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A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models
Grobys, Klaus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 55-67
This contribution studies the application of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models. VAR models have become one of the most applied models for the analysis of multivariate time series. Econometric standard software usually provides parameter estimators that...
Persistent link: https://www.econbiz.de/10010079546
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Multi-interregional economic impact analysis based on multi-interregional input output model consisting of 7 regions of Vietnam, 2000
Trinh, Bui; Kobayashi, Kiyoshi; Quang, Thai Nguyen; … - In: Journal of finance and investment analysis 1 (2012) 2, pp. 83-117
I/O models have been widely used to assess the impacts of many changes in an economy. An I/O model is also an important tool to make forecasts and the results from an I/O model are very helpful in many policy-making processes. Many scientific findings in economics have to give credit to the I/O...
Persistent link: https://www.econbiz.de/10010079553
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Lower exchange rates and FDI inflows in least developing economies : evidence from Tanzania
Nyamrunda, Godfrey Charles - In: Advances in management & applied economics 2 (2012) 4, pp. 1-12
The hypothesis that devaluating and depreciating the exchange rate in developing economies will lead to fast growth and economic development has drawn some controversies and debates during the past 20 years in the area of development economics. Mainly, due to the delayed results in some...
Persistent link: https://www.econbiz.de/10010097675
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The New Keynesian Phillips Curve in an inflation targeting country : the case of Turkey
Gozgor, Giray - In: International journal of economic sciences and applied … 6 (2013) 1, pp. 7-18
The possible short-run trade-off between the inflation (gap) and the output (gap) remains a critical policy issue for … any emerging economy; particularly when an implicit or an explicit inflation targeting monetary policy is considered. The … New Keynesian Phillips Curve (NKPC) has recently set up a framework on the trade-off between the inflation (gap) and the …
Persistent link: https://www.econbiz.de/10010160677
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The dynamics of geographic versus sectoral diversification : is there a link to the real economy?
Carrieri, Francesca; Errunza, Vihang; Sarkissian, Sergei - In: The quarterly journal of finance 2 (2012) 4, pp. 1901-1941
Persistent link: https://www.econbiz.de/10010148110
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Percepción empresarial de la mejora del enlace ferroviario Vigo-Oporto y modelización de la elección modal
Sánchez Sellero, Francisco Javier; Cruz González, … - In: Investigaciones europeas de Dirección y Economía de … 17 (2011) 1, pp. 159-175
This work analyzes the use of the train by the Galician companies when they do business transactions with northern Portuguese operators. The residual usage of this infrastructure (0.01 of all the transactions) is proved opposite the masive use of the truck; factors that explain the choice and...
Persistent link: https://www.econbiz.de/10009958329
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Economic order quantity with imperfect quality, destructive testing acceptance sampling, and inspection errors
Al-Salamah, Muhammad - In: Advances in management & applied economics 1 (2011) 2, pp. 59-75
This paper proposes another realistic application of the economic order quantity EOQ model. Researchers have studied EOQ models that assume the received lot contains items that are perfect and imperfect. All models in the literature assume that the received lot goes through a 100% inspection to...
Persistent link: https://www.econbiz.de/10009958473
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Alleviating extreme poverty in Chile : the short term effects of Chile Solidario
Galasso, Emanuela - In: Estudios de economía 38 (2011) 1, pp. 101-127
This paper evaluates the effect of an anti-poverty program, Chile Solidario, during its first two years of operation. We find that the program tends to increases significantly their take-up of cash assistance programs and of social programs for housing and employment, and to improve education...
Persistent link: https://www.econbiz.de/10009959123
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China : trotz hoher gesamtwirtschaftlicher Dynamik noch keine Lokomotive der Weltwirtschaft
Dreger, Christian; Zhang, Yanqun - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 79 (2012) 33, pp. 3-7
Konjunktur maßgeblich beeinflussen kann. So könnten starke Produktionszuwächse in China dazu beitragen, eine schwächelnde … Konjunktur in den Industrieländern zu stützen. In diesem Beitrag wird untersucht, inwieweit China bereits heute das … gesamtwirtschaftliche Wachstum im Euroraum und in den USA bestimmt. Als Beispiel wird das chinesische Konjunkturprogramm betrachtet, das …
Persistent link: https://www.econbiz.de/10010079441
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Price discovery and asymmetric volatility spillovers in Indian spot-futures gold markets
Srinivasan, P.; Ibrahim, P. - In: International journal of economic sciences and applied … 5 (2012) 3, pp. 65-80
This study attempts to examine the price discovery process and volatility spillovers in Gold futures and spot markets of National Commodity Derivatives Exchange (NCDEX) by employing Johansen’s Vector Error Correction Model (VECM) and the Bivariate ECM-EGARCH(1,1) model. The empirical result...
Persistent link: https://www.econbiz.de/10010097639