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Fiscal sustainability in the presence of structural breaks : does overconfidence on resource exports hurt government's ability to finance debt? ; evidence from Nigeria
Alhaji Jibrilla, Aliyu - In: Cogent economics & finance 4 (2016) 1, pp. 1-27
breaks, the study finds evidence of a cointegration relation between the government revenues and spending. The results did …
Persistent link: https://www.econbiz.de/10011487675
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Financial deepening implications for macro-economic volatility and economic growth in Nigeria, a multivariate approach
Ogbuagu, Anuli Regina; Ewubare, Dennis Brown - In: International journal of economics, finance and … 5 (2017) 1, pp. 66-80
Persistent link: https://www.econbiz.de/10011717642
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Effects of Growth and Volatility in Public Expenditures on Economic Growth: Theory and Evidence
Gong, Liutang; Zou, Heng-fu - China Economics and Management Academy, Central … - 2011
This paper sets up a theoretical model linking the growth rate of the economy to the growth rate and volatility of different government expenditures. On a theoretical basis, it is found that volatility in government spending can be positively or negatively associated with economic growth...
Persistent link: https://www.econbiz.de/10009274608
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Effects of Growth and Volatility in Public Expenditures on Economic Growth: Theory and Evidence
Gong, Liutang; Zou, Heng-fu - In: Annals of Economics and Finance 3 (2002) 2, pp. 379-406
This paper sets up a theoretical model linking the growth rate of the economy to the growth rate and volatility of different government expenditures. On a theoretical basis, it is found that volatility in government spending can be positively or negatively associated with economic growth...
Persistent link: https://www.econbiz.de/10009150750
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A probit model for the state of the Greek GDP growth
Degiannakis, Stavros - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 381-392
The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of explanatory (economic and financial) variables regarding the...
Persistent link: https://www.econbiz.de/10011312197
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The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries
Jiranyakul, Komain - 2011
This article tests the Black's hypothesis in five crisis-affected Asian countries (India, Japan, Malaysia, South Korea, and Thailand). The hypothesis posits that economies face a positive relationship between output growth and output volatility. Using monthly data of the industrial production...
Persistent link: https://www.econbiz.de/10013125767
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Determinants of GDP fluctuations in selected South Asian countries : a macro-panel study
Mohey-Ud-Din, Ghulam; Siddiqui, Muhammad Wasif - In: The Pakistan development review : PDR 55 (2016) 4, pp. 483-497
Persistent link: https://www.econbiz.de/10011670251
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Bi-directional causality between volatility in output growth and price growth : evidence from rice production in India using ARCH/GARCH and panel VECM approach
Pal, Dipyaman; Chakraborty, Chandrima - In: Risks and Resilience of Emerging Economies : Essays in …, (pp. 71-90). 2023
Persistent link: https://www.econbiz.de/10014339164
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A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - 2016
This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing … cointegration and Markov-switching VECM and Impulse Response Analysis, confirms that these markets have significant linkages which …
Persistent link: https://www.econbiz.de/10011479769
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Revisiting the long memory dynamics of implied-realized volatility relation : a new evidence from wavelet band spectrum regression
Barunik, Jozef; Barunikova, Michaela - 2015
model-free option-implied volatility (MFIV) when assessing the relation as the latter may introduce bias to the estimation …. In addition, a new tool for the estimation of fractional co-integrating relation between implied and realized volatility … different investment horizons. In the estimation, we use the S&P 500 and DAX monthly and biweekly option prices covering the …
Persistent link: https://www.econbiz.de/10011280711