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Essays on monetary economics and financial economics
Jansen, Dennis (contributor) - 2006
not. The last issueis whether the behavior of aggregate dividends is asymmetry. Each issue is considered inChapter II, III …
Persistent link: https://www.econbiz.de/10009465152
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Stochastic Threshold Models on Interest Rate
Li, Huirong; Yang, Jian - 1998
Threshold models have been found useful in modeling nonlinearities in many financial time series. In this framework, the financial variable of interest evolves according to different dynamics, which is solely determined by the threshold regimes that the observed indicator variable falls into....
Persistent link: https://www.econbiz.de/10009447226
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A small, macroeconometric model of the Australian economy : with an emphasis on modelling wages and prices
McHugh, Zoe D. - 2004
Traditional macroeconometric models of the Australian economy estimate the behaviour of wage and price inflation separately, thereby ignoring the possibility that there is a contemporaneous relationship between these two variables. This thesis follows a recent trend emerging in other small open...
Persistent link: https://www.econbiz.de/10009438087
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A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs
GOSWAMI, GAUTAM; SHRIKHANDE, MILIND; WU, LIUREN - 2002
We study the behavior of real exchange rates in a two-country dynamic equilibrium model. In this model, consumers can only consume domestic goods but can invest costlessly in capital stocks of both countries. Nevertheless, transporting goods between the two countries is costly and, hence, the...
Persistent link: https://www.econbiz.de/10009440709
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Price Transmission Asymmetries and Nonlinearities in the International Coffee Supply Chain
Lee, Jun; Gomez, Miguel I. - 2011
We examine two distinct and important dimensions (e.g. symmetry vs. asymmetry and linearity vs. nonlinearity) of price …
Persistent link: https://www.econbiz.de/10009444363
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Price Transmission and Adjustment in the Ethiopian Coffee Market
Alemu, Zerihun Gudeta; Worako, Tadesse Kumma - 2009
This study focused on the interrelationships among producer, auction and world prices. In so doing, it criticized … specification errors. The following results were found: unidirectional transmission of shocks from the world price to the auction … interrelationship between producer and world prices causing producer price to be less responsive to changes in the world prices. In …
Persistent link: https://www.econbiz.de/10009444810
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Sample Size and Robustness of Inferences from Logistic Regression in the Presence of Nonlinearity and Multicollinearity
Bergtold, Jason S.; Yeager, Elizabeth A.; Featherstone, … - 2011
The logistic regression models has been widely used in the social and natural sciences and results from studies using this model can have significant impact. Thus, confidence in the reliability of inferences drawn from these models is essential. The robustness of such inferences is dependent on...
Persistent link: https://www.econbiz.de/10009446710
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THE IMPACT OF FISCAL DECENTRALIZATION ON GROWTH, INEQUALITY AND LOCAL GOVERNANCE IN RURAL CHINA
Yao, Yi - 2008
This dissertation investigates empirically the consequences of recent fiscal policy changes on China?s rural development. It uses a county-level dataset covering over 90 percent of rural counties and a period of 13 years since 1993, in which China started to experience a series of fiscal reforms...
Persistent link: https://www.econbiz.de/10009466234
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Exchange Rate Volatility and Regime Change:Visegrad Comparison
Kocenda, Evžen; Valachy, Juraj - 2006
We analyze exchange rate volatility in the Visegrad Four countries in the course of their abandoning tight regimes for more flexible ones. We account for path dependence, asymmetric shocks, movements in interest rates, and allow for generalized error distribution. The overall findings are that...
Persistent link: https://www.econbiz.de/10009476919
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Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad
Valachy, Juraj; Ko?enda, Evžen - 2003
Exchange rate stability was defined as one of the prerequisites for monetary integration in Europe. In this paper, we analyze recent developments in the volatility of exchange rates of the Central European countries (the Visegrad Group) and a selected group of European Union countries (the...
Persistent link: https://www.econbiz.de/10009477538