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Export Instability, Investment and Economic Growth in Asian Countries: A Time Series Analysis
Sinha, Dipendra - 1999
countries using time series data. The few previous time series studies in this area have not paid any attention to stationarity … and cointegration issues. We find that in most cases, the variables are non-stationary in their levels and not …
Persistent link: https://www.econbiz.de/10009444174
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Vector Error-Correction Models in a consumer packaged goods category forecasting decision support system
Zhong, MS; Pick, RA; Klein, G; Jiang, JJ - 2005
A framework for developing marketing category management decision support systems (DSS) based upon the Bayesian Vector Autoregressive (BVAR) model is extended. Since the BVAR model is vulnerable to permanent and temporary shifts in purchasing patterns over time, a form that can correct for the...
Persistent link: https://www.econbiz.de/10009448786
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A study of cointegrating models with applications
Ssekuma, Rajab - 2011
This study estimates cointegration models by applying the Engle-Granger (1989) two-step es-timation procedure, the … Phillip-Ouliaris (1990) residual-based test and Johansen's multivariatetechnique. The cointegration techniques are tested on … Raotbl3 dataset, we test for cointegration between the consumption expenditure, and income and wealth vari-ables. In the …
Persistent link: https://www.econbiz.de/10009457718
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Rival Macroeconomic Models And Australian Stylised Facts
Karunaratne, Neil Dias - 1999
time-series data used for modelling the rival paradigms were processed using unit root and cointegration econometrics to …
Persistent link: https://www.econbiz.de/10009447982
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Macroeconomic Shocks, Depreciation and Inflation: an Australian Perspective
Karunaratne, Neil Dias - 2002
The general equilibrium approach demonstrates that macroeconomic shocks link the exchange rate and the inflation rate through diverse transmission channels. Therefore, the one-track focus of the partial equilibrium 'pass-through' approach that predicts that exchange rate depreciation causes...
Persistent link: https://www.econbiz.de/10009448061
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Modeling Transactions Costs Band and Nonlinear Price Dynamics in Forest Commodity Markets
He, Dequan - 2005
This study first shows that a transactions costs band may exist in commodity spot and futures markets and spatially separated markets as a result of the arbitrage process. Then, by using a bivariate vector error correction model (VECM), this thesis shows that the null hypothesis of linearity can...
Persistent link: https://www.econbiz.de/10009431303
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Is There a Tendency for the Rate of Profit to Fall? Econometric Evidence for the U.S. Economy, 1948-2007
Basu, Deepankar; Manolakos, Panayiotis T. - 2010
The law of the tendential fall in the rate of profit has been at the center of theoretical and empirical debates within Marxian political economy ever since the publication of Volume III of Capital. An important limitation of this literature is the absence of a comprehensive econometric analysis...
Persistent link: https://www.econbiz.de/10009468015
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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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<<A>> software framework for data based analysis
Krätzig, Markus - 2005
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
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Time series analysis : textbook for students of economics and business administration ; [part 2]
Strohe, Hans Gerhard - 2004
Persistent link: https://www.econbiz.de/10009449118