Showing 1 - 10 of 245
The capacity of input-output tables to reflect the structural peculiarities of an economy and to forecast, on this basis, its evolution, depends essentially on the characteristics of the matrix A—matrix of I-O (or technical) coefficients. However, the temporal behaviour of these coefficients...
Persistent link: https://www.econbiz.de/10010186053
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
, expressed the general HICP index. However, in the case of Germany, the method has not proved the existence of such interactions …. For this reason, it is made an attempt to clarify the reasons for non-compliance findings with data showing Germany as a …
Persistent link: https://www.econbiz.de/10010009393
This paper examines the long-run and short-run impacts of exchange rate and price changes on trade flows in Nigeria using exports and imports functions. The bounds testing (ARDL) approach to cointegration is applied on a quarterly data from 1980 Q1 to 2007 Q4. The results indicate that in both...
Persistent link: https://www.econbiz.de/10009958054
estimation, the study provides the evidence of stationarity of time series variables, existence of long-run equilibrium relation … vector error correction model estimation. -- export-led growth hypothesis ; India ; GDP ; Granger causality ; error …
Persistent link: https://www.econbiz.de/10009958076
This paper presents an empirical analysis of the interactions among energy consumption, real income and energy price in Saudi Arabia using annual data from 1982 to 2007. We analyzed the dynamic interaction by applying widely used time series analysis techniques such as unit root tests, Vector...
Persistent link: https://www.econbiz.de/10009958475
Despite having accumulated physical and human capital at significant rates, Latin America's growth has been generally disappointing. Successful growth episodes have been accompanied by surges in TFP, sound and stable macroeconomic policies, and fewer distortions and government interventions....
Persistent link: https://www.econbiz.de/10009959072
This paper sets out a comprehensive framework to identify regional business cycles within Spain and analyses their stylised features and the degree of synchronisation both within them and between them and the Spanish economy. We show that the regional cycles are quite heterogeneous although they...
Persistent link: https://www.econbiz.de/10010078111
This contribution studies the application of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models … ; heteroskedasticity robust estimation ; non-parametric approach ; stock market data …
Persistent link: https://www.econbiz.de/10010079546
This study examines the factors that positively influence the propensity of Indian investors to invest in the real estate market. This paper also seeks to extend the findings of Gill and Biger [1]. Individuals from India were surveyed to find out their perceptions, feelings, and beliefs on the...
Persistent link: https://www.econbiz.de/10010079551