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Fiscal sustainability in the presence of structural breaks : does overconfidence on resource exports hurt government's ability to finance debt? ; evidence from Nigeria

Alhaji Jibrilla, Aliyu - In: Cogent economics & finance 4 (2016) 1, pp. 1-27

difficulties in financing its debts in the long run. Lastly, the short run and long run Granger causality results, while providing …

Persistent link: https://www.econbiz.de/10011487675

The Intertemporal Relation Between Government Revenue and Expenditure in the United Kingdom, 1750-2004

Lusinyan, Lusine; Thornton, John - Bangor Business School, Bangor University - 2010

modified Granger-causality test on data spans organized around structural breaks in the series. The results suggest that …, allowing for structural breaks, UK real revenue and spending are I(1) series and cointegrated and that Granger-causality runs …

Persistent link: https://www.econbiz.de/10010711123

Fiscal deficits under financial pressure and insolvency : evidence for Italy, Greece and Spain

Trachanas, Emmanouil; Katrakilides, K. - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 5, pp. 730-749

Persistent link: https://www.econbiz.de/10009788122

A COINTEGRATION AND ERROR CORRECTION APPROACH TO DEMAND FOR MONEY IN FIJI: 1971-2002

Rao, B Bhaskara; Singh, Rup - EconWPA - 2005

Demand for money is an important macroeconomic relationship. Its stability has implications for the choice of monetary policy targets. This paper estimates demand for narrow money in Fiji and evaluates its robustness and stability. It is found that there is a well determined stable demand for...

Persistent link: https://www.econbiz.de/10005126361

Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations

Athanasopoulos, George; Poskitt, D.S.; Vahid, Farshid; … - Department of Econometrics and Business Statistics, … - 2014

This article studies a simple, coherent approach for identifying and estimating error correcting vector autoregressive moving average (EC-VARMA) models. Canonical correlation analysis is implemented for both determining the cointegrating rank, using a strongly consistent method, and identifying...

Persistent link: https://www.econbiz.de/10011085533

The Nexus between Disaggregated Public Spending and GDP in the Euro Area

Magazzino, Cosimo - In: Economics Bulletin 32 (2012) 3, pp. 2560-2579

community amenities, and for recreation, culture and religion. Moreover, Granger causality tests results show clear evidence …

Persistent link: https://www.econbiz.de/10011278750

Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector

Ericsson, Neil R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 377-398

Persistent link: https://www.econbiz.de/10011649116

Economic forecasting in theory and practice : an interview with David F. Hendry

Ericsson, Neil R. - In: International journal of forecasting 33 (2017) 2, pp. 523-542

Persistent link: https://www.econbiz.de/10011922924

Export and economic growth in Southeast Asia current Newly Industrialized Countries: Evidence from nonparametric approach

Lim, Shiok Ye; Ghazali, Mohd Fahmi; Ho, Chong Mun - In: Economics Bulletin 31 (2011) 3, pp. 2683-2693

Indonesia. With evidences of nonlinearities from cointegration test, nonparametric causality test based on rank series provides … more reliable results than conventional linear model. The nonparametric causality test indicates a bilateral causality …

Persistent link: https://www.econbiz.de/10009322476

Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries

Aka, F.B.; Decaluwé, B. - Département d'Économique, Université Laval - 1999

and Togo. This investigation is based on Johansen cointegration approach and Granger causality tests. The findings suggest … bidirectional impact between tax rate and budget deficits. Given this bidirectional causality between these variables, variance …

Persistent link: https://www.econbiz.de/10005510369

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