009434861
construct a VAR to test the interlinkages among different market and different regions using the Granger causalfiy. Later, we …
Persistent link: https://www.econbiz.de/10009441618
currency, stock and money markets, respectively. We use a sample of nine East Asian countries, including Japan, construct a VAR …
Persistent link: https://www.econbiz.de/10009441798
many developing countries. Instead we use a reduced form vector autoregression model (VAR) and show how policy simulation … results can be obtained from a fairly parsimonious VAR that can be estimated with sparse data and imposes only minimal …
Persistent link: https://www.econbiz.de/10009442488
In this study, we apply directed acyclic graphs and search algorithm designed for timeseries with non-Gaussian distribution to obtain causal structure of innovations from an errorcorrection model. The structure of interdependencies among six international stock markets isinvestigated. The...
Persistent link: https://www.econbiz.de/10009445191