Narrow search
Showing 1 - 10 of 7,784
Cover Image
Inequality and macroeconomic factors: A time-series analysis for a set of OECD countries
Maestri, Virginia; Roventini, Andrea - 2012
In this work, we study the short- and long-run properties of different inequality series vis-à-vis the most important macroeconomic series for a set of OECD countries. We employ standard tools of time series macro-econometrics (e.g. stationarity tests, detrending, co-movements analysis,...
Persistent link: https://www.econbiz.de/10010328362
Cover Image
Monetary policy, inflation and economic growth in Pakistan: Exploring the co-integration and causality relationships
Chaudhry, Imran Sharif; Qamber, Yasmeen; Farooq, Fatima - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 2, pp. 332-347
Pakistan using co-integration and causality analysis during the period 0f 1972-2010. A large number of empirical studies on the …
Persistent link: https://www.econbiz.de/10011938320
Cover Image
On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity
Andersson, Björn - 1999
have mainly utilised panel-estimation methods, the tests of causal chains here are carried out in time-series settings …
Persistent link: https://www.econbiz.de/10010321740
Cover Image
Manufacturing exports, mining exports and growth: cointegration and causality analysis for Chile (1960 - 2001)
Siliverstovs, Boriss; Herzer, Dierk - 2005
exports affect economic growth via increases in productivity, the study uses Johansen cointegration technique. The estimation …
Persistent link: https://www.econbiz.de/10010265043
Cover Image
Foreign Exchange Controls, Fiscal and Monetary Policy, and the Black Market Premium
Fardmanesh, Mohsen; Douglas, Seymour - 2003
, Guyana, Jamaica and Trinidad, during the 1985-1993 period using cointegration, Granger causality, and reduced form methods …
Persistent link: https://www.econbiz.de/10010369185
Cover Image
A further step into the ELGH and TLGH for Spain and Italy
Cortés_Jiménez, Isabel; Pulina, Manuela - 2006
expansion of tourism. Cointegration techniques and the multivariate Granger causality test are applied. Results reveal that …
Persistent link: https://www.econbiz.de/10010312651
Cover Image
Measuring the strength of cointegration and Granger-causality
Atukeren, Erdal - 2003
testing for Granger-causality and cointegration tests. This approach provides a measure for the strength (decisiveness) of … causality and cointegration between the variables of interest. As an illustration of our methodology, we reexamine the case of …
Persistent link: https://www.econbiz.de/10010285929
Cover Image
Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011
unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we … national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …
Persistent link: https://www.econbiz.de/10010274448
Cover Image
Health and Wealth of Elderly Couples : Causality Tests Using Dynamic Panel Data Models
Michaud, Pierre-Carl; van Soest, Arthur - 2004
causality in dynamic panel data models incorporating unobserved heterogeneity. While Adams et al. tests reject the hypothesis of … no causality from wealth to husband's or wife's health, the tests in the dynamic panel data model do not provide evidence …
Persistent link: https://www.econbiz.de/10010262057
Cover Image
Carbon emissions and economic growth: homogeneous causality in heterogeneous panels
Maddison, David; Rehdanz, Katrin - 2008
a panel of data for evidence of a causal relationship between GDP and carbon emissions. The technique is compared to the …
Persistent link: https://www.econbiz.de/10010263510