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Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility

Njenga, Carolyn N; Sherris, Michael - In: Asia-Pacific Journal of Risk and Insurance 5 (2011) 2

capturing long run equilibrium relationships in a Vector Error-Correction Model (VECM) framework. …

Persistent link: https://www.econbiz.de/10014585489

Sustainability of Public Debt in Germany – Historical Considerations and Time Series Evidence

Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - In: Jahrbücher für Nationalökonomie und Statistik 233 (2013) 3, pp. 291-335

cointegration and the estimation of Vector Autoregression (VAR) and Vector Error Correction Models (VECM). While we cannot reject …

Persistent link: https://www.econbiz.de/10014609446

The foreign exchange regime in a small open economy: Armenia and beyond

Gevorkyan, Aleksandr V. - In: Journal of Economic Studies 44 (2017) 5, pp. 781-800

Purpose Offering an example of a small open developing economy, the purpose of this paper is to explore the reasons for relative stability in Armenia’s foreign exchange market. Relying on a single currency and derived cross-currency exchange rates, the paper models short-term effects between...

Persistent link: https://www.econbiz.de/10014864459

Market linkages and conditional correlation between the stock markets of South and Central America

Panda, Ajaya Kumar; Nanda, Swagatika - In: Journal of Financial Economic Policy 9 (2017) 02, pp. 174-197

causality test based vector error correction model (VECM) approach, and variance decomposition analysis were used to investigate … empirical results VECM reveal that Argentina, Brazil, Chile and Venezuela stock market returns are significantly influenced by … uses various tools to investigate the dynamic linkages between markets.VAR, VECM, Cointegration and GARCH-DCC altogether in …

Persistent link: https://www.econbiz.de/10014867111

Does life insurance activity promote economic development in India: an empirical analysis

Ghosh, Amlan - In: Journal of Asia Business Studies 7 (2013) 1, pp. 31-43

insurance industry and economic development in India. Design/methodology/approach – The study uses the VAR‐VECM model to find …

Persistent link: https://www.econbiz.de/10014838310

Does Islamic bank financing contribute to economic growth? The Malaysian case

Hachicha, Nejib; Ben Amar, Amine - In: International Journal of Islamic and Middle Eastern … 8 (2015) 3, pp. 349-368

Purpose – The purpose of this paper is to investigate empirically the impact of the Islamic Bank Financing on Malaysia’s economic growth over the period 2000Q1-2011Q4. Design/methodology/approach – A neoclassical production function augmented by some indicators of Islamic bank finance has...

Persistent link: https://www.econbiz.de/10014826852

Intensity of shock transmission amid US-BRICS markets

Lakshmi, P.; Visalakshmi, S.; Shanmugam, Kavitha - In: International Journal of Emerging Markets 10 (2015) 3, pp. 311-328

Purpose – The purpose of this paper is to analyze the intensity of transmission of shocks from USA to BRICS countries in the long-run and short-run deviations and swiftness of recovery during US subprime mortgage crisis. This analysis enables the authors to explore the evolving patterns of...

Persistent link: https://www.econbiz.de/10014788511

Are house prices in the Norwegian capital too high?

Krakstad, Svein Olav; Oust, Are - In: International Journal of Housing Markets and Analysis 8 (2015) 2, pp. 152-168

Purpose – This paper aims to investigate whether the homes in the Norwegian capital, Oslo, are overpriced. While house prices in many countries dropped after the financial crisis, those in Norway have continued to increase. Over the past 20 years, real house prices in Oslo have increased by...

Persistent link: https://www.econbiz.de/10014778154

Trade Openness, Financial Development Index and Economic Growth

Satyanarayana Murthy, Dogga; Kumar Patra, Suresh; … - In: Journal of Financial Economic Policy 6 (2014) 4, pp. 362-375

), augmented Dickey–Fuller and Phillips–Perron tests as the unit root test, Johansen’s co-integration test and VECM for direction …

Persistent link: https://www.econbiz.de/10014867148

Does transportation infrastructure impact economic growth in India?

Nenavath, Sreenu - In: Journal of Facilities Management 21 (2021) 1, pp. 1-15

Purpose This paper aims to show a long run and causal association between economic growth and transport infrastructure. Design/methodology/approach In this study, the authors use ARDL models through the period 1990 – 2020 to investigate the relationship between transport infrastructure and...

Persistent link: https://www.econbiz.de/10014867541