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Testing market efficiency of crude palm oil futures to European participants
Liu, Xing - 2009
European participants whose delivery location in EU. Both Johanson cointegration test andVector Error Cointegration Mechnism … (VECM) are conducted to test long-run and short-run efficiency test for theEuropean spot market and four different futures …
Persistent link: https://www.econbiz.de/10009445965
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Economic effects of a possible prolonged deterioration in the general health of the Spanish population
Hurtado López, Samuel; Izquierdo Peinado, Mario
Rationale The last year has seen growing demand for healthcare services, but the causes of this increase, and how persistent it will be, are as yet uncertain. Should these dynamics prove to be long-lasting and associated with a prolonged deterioration in the general health of the Spanish...
Persistent link: https://www.econbiz.de/10014283509
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Growth and productivity in Australia
Agbenyegah, Benjamin K.; Bloch, Harry - 2008
This paper empirically investigates and identifies the main contributing factors to output and productivity growth in … 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
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RAZÃO ÓTIMA DE HEDGE PARA OS CONTRATOS FUTUROS DO BOI GORDO: UMA ANÁLISE DO MECANISMO DE CORREÇÃO DE ERROS
Zilli, Julcemar Bruno; Silva, Adriana Ferreira; Campos, … - 2008
Campo Grande /MS using the Error-Correction Mechanism (ECM) for the daily, weekly and monthly data. The results had shown … that not stationary series can supply mistaken estimates of the OHR, when not considered the relations of co-integration …
Persistent link: https://www.econbiz.de/10009442749
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Making progress in forecasting
Armstrong, J. Scott; Fildes, Robert - 2006
Twenty-five years ago, the International Institute of Forecasters was established “to bridge the gap between theory and practice.” Its primary vehicle was the Journal of Forecasting and is now the International Journal of Forecasting. The Institute emphasizes empirical comparisons of...
Persistent link: https://www.econbiz.de/10009439169
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US Monetary-Fiscal Policy Mix Evidence from a Quartovariate VECM
Zestos, George K.; Geary, Andrew N.; Cooksey, Kevin S. - 2011
This study investigates the effectiveness of monetary and fiscal policies in the US by employing cointegration and a …
Persistent link: https://www.econbiz.de/10009441678
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Making the world market price endogenous within the AGMEMOD modelling framework: an econometric solution
Listorti, Giulia; Esposti, Roberto - 2008
. This system of equations, written in a dynamic and error-correction form(VECM), substitutes the usual price …
Persistent link: https://www.econbiz.de/10009443209
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Impact and competitiveness of EU biofuel market – First view of the prices of biofuel market in relation to the global players
Liu, Xing - 2008
, we use vecto error cointegration Mechnism (VECM) to test the relationshipbetween three selected vegetable oil prices in …
Persistent link: https://www.econbiz.de/10009443238
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Analysis of carbon mitigation policies: feed-in tariffs, energy and carbon price interactions and competitive distortions on carbon markets
Johanna Reichenbach - 2011
I study several policy instruments for carbon mitigation with a focus on subsidies for renewable energies, emission taxes and emission allowances. In Chapter 1, I analyze the optimal design and the welfare implications of two policies consisting of an emission tax for conventional fossil-fuel...
Persistent link: https://www.econbiz.de/10009429024
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The Relationships Among Monetry Policy, Stock Prices and the Exchange Rate
Ivrendi, Mehmet - 2005
the Vector Error Correction Model (VECM) , Multivariate VAR (p), Multivariate-VARX (p) and Multivariate VAR (p)-GARCH (q …
Persistent link: https://www.econbiz.de/10009431226