Showing 1 - 10 of 5,120
This paper investigates the impact of various socio-economic variables on various cohorts of the income distribution. We use asymmetric cointegration tests to show that unemployment and immigration shocks have real impacts on income inequality. In addition, using threshold test results we are...
Persistent link: https://www.econbiz.de/10013155959
countries for the period 1981–2013. Taking advantage of the recently developed dynamic panel data estimation techniques, the …
Persistent link: https://www.econbiz.de/10012149196
This study investigates the impact of foreign capital inflows on poverty in Vietnam, using annual time series data from 1990 to 2018. The study was motivated by the need to establish if burgeoning foreign capital inflows in Vietnam can support the poverty alleviation agenda. Foreign direct...
Persistent link: https://www.econbiz.de/10013171546
in trade data or the existence of zero flows, which make the estimation of the logarithm unfeasible, are some of them …. This paper provides a survey of the most recent literature concerning the specification and estimation methods of this …
Persistent link: https://www.econbiz.de/10012890062
This paper extends previous studies in modeling and estimating demand for gasoline for Nigeria from 1977 to 2008. The ingenious attempt of this study, contrast to earlier studies on Nigeria and other developing countries, lies in its assumption of structural breaks in the long run relationship...
Persistent link: https://www.econbiz.de/10013099898
This paper extends previous studies in modeling and estimating energy demand functions for both gasoline and kerosene petroleum products for Nigeria from 1977 to 2008. In contrast to earlier studies on Nigeria and other developing countries, this study specifically tests for the possibility of...
Persistent link: https://www.econbiz.de/10013100008
consider the no arbitrage constraints. We introduce a two-step estimation procedure for the FVECM parameters and we show the …
Persistent link: https://www.econbiz.de/10013152222
This paper extends previous studies in modeling and estimating energy demand functions for both gasoline and kerosene petroleum products for Nigeria from 1977 to 2008. In contrast to earlier studies on Nigeria and other developing countries, this study specifically tests for the possibility of...
Persistent link: https://www.econbiz.de/10009632662
In this paper, we study the dynamic interdependencies between high-frequency volatility, liquidity demand as well as trading costs in an electronic limit order book market. Using data from the Australian Stock Exchange we model 1-min squared mid-quote returns, average trade sizes, number of...
Persistent link: https://www.econbiz.de/10003727673
This study revisits the import demand function for Turkey using the newly defined national income data and examines the evolution of the income and price elasticities over time. In this respect, demand functions are estimated for the total imports and its subcomponents separately, and the...
Persistent link: https://www.econbiz.de/10012000879