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Gold Price, Crude Oil, Exchange Rate and Stock Markets: Cointegration and Neural Network Analysis

Rastogi, Shailesh - In: International Journal of Corporate Finance and … 3 (2016) 2, pp. 1-13

been taken. For internal success, stock markets have been taken as a parameter. Johansen's Cointegration test, error …

Persistent link: https://www.econbiz.de/10012043617

Employment Adjustment in a “Sclerotic” Labour Market: Comparing Portugal with Germany, Spain, and the United Kingdom / Beschäftigungsanpassung in einem „sklerotischen“ Arbeitsmarkt...

Addison, John T.; Teixeira, Paulino - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 4, pp. 353-370

Summary Summary measures of the overall strictness of a country’s employment protection laws have proven popular constructs in cross-country studies of the covariation of labour market institutions and macroeconomic outcomes. Portugal occupies an unenviable position in the rankings, and is...

Persistent link: https://www.econbiz.de/10014608841

Critical Analysis of the Role of the Reserve Bank of India in Managing Liquidity in the Interbank Market amidst Financial Stress

Das, Rituparna - In: International Journal of Risk and Contingency … 5 (2016) 3, pp. 33-45

During the period 2011-12 of economic downturn characterized typically by economy wide loan defaults many banks in India are reported to have posted adequate levels of capital but experienced difficulties due to unsound liquidity management. In an attempt to examine the ease of liquidity...

Persistent link: https://www.econbiz.de/10012047257

Sustainable Development and Economic Policy of Water in Tunisia Application of Panel Data

Bouchrika, Ali; Chokri, Terzi; Issaoui, Fakhri - In: International Journal of Social Ecology and Sustainable … 9 (2018) 3, pp. 66-79

The present article aims to evaluate the actual water policy management and to see if it's efficient either in macroeconomic level or in the regional one. Thus, the authors have recoursed, to a new set of explanatory variables to estimate an extended demand function in the short and long-run....

Persistent link: https://www.econbiz.de/10012047730

Empirical Analysis of the Relationship Between Energy Consumption, CO2 Emissions and Economic Growth in Tunisia

Jouini, Sana Essaber; Labidi, Etidel - In: International Journal of Service Science, Management, … 8 (2017) 2, pp. 79-90

This paper examines the long run and causal relationship issues between economic growth, energy consumption and carbon emissions by using vector error correction model for the case of Tunisia within 1970-2010. Empirical results using time series data suggest an evidence of a long-run...

Persistent link: https://www.econbiz.de/10012048119

Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods

Chao, John C.; Chiao, Chaoshin - In: Studies in Nonlinear Dynamics & Econometrics 2 (1998) 4

In this paper, we propose a model-selection approach to testing the expectations theory of the term structure of interest rates. Our method is based on the posterior information criterion (PIC) developed and analyzed by Phillips and Ploberger (1994, 1996) and extended to provide order estimation...

Persistent link: https://www.econbiz.de/10014620803

Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets

Zeng, Tian; Swanson, Norman R. - In: Studies in Nonlinear Dynamics & Econometrics 2 (1998) 4

The predictive accuracy of various econometric models, including random walks, vector-autoregressive and vector-error-correction models, are investigated using daily futures prices of four commodities (the S&P 500 index, treasury bonds, gold, and crude oil). All models are estimated using a...

Persistent link: https://www.econbiz.de/10014620808

Information-Theoretic Analysis of Serial Dependence and Cointegration

Aparicio, F. M.; Escribano, A. - In: Studies in Nonlinear Dynamics & Econometrics 3 (1998) 3

This paper is devoted to presenting wider characterizations of memory and cointegration in time series, in terms of …

Persistent link: https://www.econbiz.de/10014620815

Detecting Equilibrium Correction with Smoothly Time-Varying Strength

Eliasson, Ann-Charlotte - In: Studies in Nonlinear Dynamics & Econometrics 5 (2001) 2

existing tests of no cointegration and parameter constancy. Smooth-transition regressions are chosen to describe the … nonlinearity, and the Johansen cointegration test and the Lin and Ter¨asvirta parameter constancy test are applied. It turns out … high power when dealing with unrestricted cointegration, that is, when no cointegrating vector is estimated and the …

Persistent link: https://www.econbiz.de/10014620846

Delineating the Relevant U.S. Sweetener Markets

Moss, Charles B.; Schmitz, Andrew - In: Journal of Agricultural & Food Industrial Organization 2 (2004) 1

so-called relevant market. We use cointegration analysis to show that over a large period of time, sugar prices and …

Persistent link: https://www.econbiz.de/10014601242