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The Health-Income Nexus for Malaysia: ARDL Cointegration and Rao\'s F-test for Causality

Tang, Chor Foon - In: Asian Journal of Empirical Research 2 (2012) 1, pp. 1-8

apply the bounds testing approach to cointegration and the system-wise Rao’s F-test with bootstrap simulation procedure. The …

Persistent link: https://www.econbiz.de/10010565806

Old Age Pensions Public Expenditures and Fertility in European Countries

ENACHE, Cosmin - In: Timisoara Journal of Economics 5 (2012) 17, pp. 119-126

-altruistic fertility models (negative). First, a cointegration analysis is employed in order to check if there is a long-term equilibrium …

Persistent link: https://www.econbiz.de/10010565813

Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques

Belke, Ansgar; Czudaj, Robert - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 56 (2010) 4, pp. 285-315

In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows that the current financial and economic crisis that started in 2007 does not appear to have any noticeable impact on the stability of the euro area money demand function. We also...

Persistent link: https://www.econbiz.de/10010567107

Effects of interest rate, exchange rate and their volatilities on stock prices: evidence from banking industry of Pakistan

JAWAID, Syed Tehseen; HAQ, Anwar Ul - In: Theoretical and Applied Economics XVIII(2012) (2012) 8(573), pp. 153-166

industry of Pakistan. Cointegration results suggests the existance of significant negative long run relationship between …

Persistent link: https://www.econbiz.de/10010568132

Prognosemodelle und Handelsansätze für Implizite Volatilitäten

Sachtler, Michael - 2004

Persistent link: https://www.econbiz.de/10004832143

Inequality and economic growth in China

Adrián Risso, W.; Sánchez Carrera, Edgar J. - In: Journal of Chinese Economic and Foreign Trade Studies 5 (2012) 2, pp. 80-90

in China during the pre‐reform (1952‐1978) and post‐reform (1979‐2007) periods, this will be done via cointegration … cointegration analysis shows that, for both periods the relationship is positive and the inequality‐growth elasticity has grown in …

Persistent link: https://www.econbiz.de/10014847562

Macroeconomic determinants of remittances for a dollarized economy: the case of El Salvador

Castillo‐Ponce, Ramon A.; Hugo Torres‐Preciado, Victor - In: Journal of Economic Studies 38 (2011) 5, pp. 562-576

/methodology/approach – The analysis considers cointegration and common cycle tests. It includes as explanatory variables gross domestic product …

Persistent link: https://www.econbiz.de/10014863299

Infrastructure and productivity in Latin America: is there a relationship in the long run?

Kühl Teles, Vladimir; Cesar Mussolini, Caio - In: Journal of Economic Studies 39 (2012) 1, pp. 44-62

this theory, the traditional Johansen methodology was used for testing the cointegration between TFP and physical measures …

Persistent link: https://www.econbiz.de/10014863312

Real exchange rate misalignment and economic growth in Malaysia

Tsen Wong, Hock - In: Journal of Economic Studies 40 (2013) 3, pp. 298-313

Purpose – The purpose of this study is to examine real exchange rate misalignment and economic growth in Malaysia. Design/methodology/approach – The result of the autoregressive distributed lag (ARDL) approach and the generalized forecast error variance decomposition. Findings – The result...

Persistent link: https://www.econbiz.de/10014863366

Economic uncertainty and money demand stability in Turkey

Azim Özdemir, K.; Saygılı, Mesut - In: Journal of Economic Studies 40 (2013) 3, pp. 314-333

Purpose – The purpose of this paper is to investigate whether the inclusion of uncertainty variables in the demand for money function can produce a stable relationship in Turkey. Design/methodology/approach – The stability of a money demand function is studied by testing parameter constancy...

Persistent link: https://www.econbiz.de/10014863367