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Using Gretl, I apply ARMA, Vector ARMA, VAR, state-space model with a Kalman filter, transfer-function and intervention models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time...
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This paper models the inter-connections between the U.S. economy and five major economic regions in the world, namely, Japan, China, ASEAN, Latin America, and the European Union, using an inter-linkage coordinate space. This space is represented graphically, with the U.S. economy placed in the...
Persistent link: https://www.econbiz.de/10010414779
This paper sheds new light on the concept of selection in evolutionary economics. The interpretation of natural evolution has experienced significant changes in the last decades, while these developments have been often ignored by economists. This is especially true for the concept of selection,...
Persistent link: https://www.econbiz.de/10009736801
Opinion is divided on whether it is better to have a single world money or variable exchange rates.Pope, Selten and von Hagen (2003) propose that fresh light would be shed via an analysis that allows forseven complexity impacts on the exchange rate that are underplayed (where not entirely...
Persistent link: https://www.econbiz.de/10003612858
This study aims to explain the relationship between price and financial stability in monetary policy designs that have developed since the 1990s and to empirically examine the relationship between price and financial stability in the monetary policy designs of the US. To this effect, the study...
Persistent link: https://www.econbiz.de/10013324207
The major perspective of this paper is to provide more evidence regarding how “quickly”, in different macroeconomic states, companies adjust their capital structure to their leverage targets. This study extends the empirical research on the topic of capital structure by focusing on a...
Persistent link: https://www.econbiz.de/10012871726
the approach by Aoki (1981) frequently used in economic theory. Aoki showed that for a system of linear differential …
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