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14.661 Labor Economics I, Fall 2006

Pischke, Jorn-Steffen; Angrist, Joshua - 2006

Neoclassical analysis of the labor market and its institutions. A systematic development of the theory of labor supply …

Persistent link: https://www.econbiz.de/10009432547

Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis

Armah, Stephen E. - 2008

Previous attempts at identifying and estimating a time-varying risk premium in the cocoa futures market yielded conflicting results. Using a longer series that includes the most recent cash and futures data, the existence of a time-varying risk premium in the cocoa futures market is...

Persistent link: https://www.econbiz.de/10009443197

Growth and productivity in Australia

Agbenyegah, Benjamin K.; Bloch, Harry - 2008

Australia for the period 1950-2005. Cointegration and a vector error-correction model are used along with Granger causality … the cointegration analysis of production in Australia and should be included in the long-run production relationship along …

Persistent link: https://www.econbiz.de/10009434976

Long-Run Monetary Neutrality and Contemporary Policy Analysis

McCallum, Bennett T. - 2004

, relationships among the various topics are developed and the validity of empirical tests (e.g., cointegration tests) relating to …

Persistent link: https://www.econbiz.de/10009441024

Testing twin deficits hypothesis using VARs and variance decomposition

Baharumshah, Ahmad Zubaidi; Lau, Evan; Khalid, Ahmed M. - 2006

following. (1) Long run relationships are detected between budget and current account deficits. (2) The Keynesian view fits well …

Persistent link: https://www.econbiz.de/10009441797

Horizontal Price Transmission of the Finnish Meat Sector with Major EU Players

Liu, Xing - 2011

found to have slowly cointegratedwith German prices, but the cointegration relationship of the two counties is only found to …

Persistent link: https://www.econbiz.de/10009442626

MODELLING IMPORT DEMAND SYSTEMS WITH NONSTATIONARY DATA: AN APPLICATION TO THE FRENCH IMPORTS OF VIRGIN OLIVE OIL

Ben Kaabia, Monia; Gil, Jose Maria - 2008

This paper aims to provide a flexible methodological framework to estimate import demandmodels, which explicitly considers the stochastic properties of data and the endogenous/exogenousnature of some variables. The French imports of virgin olive oil have been used as a case study withSpain,...

Persistent link: https://www.econbiz.de/10009443204

RELATIONSHIP BETWEEN SPATIAL PRICE TRANSMISSION AND GEOGRAPHICAL DISTANCE IN BRAZIL

Hernandez-Villafuerte, Karla Vanessa - 2011

determining the relationship among markets remains unclear. The cointegration framework, OLS and principal component regressions … are applied in order to investigate the influence of geographical distance on the cointegration relationship between … relation between distance and the elasticity of cointegration. Moreover, the region in which the market is located and a better …

Persistent link: https://www.econbiz.de/10009443372

Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets: Adapting Johansen’s Estimation Method

Amikuzuno, Joseph; Ihle, Rico - 2010

We assess market integration and price transmission of perishableagricultural produce in Sub-Saharan Africa by studying Ghanaian tomato marketswhich are characterized by pronounced seasonality in production and trade flows.We analyse the tomato markets of Ghana by simultaneously regarding its...

Persistent link: https://www.econbiz.de/10009443657

Analysis of Flue-cured Tobacco Supply Elasticity in Zimbabwe 1980-2010: An Error Correction Model Approach

Pfumayaramba, Tichaona - 2011

Flue cured tobacco has been an important crop for theZimbabwean economy historically in terms of foreign currencyearnings and employment creation. Between 1980 and 2000, thereis a general increase in tobacco output, followed by a sharpdecline from 2001 up to 2008 and then output starts to...

Persistent link: https://www.econbiz.de/10009443789