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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

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

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

Identifying the frequency and connectivity dynamics of the US economy

Tessmann, Mathias Schneid; Passos, Marcelo de Oliveira; … - In: Economies : open access journal 12 (2024) 6, pp. 1-20

This paper seeks to investigate the connectivity of the US economy through the dynamics of the transmission of volatility in sectoral indices. For this, we use daily asset data and two methodologies. The first creates a spillover index that measures market connectivity and the second partitions...

Persistent link: https://www.econbiz.de/10014636044

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

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

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

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

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

Are the Economies of Canada and the United States Integrated? Evidence from Cointegration Analysis

Luitel, Hari - 2017

In recognition of his contributions to the development of the method of cointegration analysis for analyzing … the development of the method of cointegration analysis. To illustrate by example, we apply the method of time series … cointegration analysis and present statistical evidence that supports the proposition that the economies of Canada and the United …

Persistent link: https://www.econbiz.de/10012972645