Narrow search
Showing 1 - 10 of 1,980
Cover Image
The Response of Employment to GDP Growth in Turkey : An Econometric Estimation
Akkemik, K. Ali - 2008
). The results indicate that the adjustments in the labor market lagged GDP growth. Confining the analysis to the …
Persistent link: https://www.econbiz.de/10012770586
Cover Image
A Bayesian approach to modelling graphical vector autoregressions
Corander, Jukka; Villani, Mattias - 2004
autoregression and the causality structure represented by graphs using a fractional Bayes approach. Some properties of the …
Persistent link: https://www.econbiz.de/10011584751
Cover Image
Automatic identification of general vector error correction models
Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016
There are a number of econometrics tools to deal with the different type of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011499608
Cover Image
Automatic identification of general vector error correction models
Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016
There are a number of econometrics tools to deal with the different types of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011554319
Cover Image
A cointegration model of money and wealth
Assenmacher-Wesche, Katrin; Beyer, Andreas - 2020
Extending the data set used in Beyer (2009) from 2007 to 2017, we estimate I(1) and I(2) money demand models for euro area M3. We nd that the elasticities in the money demand and the real wealth relations identi ed previously in Beyer (2009) have remained remarkably stable throughout the...
Persistent link: https://www.econbiz.de/10012150128
Cover Image
A cointegration model of money and wealth
Assenmacher-Wesche, Katrin; Beyer, Andreas - 2018
Extending the data set used in Beyer (2009) to 2017, we estimate I(1) and I(2) money demand models for euro area M3. After including two broken trends and a few dummies to account for shifts in the variables following the global financial crisis and the ECB's non-standard monetary policy...
Persistent link: https://www.econbiz.de/10011974516
Cover Image
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 … consumption and output growth. The study therefore concluded that government spending on education and health, social security …
Persistent link: https://www.econbiz.de/10010480256
Cover Image
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Cover Image
Causal transmission in reduced-form models
Bazinas, Vassilios; Nielsen, Bent - In: Econometrics : open access journal 10 (2022) 2, pp. 1-25
We propose a method to explore the causal transmission of an intervention through two endogenous variables of interest. We refer to the intervention as a catalyst variable. The method is based on the reduced-form system formed from the conditional distribution of the two endogenous variables...
Persistent link: https://www.econbiz.de/10013355236
Cover Image
Labour productivity analysis of manufacturing sector in Turkey against EU
Balkan, Dursun; Akyuz, Goknur Arzu - In: Journal of business economics and management 24 (2023) 2, pp. 245-273
This study offers an in-depth analysis of labour productivity of manufacturing sector in Turkey and provides a … 2020-2023 for Turkey manufacturing sector based on the best fitting regression and ARIMA solutions and they are compared … for Turkey, EU27 and EA19 countries. ARIMA analysis with 12 different parameter settings provided accurate results …
Persistent link: https://www.econbiz.de/10014330720