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Two types of currency crisis models coexist in the literature: first generation models view speculative attacks as … being caused by economic fundamentals which are inconsistent with a given parity. Second generation models claim self …
Persistent link: https://www.econbiz.de/10004968310
We examine the effect of population size on government size for a panel of 130 countries for the period between 1970 and 2014. We show that previous analyses of the nexus between population size and government size are incorrectly specified and fail to consider the influence of cross-sectional...
Persistent link: https://www.econbiz.de/10011990048
effect that applies to both promoted and nonpromoted brands in the models. …
Persistent link: https://www.econbiz.de/10011090873
The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the bispectrum is that its estimator comprises terms...
Persistent link: https://www.econbiz.de/10008694531
The aim of this paper is to take stock of the important recent contributions to spectral analysis, especially as they apply to non-stationary processes. Non-stationary processes are particularly relevant in the empirical sciences where most phenomena exhibit pronounced departures from stationary.
Persistent link: https://www.econbiz.de/10008725991
Persistent link: https://www.econbiz.de/10010706586
Geostatistical model is one of spatial statistical methodologies used for correcting spatial autocorrelation problem. To apply this model, two common assumptions should be made to allow global homogeneity: spatial continuity and spatial stationary. In different fields of research such as...
Persistent link: https://www.econbiz.de/10010708288
Climatic conditions and weather play an important role in production agriculture. Using district level panels for 42 years from India and dynamic panel estimation procedure we estimate the impact of weather risk on cropping intensity. Our non-stationary and dynamic panel model results suggest...
Persistent link: https://www.econbiz.de/10011068505
The goal of this study was to analyze the impact of a newly introduced market information system “E-Soko”, on beans markets integration by comparing the period before and after the system was implemented in Rwanda. Beans, both bush and climbing, are the most important traded crop in rural...
Persistent link: https://www.econbiz.de/10011069920
This study applies the Sequential Panel Selection Method (SPSM) to investigate the time-series properties of provincial house prices for entire, large, medium, and small middle-segments of South Africa. Quarterly time-series data were collected from nine provinces in South Africa for different...
Persistent link: https://www.econbiz.de/10010781442