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The Doctrine of Relative Purchasing Power Parity Re‐examined

Beach, Elsworth D.; Cottrell Kruse, Nancy; Uri, Noel D. - In: Journal of Economic Studies 20 (1993) 3

are obtained via appropriate autoregressive integrated moving average filters and, second, where cointegration techniques …

Persistent link: https://www.econbiz.de/10014863427

Do devaluations improve or worsen the terms of trade?

Als, Janardhanan; Bahmani‐Oskooee, Mohsen - In: Journal of Economic Studies 22 (1995) 6, pp. 16-25

Attempts to shed new light on the relation between the terms of trade and effective exchange rate using cointegration …

Persistent link: https://www.econbiz.de/10014863467

New evidence from an alternative methodological approach to the defence spending‐economic growth causality issue in the case of mainland China

Masih, Abdul M.M.; Masih, Rumi; Hasan, Mohammad S. - In: Journal of Economic Studies 24 (1997) 3, pp. 123-140

Proposes to re‐examine empirically the causal relationship between defence spending and economic growth in mainland China. First, using a VAR modelling technique with suitable diagnostics, e.g. Akaike’s FPE statistics and a likelihood ratio test for over‐ and under‐fitting the causal...

Persistent link: https://www.econbiz.de/10014863505

A comparison of forecasts from UK economic models and some Bayesian vector autoregressive models

Holden, Ken - In: Journal of Economic Studies 24 (1997) 4, pp. 242-256

Analyses and checks the annual forecasts produced each autumn from four prominent UK economic modelling organizations. Compares these forecasts with those of three Bayesian vector‐autoregressive models. Examines the accuracy for each set of forecasts up to four years ahead and for different...

Persistent link: https://www.econbiz.de/10014863517

An error correction approach to modelling money balances and reserves

Civcir, I.; Parikh, A. - In: Journal of Economic Studies 25 (1998) 4, pp. 277-295

The objective of this study is to propose an economic model of the nominal money balances and reserves in the Turkish economy during the period 1960‐1988. As most of the variables show unit root non‐stationarity, an approach based on the error correction system (Phillips, 1991) is adopted....

Persistent link: https://www.econbiz.de/10014863535

Globalisation and labour immiserisation in Australia

Dias Karunaratne, Neil - In: Journal of Economic Studies 26 (1999) 2, pp. 82-105

formulated using general‐to‐specific methods after taking account of stochastic trends through unit root and cointegration tests …

Persistent link: https://www.econbiz.de/10014863554

The long‐run relation between a black market exchange rate and the trade balance

Bahmani‐Oskooee, Mohsen - In: Journal of Economic Studies 26 (1999) 2, pp. 121-130

rial by employing cointegration technique. It is shown that in a oil producing country like Iran due to rent …

Persistent link: https://www.econbiz.de/10014863556

Cointegration: An Introduction to the Literature

Perman, Roger - In: Journal of Economic Studies 18 (1991) 3

An overview of the cointegration approach to econometric specification and estimation is provided. A non … using cointegration techniques in the estimation of economic relationships, to providing intuitive explanations of the … application of cointegration techniques to the estimation of the consumption function is provided. …

Persistent link: https://www.econbiz.de/10014863850

Dynamics of obesity in Finland

Halicioglu, Ferda - In: Journal of Economic Studies 40 (2013) 5, pp. 644-657

intake. Design/methodology/approach – The paper employs bounds testing cointegration procedure and augmented causality tests … obesity in Finland, using the framework of cointegration and causality tests. …

Persistent link: https://www.econbiz.de/10014863967

Financial integration, global liquidity and global macroeconomic linkages

Belke, Ansgar; Keil, Jonas - In: Journal of Economic Studies 43 (2016) 1, pp. 16-26

Purpose – The purpose of this paper is to analyse the effect of financial integration on several macroeconomic variables from a global perspective. Design/methodology/approach – The authors apply a cointegrated vector autoregression model using quarterly data for 1980-2009. Analysing the...

Persistent link: https://www.econbiz.de/10014864047