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This paper looks at economic growth and its fundamental determinants in Russia over the last decades. It starts by … showing that, contrary to the views of some political commentators, growth is highly important for the popularity of president … Putin. Furthermore, regular models of growth are relevant to Russia and other transition countries over the last two decades …
Persistent link: https://www.econbiz.de/10012132420
Turkey has experienced a rapid increase in exports during the last two decades. In addition, there has been a … how the exchange rate volatility affects Turkey's exports to its major partners namely, Belgium, France, Germany, Italy … volatility plays quite important role for Turkey's export, (ii) asymmetry matters for better understanding the volatility …
Persistent link: https://www.econbiz.de/10013269374
This paper examines long memory volatility in international stock markets. We show that long memory volatility is widespread in eighty-two countries and that the degree of memory can be related to macroeconomic variables such as inflation, unemployment rates, interest rates or stability of a...
Persistent link: https://www.econbiz.de/10011776719
This paper examines long memory volatility in international stock markets. We show that long memory volatility is widespread in a panel dataset of eighty-two countries and that the degree of memory in the panel can be related to macroeconomic variables such as short- and long-run interest rates...
Persistent link: https://www.econbiz.de/10012213537
This paper examines long memory volatility in international stock markets. We show that long memory volatility is widespread in a panel dataset of eighty-two countries and that the degree of memory in the panel can be related to macroeconomic variables such as short- and long-run interest rates...
Persistent link: https://www.econbiz.de/10012173277
This paper examines long memory volatility in international stock markets. We show that long memory volatility is widespread in eighty-two countries and that the degree of memory can be related to macroeconomic variables such as inflation, unemployment rates, interest rates or stability of a...
Persistent link: https://www.econbiz.de/10011750751
This paper examines long memory volatility in international stock markets. We show that long memory volatility is widespread in a panel dataset of eighty-two countries and that the degree of memory in the panel can be related to macroeconomic variables such as short- and long-run interest rates...
Persistent link: https://www.econbiz.de/10012853413
GDP. Links between series considered are assessed by co-integration analysis using Johansen co-integration technique and … of GDP, as well as co-integration between the pairs of series used. Also it can be found that increases in agricultural …
Persistent link: https://www.econbiz.de/10011813120
-regression based, regression based and co-integration based. An important feature of the study is that test of PPP which relies on …
Persistent link: https://www.econbiz.de/10014215553
is used. This study uses an Autoregressive distribution lag (ARDL) model, which assesses cointegration between variables … to see their short- and long-term relationship. As a result, there is cointegration, according to the results of the ARDL … to have statistically significant consequences on currency rate volatility. Finally, the Granger causality test analyses …
Persistent link: https://www.econbiz.de/10014577814