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Is euro area demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows that the current financial and economic crisis that started in 2007 does not appear to have any noticeable impact on the stability of the euro area money demand function. We also...
Persistent link: https://www.econbiz.de/10010208785
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Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
Belke, Ansgar; Czudaj, Robert - 2010
In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows that the current financial and economic crisis that started in 2007 does not appear to have any noticeable impact on the stability of the euro area money demand function. We also...
Persistent link: https://www.econbiz.de/10010269994
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Is euro area money demand (still) stable? Cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows that the current financial and economic crisis that started in 2007 does not appear to have any noticeable impact on the stability of the euro area money demand function. We also...
Persistent link: https://www.econbiz.de/10010271383
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Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …
Persistent link: https://www.econbiz.de/10003939738
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Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …
Persistent link: https://www.econbiz.de/10003941679
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Empirical analysis of employment and foreign direct investment in Malaysia : an ARDL bounds testing approach to cointegration
Pinn, Stan Lee Shun; Kok Sook Ching; Mori Kogid; Dullah … - In: Advances in management & applied economics 1 (2011) 3, pp. 77-91
, and ECM-ARDL model. The results show that there is no cointegration relationship between employment and the FDI in the … other way round. -- employment ; FDI ; cointegration ; causality ; Malaysia …
Persistent link: https://www.econbiz.de/10009569735
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IV-based cointegration testing in dependent panels with time-varying variance
Demetrescu, Matei; Hanck, Christoph; Tarcolea, Adina Ioana - 2012 - This version: November 10, 2011
While the limiting null distributions of cointegration tests are invariant to a certain amount of conditional … attention to dependence among cross-sectional units, be it time-dependent or not. To obtain a panel cointegration test robust to … covariates, and for any variance profile. Furthermore, a test for the null of no cointegration - in effect, a joint test against …
Persistent link: https://www.econbiz.de/10009672473
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Is the ‘Euro Effect’ on Trade So Small After All? New Evidence Using Gravity Equations With Panel Cointegration Techniques
Gomez-Herrera, Estrella - 2019
cointegration tests and estimators that account for both cross-section dependence in the data and discontinuities in the …
Persistent link: https://www.econbiz.de/10012890063
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Indicators and Tests of Fiscal Sustainability : An Integrated Approach
Marini, Giancarlo - 2014
This paper shows that indicators and tests of government solvency should not be used alternatively. We present a simple and intuitive procedure to integrate simultaneously the results from the two approaches to fiscal sustainability. An application to U.S. post-World War II data demonstrates the...
Persistent link: https://www.econbiz.de/10012709004
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Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
Belke, Ansgar Hubertus - 2010
In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows that the current financial and economic crisis that started in 2007 does not appear to have any noticeable impact on the stability of the euro area money demand function. We also...
Persistent link: https://www.econbiz.de/10013144626