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The demand for euro banknotes issued in Germany : structural modelling and forecasting

Bartzsch, Nikolaus; Seitz, Franz; Setzer, Ralph - 2015

This paper explains and forecasts the demand for banknotes issued in Germany. For small and large denomination notes we …

Persistent link: https://www.econbiz.de/10011334993

Tourism expansion and economic development : Var/Vecm analysis and forecasts for the case of India

Georgantopoulos, Andreas G. - 2013

cointegration tests, VAR models with an error-correction term, impulse responses, variance decompositions and forecasts generated … Indian real output. Finally, forecasts generated for the period 2012-2016 are promising; total tourism expenditure compared … to the previous half-decade will grow at a similar pace and optimistic forecasts are generated for the case of LTS, BTS …

Persistent link: https://www.econbiz.de/10009755530

A note on the empirical relation between oil prices and the value of the dollar

Marquez, Jaime R.; Merler, Silvia - In: Journal of risk and financial management : JRFM 13 (2020) 8/164, pp. 1-16

This paper offers an empirical characterization of the relation between the international price of oil and exchange rates that is both useful and reliable. Our characterization is useful because it rests on information of asset prices that are determined in functioning asset markets. Our...

Persistent link: https://www.econbiz.de/10012322360

Modeling fractional cointegration between high and low stock prices in Asian countries

Afzal, Alia; Sibbertsen, Philipp - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 661-682

Persistent link: https://www.econbiz.de/10012490321

Tourism Expansion and Economic Development: Var/Vecm Analysis and Forecasts for the Case of India

Georgantopoulos, Andreas G. - In: Asian Economic and Financial Review 3 (2013) 4, pp. 464-482

Persistent link: https://www.econbiz.de/10010640700

The role of the U.S. exchange-rate equity market volatility on agricultural exports and forecasts

Addey, Kwame Asiam; Nganje, William - In: Canadian journal of agricultural economics : CJAE 71 (2023) 1, pp. 25-47

Persistent link: https://www.econbiz.de/10014310629

Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates

Bruneau, C.; Jondeau, E. - Banque de France - 1998

In this paper we give a precise definition of long-run causality in a multivariate non-stationary, possibly cointegrated, framework. A variable is said to be causal for another in the long-run if knwoledge of the past of the former improves long-run predictions of the latter. In a VAR framework,...

Persistent link: https://www.econbiz.de/10005036190