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Estimating long-run equilibrium relationship between government expenditures and revenues in Romania

Valeriu, Nalban - In: Budgetary research review : BRR 2 (2010) 1, pp. 26-44

This study examines the long-run relationship between government expenditures and revenues series for Romania. The available quarterly data for these variables covers 1995 - 2007 period. Due to the large economic turbulences in 2008 and 2009 the database will not consider these years. After...

Persistent link: https://www.econbiz.de/10010081773

Compartmentalising gold prices

Sanderson, Rohnn - In: International journal of economic sciences and applied … 4 (2011) 2, pp. 99-124

Deriving a functional form for a series of prices over time is difficult. It is common to assume some linearly estimable form for prediction purposes. While this can produce accurate short run forecasts it fails to identify longer trends and patterns that may exist in financial data....

Persistent link: https://www.econbiz.de/10009958073

The inflation impact of selected European Union members on Polish inflation

Czaja, Jaroslaw; Ku´zmi´nski, Lukasz - In: E-Finanse : finansowy kwartalnik internetowy 8 (2012) 2, pp. 11-24

why in this article, using the model of Vector AutoRegression (VAR) and Granger causality test, we are attempting to …

Persistent link: https://www.econbiz.de/10010009393

An interpretation of an affine term structure model for Chile

Ochoa, J. Marcelo - In: Estudios de economía 33 (2006) 2, pp. 155-184

bonds of different maturities in a continuous-time no-arbitrage term structure model for Chile. The dynamics of yields in … the model are explained by two latent factors, namely the instantaneous short rate and its time-varying central tendency …. The model estimates suggest that the short end of the yield curve is mainly driven by changes in first latent factor …

Persistent link: https://www.econbiz.de/10009959071

Chinese economic outlook after global crisis

Li, Liang-xin - In: Journal of applied finance & banking 1 (2011) 3, pp. 73-81

This paper will demonstrate what china was doing, is doing and will do for its economic expansion during and after global crisis. Many thoughts and theories about Chinese economic reforms are analyzed. The road map and goal of Chinese economic growth are examined and outlined in this paper. How...

Persistent link: https://www.econbiz.de/10010009087