Narrow search
Showing 1 - 10 of 10,312
Cover Image
Argentinean real exchange rate 1900 - 2006: Testing purchasing power parity theory
dal Bianco, Marcos José - In: Estudios de Economía 35 (2008) 1, pp. 33-64
cointegration between the nominal exchange rate and the relative prices. In particular, the Argentinean RER appears to be trend …
Persistent link: https://www.econbiz.de/10010289485
Cover Image
How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10010265822
Cover Image
How stable are monetary models of the Dollar-Euro exchange rate? A time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10010271135
Cover Image
Structural breaks, parameter stability and energy demand modeling in Nigeria
Omisakin, Olusegun A.; Adeniyi, Oluwatosin A.; … - In: International Journal of Economic Sciences and Applied … 5 (2012) 2, pp. 129-144
conventional residual-based cointegration tests employed fail to identify any meaningful long run relationship in both functions …, the Gregory- Hansen structural break cointegration approach confirms the cointegration relationships despite the …
Persistent link: https://www.econbiz.de/10010289392
Cover Image
Weather Impacts On Natural, Social And Economic System (WISE) Part I: Sectoral Analysis of Climate Impacts in Italy
Galeotti, Marzio; Goria, Alessandra; Mombrini, Paolo; … - 2004
This paper focuses on the results of the research work carried out by Fondazione Eni Enrico Mattei (FEEM) within the WISE project. This project aims at investigating the effects and the impacts of extreme weather events, particularly very warm summers, mild winters and storms, on the...
Persistent link: https://www.econbiz.de/10011324910
Cover Image
Identification of the true break date in innovational outlier unit root tests
Popp, Stephan - 2007
estimation of the break date leads to considerable spurious rejections of the null hypothesis in small samples. In this paper …
Persistent link: https://www.econbiz.de/10010300218
Cover Image
Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis
Angelov, Nikolay - 2006
This paper investigates the time-series properties of the price of iron ore. The focus is on testing a unit-root null hypothesis against a trend-stationary alternative, with a structural break allowed under both hypotheses. We consider unit-root tests with or without structural breaks, applied...
Persistent link: https://www.econbiz.de/10010321602
Cover Image
Federal Transfers and Fiscal Discipline in India: An Empirical Evaluation
Bhatt, Antra; Scaramozzino, Pasquale - 2013
This paper examines the relationship between federal transfers and fiscal deficits in India. The system of federal …-variate cointegration analysis, which finds a long-run relationship between fiscal transfers, state product per capita and the primary …
Persistent link: https://www.econbiz.de/10010507396
Cover Image
Economic reforms, foreign direct investment and its economic effects in India
Chakraborty, Chandana; Nunnenkamp, Peter - 2006
Foreign direct investment (FDI) has boomed in post-reform India. Moreover, the composition and type of FDI has changed … considerably since India has opened up to world markets. This has fuelled high expectations that FDI may serve as a catalyst to … higher economic growth. We assess the growth implications of FDI in India by subjecting industry-specific FDI and output data …
Persistent link: https://www.econbiz.de/10010273162
Cover Image
The 2008 Financial Crisis and Potential Output in Asia: Impact and Policy Implications
Yap, Josef T.; Majuca, Ruperto P.; Park, Cyn-Young - 2010
Monitoring the behavior of potential output helps policymakers implement appropriate policies in response to an economic crisis. In the short-run, estimates of the output gap will guide the timing of implementation and withdrawal of stimulus measures. In the medium- to long-term, these estimates...
Persistent link: https://www.econbiz.de/10011421169