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A multilevel factor model for economic activity with observation-driven dynamic factors
Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan - 2023
We analyze the role of industrial and non-industrial production sectors in the US economy by adopting a novel multilevel factor model. The proposed model is suitable for high-dimensional panels of economic time series and allows for interdependence structures across multiple sectors. The...
Persistent link: https://www.econbiz.de/10014249846
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Exports and capacity constraints : evidence for several euro area countries
Belke, Ansgar; Oeking, Anne; Setzer, Ralph - 2015
We argue that, under certain conditions, firms consider exports as a substitute for domestic demand. Our econometric …
Persistent link: https://www.econbiz.de/10011300368
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Exports and capacity constraints : a smooth transition regression model for six euro area countries
Belke, Ansgar; Oeking, Anne; Setzer, Ralph - 2013
strength of the link between domestic demand and exports is dependent on capacity constraints. Our econometric model for six … same transition variable. We find that domestic demand developments are relevant for the short-run dynamics of exports when … exports turns out to be stronger the larger is the deviation of capacity utilization from its average value over the cycle. …
Persistent link: https://www.econbiz.de/10010195462
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Exports and capacity constraints : a smooth transition regression model for six euro area countries
Belke, Ansgar; Oeking, Anne; Setzer, Ralph - 2013
strength of the link between domestic demand and exports is dependent on capacity constraints. Our econometric model for six … same transition variable. We find that domestic demand developments are relevant for the short-run dynamics of exports when … exports turns out to be stronger the larger is the deviation of capacity utilization from its average value over the cycle. …
Persistent link: https://www.econbiz.de/10010255111
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The Impact of Education on Economic Growth in Guatemala : A Time-Series Analysis Applying an Error-Correction Methodology
Loening, Josef Ludger - 2003
This paper investigates the impact of human capital on economic growth in Guatemala through the application of an error-correction methodology. Two channels are analyzed, by which human capital is expected to influence growth. A better-educated labor force appears to have a positive and...
Persistent link: https://www.econbiz.de/10014089191
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Time series analysis of non-oil export demand and economic performance in Nigeria
Bolaji, Adesoye A.; Oluwaseyi, Adelowkan A.; … - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 295-314
Persistent link: https://www.econbiz.de/10011977154
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Composition effects of government expenditure on private consumption and output growth in Nigeria : a single-equation error correction modelling
Dada, Matthew Abiodun - In: Romanian journal of fiscal policy : RJFP 4 (2013) 2, pp. 18-34
This study examined the composition effect of government expenditure on private consumption and output growth in Nigeria using the framework of single equation error correction mechanism. The unit root and cointegration tests were conducted on the variables of interest while single equations...
Persistent link: https://www.econbiz.de/10010480256
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Yield curve and financial uncertainty : evidence based on US data
Castelnuovo, Efrem - 2019
How do short and long term interest rates respond to a jump in financial uncertainty? We address this question by conducting a local projections analysis with US monthly data, period: 1962-2018. The state-of-the-art financial uncertainty measure proposed by Ludvigson, Ma, and Ng (2019) is found...
Persistent link: https://www.econbiz.de/10012029082
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Asymmetric effect of advertising on the Chinese stock market
Hsu, Ching-Chi; Chen, Miao-Ling - In: Applied economics letters 26 (2019) 2, pp. 157-162
Persistent link: https://www.econbiz.de/10012204156
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The export-productivity link for Brazilian manufacturing firms
Cirera, Xavier; Lederman, Daniel; Mañez Castillejo, Juan A. - 2015
This paper explores the link between exports and total factor productivity (TFP) in Brazilian manufacturing firms over … exports significantly, but with stagnant aggregate TFP growth. The authors first estimate firm-level TFP under alternative … control for the possibility that selection into exports may not be a random process. Their results confirm the self …
Persistent link: https://www.econbiz.de/10011299228