Narrow search
Showing 1 - 10 of 7,127
Cover Image
Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise: ein ARDL-Ansatz für Deutschland
Belke, Ansgar - 2009
Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen …
Persistent link: https://www.econbiz.de/10010271145
Cover Image
US disposable personal income and housing price index: A fractional integration analysis
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2010
July 2010. The empirical findings indicate that the stochastic properties of the two series are such that cointegration …
Persistent link: https://www.econbiz.de/10010274737
Cover Image
Money velocity and asset prices in the euro area
Dreger, Christian; Wolters, Jürgen - 2008
of money demand. This presumption is explored by means of a cointegration analysis. To separate income from wealth …
Persistent link: https://www.econbiz.de/10010291770
Cover Image
Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise: Ein ARDL-Ansatz für Deutschland
Belke, Ansgar - 2010
Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen …
Persistent link: https://www.econbiz.de/10010303777
Cover Image
Is there a bubble in the Chinese housing market?
Dreger, Christian; Zhang, Yanqun - 2010
of the bubble, the house price evolution is investigated by panel cointegration techniques. Evidence is based on a … dataset for 35 major cities. Cointegration is detected between real house prices and a set of macroeconomic determinants …
Persistent link: https://www.econbiz.de/10010303779
Cover Image
US disposable personal income and housing price index: A fractional integration analysis
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2010
July 2010. The empirical findings indicate that the stochastic properties of the two series are such that cointegration …
Persistent link: https://www.econbiz.de/10010285761
Cover Image
Do better capitalized banks lend less? Long-run panel evidence from Germany
Buch, Claudia M.; Prieto, Esteban - 2012
between the capitalization of the banking sector and bank loans using panel cointegration models. We study the evolution of …
Persistent link: https://www.econbiz.de/10010309227
Cover Image
Industrial localization and countries' specialization in the European Union: An empirical investigation
Krenz, Astrid; Rübel, Gerhard - 2010
variables. Furthermore, we test for cointegration between our regression variables. For the EU, results of an error correction …
Persistent link: https://www.econbiz.de/10010311704
Cover Image
Spurious correlation in estimation of the health production function: A note
Akkoyunlu, Sule; Lichtenberg, Frank R.; Siliverstovs, Boriss - 2009
In this paper, we address the issue of spurious correlation in the production of health in a systematic way. Spurious correlation entails the risk of linking health status to medical (and nonmedical) inputs when no links exist. This note first presents the bounds testing procedure as a method to...
Persistent link: https://www.econbiz.de/10010315553
Cover Image
Exchange rate pass-through to various price indices: Empirical estimation using vector error correction models
Bachmann, Andreas - 2012
-through for Switzerland are based on either single equation estimation or on VAR models. However, these approaches feature some …
Persistent link: https://www.econbiz.de/10010316049