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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
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Effects of exports instability on economic growth in SAARC region countries
Rashid, Farhat; Ullah, Sami; Bedi-uz-Zaman Ullah, Sami - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 1, pp. 97-120
additional variables. The Augmented Dickey Fuller (ADF) and Johansson Cointegration tests are used to test stationarity for all … variables and cointegration respectively. The results of these tests demonstrate that all variables are non-stationary at levels …
Persistent link: https://www.econbiz.de/10011938302
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Infrastructure and gowth : empirical evidence
Égert, Balázs; Kozluk, Tomasz; Sutherland, Douglas - 2009
Investment in network infrastructure can boost long-term economic growth in OECD countries. Moreover, infrastructure investment can have a positive effect on growth that goes beyond the effect of the capital stock because of economies of scale, the existence of network externalities competition...
Persistent link: https://www.econbiz.de/10010273809
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Cointegration analysis with state space models
Wagner, Martin - 2010
This paper presents and exemplifies results developed for cointegration analysis with state space models by Bauer and … Wagner in a series of papers. Unit root processes, cointegration and polynomial cointegration are defined. Based upon these … employed for cointegration analysis. By means of detailing the cases most relevant for empirical applications, the I(1), MFI(1 …
Persistent link: https://www.econbiz.de/10010294007
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Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis
Brauning, Falk; Koopman, Siem Jan - 2012
We explore a new approach to the forecasting of macroeconomic variables based on a dynamic factor state space analysis. Key economic variables are modeled jointly with principal components from a large time series panel of macroeconomic indicators using a multivariate unobserved components time...
Persistent link: https://www.econbiz.de/10010326452
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Cointegration analysis with mixed-frequency data
Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. - 2007
maximum likelihood estimation of the parameters in the model, we use an expectation maximization algorithm based on the state …
Persistent link: https://www.econbiz.de/10010264085
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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
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Impact of foreign aid on economic growth in Sierra Leone: Empirical analysis
Kargbo, Philip Michael - 2012
approach and the Johansen maximum likelihood approach to cointegration for the period 1970-2007, we find that foreign aid has a …
Persistent link: https://www.econbiz.de/10010333088
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Declining Output Volatility in Germany : Impulses, Propagation, and the Role of Monetary Policy
Fritsche, Ulrich; Kuzin, Vladimir N. - 2004
We analyse the decline in output volatility in Germany. A lower level of variance in an autoregressive model of output growth can be either due to a change in the structure of the economy (a change in the propagation mechanism) or a reduced error term variance (reduced impulses). In Germany the...
Persistent link: https://www.econbiz.de/10010274489
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The long run, market power and retail pricing
Jumah, Adusei - 2000
The paper uses the Johansen cointegration approach to analyse long-run pricing strategies of pork and chicken retailers … Johansen cointegration technique as a tool capable of analysing both competitive and imperfect market situations is also …
Persistent link: https://www.econbiz.de/10010292406