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Spurious correlation in estimation of the health production function : a note
Akkoyunlu, Sule; Lichtenberg, Frank R.; Siliverstovs, Boriss - 2009
; Innovation ; Pharmaceuticals ; Health care expenditure ; Cointegration …
Persistent link: https://www.econbiz.de/10003900852
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Spurious correlation in estimation of the health production function : a note
Akkoyunlu, Sule; Lichtenberg, Frank R.; Siliverstovs, Boriss - 2009
; Innovation ; Pharmaceuticals ; Health care expenditure ; Cointegration …
Persistent link: https://www.econbiz.de/10003909500
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Venture Capital in Clean Energy Innovation Finance : Insights from the U.S. Market during 2005-2014
Rai, Varun - 2015
Since emerging as a capital destination in the late 1990s, the experience of venture capital (VC) in clean energy technologies (CET) has been checkered. Haphazard investment activity in the early 2000s paired with high-profile failures of once-promising CET ventures to produce a general...
Persistent link: https://www.econbiz.de/10013013465
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Did US consumers 'save for a rainy day' before the Great Recession?
Anundsen, André Kallåk; Nymoen, Ragnar - 2015
The 'saving for a rainy day' hypothesis implies that households' saving decisions reflect that they can (rationally) predict future income declines. The empirical relevance of this hypothesis plays a key role in discussions of fiscal policy multipliers and it holds under the null that the...
Persistent link: https://www.econbiz.de/10010518800
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Economic regime shifts and the US subprime bubble
Anundsen, André Kallåk - 2013
of financing. -- cointegration ; regime shifts ; US housing bubble ; subprime lending ; bubble indicator …
Persistent link: https://www.econbiz.de/10009704286
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The present value model of U.S. stock prices revisited : long-run evidence with structural breaks, 1871-2012
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - 2017
regression models, 2010) as well as the cointegration tests developed in Arai and Kurozumi (Testing for the null hypothesis of … cointegration with a structural break, 2007) and Kejriwal (Cointegration with structural breaks: an application to the Feldstein …- Horioka Puzzle, 2008). The results obtained are consistent with the existence of linear cointegration between the log stock …
Persistent link: https://www.econbiz.de/10011745419
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An agent-based model for secular stagnation in the USA: theory and empirical evidence
Borsato, Andrea - 2021
with increases in capital accumulation. Finally, the panel cointegration analysis based on US manufacturing industries …
Persistent link: https://www.econbiz.de/10012497056
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US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
July 2010. The empirical findings indicate that the stochastic properties of the two series are such that cointegration …
Persistent link: https://www.econbiz.de/10008697849
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Fractional cointegration in US term spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
. -- Term structure ; long memory ; fractional integration ; fractional cointegration …
Persistent link: https://www.econbiz.de/10003939723
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The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
In this paper we use fractional integration techniques to examine the degree of integration of four US stock market indices, namely the Standard and Poor, Dow Jones, Nasdaq and NYSE, at a daily frequency from January 2005 till December 2009. We analyse the weekly structure of the series and...
Persistent link: https://www.econbiz.de/10008732289