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Are foreign and public capital productive in the Mexican case? : a panel unit root and panel cointegration analysis

Ramírez, Miguel D. - 2008

Persistent link: https://www.econbiz.de/10009766002

Investment attractiveness of Central and Eastern European countries in the light of new locational advantages development

Jantoń-Drozdowska, Elżbieta; Majewska, Maria - 2015

The aim of this work was to present the similarities between the components of competitiveness and investment … investment attractiveness of a country. The other objective of this paper was to provide a comparative analysis of Central and … Eastern European countries in terms of their investment attractiveness. Thus this paper was organized as follows: the first …

Persistent link: https://www.econbiz.de/10012010864

Is foreign direct investment productive in the Latin America case? : a panel cointegration analysis, 1980 - 2001

Ramírez, Miguel D. - 2007

Persistent link: https://www.econbiz.de/10009766005

Structural change in MENA remittance flows

Naufal, George; Genc, Ismail H. - 2013

After independence, the GCC countries relied heavily on foreign workers from fellow Arab countries. Thus, remittances flowed from GCC to other countries in MENA. In the 1980s-1990s labor source switched to South Asia; so did the flow of remittances. This paper examines the consequences of the...

Persistent link: https://www.econbiz.de/10009766270

The real convergence of CEE countries : a study of real GDP per capita

Zárembová, Andrea; Lyócsa, Štefan; Baumöhl, Eduard - 2012

The paper examines the unconditional sigma and time-series convergence of real GDP per capita (measured in national currencies and euros) for CEE8 countries during the 1995 : Q1 - 2011 : Q1 period by applying the unit root framework using the DF-GLS test and the Lee and Strazicich (2003; 2004) test,...

Persistent link: https://www.econbiz.de/10011638347

Seasonal unit root tests under structural breaks

Hassler, Uwe; Rodrigues, Paulo M. M. - 2002

In this paper, several seasonal unit root tests are analysed in the context of structural breaks at known time and a new break corrected test is suggested. We show that the widely used HEGY test as well as an LM variant thereof are asymptotically robust to seasonal mean shifts of finite...

Persistent link: https://www.econbiz.de/10011524510

Persistence, non-linearities and structural breaks in European stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019

This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...

Persistent link: https://www.econbiz.de/10012024535

Characterizing growth instability : new evidence on unit roots and structural breaks in long run time series

Russo, Emanuele; Foster-McGregor, Neil; Verspagen, Bart - 2019

In this paper we investigate whether long run time series of income per capita are better described by a trend-stationary model with few structural changes or by unit root processes in which permanent stochastic shocks are responsible for the observed growth discontinuities. To this purpose, we...

Persistent link: https://www.econbiz.de/10012098522

Inflation in the G7 countries : persistence and structural breaks

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2020

This paper examines long-range dependence in the inflation rates of the G7 countries by estimating their (fractional) order of integration d over the sample period January 1973 - March 2020. The results indicate that the series are very persistent, the estimated value of d being equal to or...

Persistent link: https://www.econbiz.de/10012226769

Unit root tests for time series with a structural break : when the break point is known

Lütkepohl, Helmut; Müller-Kademann, Christian; … - 1999

Unit root tests for time series with level shifts are considered. The level shift is assumed to occur at a known time point. In contrast to some other proposals the level shift is modeled as part of the intercept term of the stationary component of the data generation process which is separated...

Persistent link: https://www.econbiz.de/10009580481

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