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Unit Roots and Structural Change : An Application to US House-Price Indices
Canarella, Giorgio - 2013
This paper employs linear and nonlinear unit-root tests to investigate: a) the price dynamics of the home price indices included in the S&P/Case-Shiller Composite10 index, and b) the validity of the “ripple effect,” following the approach outlined in Meen (1999). In general, the findings...
Persistent link: https://www.econbiz.de/10013095148
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The Effect of Endogenous Right-to-Work Laws on Business and Economic Conditions in the United States : A Multivariate Approach
Stevans, Lonnie K. - 2011
A state’s right to prohibit unions from compelling employees to pay dues even when they are covered by a collective bargaining agreement has its basis in the 1947 Taft-Hartley amendments to the National Labor Relations Act (1935). After the amendment's passage, twelve (12) states passed...
Persistent link: https://www.econbiz.de/10014048175
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Returns to scale, productivity and efficiency in US banking (1989-2000) : the neural distance function revisited
Michaelides, Panagiotis G.; Vouldis, Angelos T.; … - 2022
Productivity and efficiency analyses have been indispensable tools for evaluating firms’ performance in the banking sector. In this context, the use of Artificial Neural Networks (ANNs) has been recently proposed in order to obtain a globally flexible functional form which is capable of...
Persistent link: https://www.econbiz.de/10014080274
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A Multivariate Integer Count Hurdle model : theory and application to exchange rate dynamics
Korycka-Bień, Katarzyna (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003449930
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Bayesian averaging over many dynamic model structures with evidence on the Great Ratios and liquidity trap risk
Strachan, Rodney W.; Dijk, Herman K. van - 2008
A Bayesian model averaging procedure is presented that makes use of a finite mixture of many model structures within the class of vector autoregressive (VAR) processes. It is applied to two empirical issues. First, stability of the Great Ratios in U.S. macro-economic time series is investigated,...
Persistent link: https://www.econbiz.de/10011377110
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Evidence on features of a DSGE business cycle model from Bayesian model
Strachan, Rodney W.; Dijk, Herman K. van - 2012
Persistent link: https://www.econbiz.de/10009722689
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An empirical analysis of the relationship between Chinese RMB fluctuation and overall unemployment rates in US
Li, Ziran; Bao, Qin; Wang, Shouyang; Cheng, Siwei - In: Review of Pacific Basin financial markets and policies 16 (2013) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10010233372
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The effect of soybean trade between China and the United States on Chinese residents' consumption expenditure : based on 2004-2016 trade data
Qi, Yangyang; Qi, Quanlong - In: Inventi impact: international trade (2018) 4, pp. 252-260
Persistent link: https://www.econbiz.de/10012242561
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The effect of soybean trade between China and the United States on Chinese residents' consumption expenditure : based on 2004-2016 trade data
Qi, Yangyang; Qi, Quanlong - In: Modern economy 9 (2018) 6, pp. 1045-1053
Persistent link: https://www.econbiz.de/10011914350
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On the construction of two-country cointegrated VAR models with an application to the UK and US
Heinlein, Reinhold; Krolzig, Hans-Martin - 2012
. Symmetry is rejected for the short-run, thus for the given cointegration vectors the final modelling stage is based on the full …, where the VAR based cointegration analysis is combined with a graph-theoretic search for instantaneous causal relations and … unanticipated interest rate change by the Fed. -- Two-country model ; Cointegration ; Structural VAR ; Gets Model Selection …
Persistent link: https://www.econbiz.de/10009672516