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A sectoral model extension to STREAM
Rapa, Noel - 2020
This paper proposes a sectoral extension to STREAM, the Bank's main macroeconometric model. The extension documented in this paper borrows heavily from linking integration strategies prevalent in literature. The approach utilised here however, differs in two main ways when compared to existing...
Persistent link: https://www.econbiz.de/10012317412
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A sectoral model extension to STREAM
Rapa, Noel - 2020
This paper proposes a sectoral extension to STREAM, the Bank's main macroeconometric model. The extension documented in this paper borrows heavily from linking integration strategies prevalent in literature. The approach utilised here however, differs in two main ways when compared to existing...
Persistent link: https://www.econbiz.de/10012603344
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Thirty years of spatial econometrics
Anselin, Luc - In: Papers in regional science : the journal of the … 89 (2010) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10003961443
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Treatment-effect identification without parallel paths : an illustration in the case of Objective 1-Hainaut/Belgium, 1994-2006
Vandenberghe, Vincent - 2017
Imagine an impoverished region that becomes eligible for a generous transfer programme (the treatment). Imagine difference-in-differences analysis (DiD)-a before-and-after comparison of the income-level handicap-shows that the handicap has risen. Most observers would conclude to the policy's...
Persistent link: https://www.econbiz.de/10011650367
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Treatment-effect identification without parallel paths
Vandenberghe, Vincent - 2018
Imagine a region suffering from a widening income gap that becomes eligible for a generous transfer programme (the treatment). Imagine difference-in-differences analysis (DD) — a before-and-after comparison of the income-level difference — shows that the handicap has risen. Most observers...
Persistent link: https://www.econbiz.de/10011798011
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A proposal of investigation in space Econometry
mur, jesus; Trívez, J.F.; Angulo, Ana - In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH (2002) 1, pp. 165-176
Through this paper we try to discuss the current situation of the research programme in Spatial Econometrics. This … techniques. The results seem satisfactory although there remain some inconsistencies in the way of doing Econometrics on the …
Persistent link: https://www.econbiz.de/10010992165
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Econometría espacial: más luces que sombras
PAELINCK, J.; MUR, J.; TRÍVEZ, J. - In: Estudios de Economía Aplicada 22 (2004) Diciembre, pp. 1-19
con los autores, debería evolucionar el programa de investigación futuro en Econometría espacial. Spatial Econometrics is … that dominate mainstream Econometrics. Extending our reflections, in the second part of the paper we present the main … points around which, in our view, the future research programme in Spatial Econometrics must evolve. …
Persistent link: https://www.econbiz.de/10005736984
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Oil Shock Impacts on the Borderplex Regional Economy
Fullerton, Thomas M.; Soto, Teodulo - In: International Journal of Energy Economics and Policy 5 (2015) 1, pp. 14-26
This study analyzes the effect of oil price shocks on the economies of El Paso, Texas and Ciudad Juarez, Chihuahua, jointly referred to as the “Borderplex”. It employs a measure of the net oil price increase developed by Hamilton (1996) in a manner similar to that applied by Sill (2007) to...
Persistent link: https://www.econbiz.de/10011122127
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The macro-economy and non-performing loans in Ghana: A BVAR approach
Asafo, Shuffield, Seyram - In: International Journal of Business and Economic Sciences … 11 (2019) 3, pp. 65-72
Purpose: The purpose of the paper was to estimate the interdependence between selected macroeconomic variables and non-performing loans in Ghana using a Bayesian Vector autoregressive approach. Design/methodology/approach: This paper used annual series from 2008-2017 which was interpolated into...
Persistent link: https://www.econbiz.de/10012622947
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Modelling multivariate autoregressive conditional heteroskedasticity with double smooth transition conditional correlation GARCH model
Silvennoinen, Annastiina (contributor);  … - 2007
In this paper we propose a multivariate GARCH model with a time-varying conditional correlation structure. The new Double Smooth Transition Conditional Correlation GARCH model extends the Smooth Transition Conditional Correlation GARCH model of Silvennoinen and Teräsvirta (2005) by including...
Persistent link: https://www.econbiz.de/10003411196