Showing 1 - 10 of 9,152
analyze data for different product categories, and also cointegration techniques to carefully distinguish between shortrun and …
Persistent link: https://www.econbiz.de/10010732490
In this paper, we analyze the long-run behavior and short-run dynamics of stock markets across some selected developed and emerging economies - namely the United States, the Euro Area, Japan, the United Kingdom, Australia, South Korea, Thailand and Brazil - in the Cointegrated...
Persistent link: https://www.econbiz.de/10010732491
analyze data for different product categories, and also cointegration techniques to carefully distinguish between shortrun and …
Persistent link: https://www.econbiz.de/10010684806
framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating vectors at least for …
Persistent link: https://www.econbiz.de/10011259175
This paper investigates the effect of changes in exchange rate on consumer price level, in Fiji, known as exchange rate pass-through during a thirty year period (1982-2009). Specifically, three time periods are focused on: the pre-coup years (1982-1986); post coup years (1987-2009); and full...
Persistent link: https://www.econbiz.de/10009325628
-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/10010550701
model are fairly accurate; but (iii) standard cointegration tests have low power to detect the cointegration relations …
Persistent link: https://www.econbiz.de/10005481456
Persistent link: https://www.econbiz.de/10005716179
cointegrated VAR (CVAR) framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating …
Persistent link: https://www.econbiz.de/10010821130
aggregate export/import prices is set up, and the analysis is carried out using Johansen–Juselius cointegration and error …
Persistent link: https://www.econbiz.de/10011135999