Narrow search
Showing 1 - 10 of 54,922
Cover Image
Finance and the Diffusion of Digital Technologies
Caprettini, Bruno - In: Rivista di Politica Economica 98 (2008) 6, pp. 79-122
The paper examines how different dimensions of financial development have influenced firms’ willingness to adopt new digital technologies (IT). To do so, it introduces an econometric analysis based on an Error Correction Model run over a panel of fifteen industrialized countries. The results...
Persistent link: https://www.econbiz.de/10008632943
Cover Image
The Causal Relationship between Patent Growth and Growth of GDP with Quarterly Data in the G7 Countries : Cointegration, ARDL and Error Correction Models
Josheski, Dushko; Koteski, Cane - 2011
This empirical study investigates the dynamic link between patent growth and GDP growth in G7 economies. ARDL model … patents growth and quarterly growth of GDP. Johansen’s procedure for cointegration showed that long run multipliers are …
Persistent link: https://www.econbiz.de/10014177994
Cover Image
Exports and capacity constraints : a smooth transition regression model for six euro area countries
Belke, Ansgar; Oeking, Anne; Setzer, Ralph - 2013
Traditional specifications of export equations incorporate foreign demand as a demand pull factor and the real exchange rate as a relative price variable. However, such standard export equations have failed to explain the export performance of euro area countries during the crisis period. In...
Persistent link: https://www.econbiz.de/10010195462
Cover Image
Exports and capacity constraints : a smooth transition regression model for six euro area countries
Belke, Ansgar; Oeking, Anne; Setzer, Ralph - 2013
Traditional specifications of export equations incorporate foreign demand as a demand pull factor and the real exchange rate as a relative price variable. However, such standard export equations have failed to explain the export performance of euro area countries during the crisis period. In...
Persistent link: https://www.econbiz.de/10010255111
Cover Image
Engle-Granger representation in spatial and spatio-temporal models
Bhattacharjee, Arnab; Ditzen, Jan; Holly, Sean - 2024
-stationarity and cointegration in both the time and spatial dimensions. This paper develops Granger representation theorems for spatial …
Persistent link: https://www.econbiz.de/10015062152
Cover Image
New evidence on the relationship beetween crude oil and petroleum product prices
Denni, Mario; Frewer, G. - Dipartimento di Economia, Università degli Studi di Roma 3 - 2006
The present study aims at providing new evidence on the price re- lationships between crude oil and petroleum products. We employ single-equation error correction models (ECM) in which both changes in crude oil price and deviations from the long-run equilibrium are used to explain product price...
Persistent link: https://www.econbiz.de/10005405030
Cover Image
Oil and product price dynamics in international petroleum markets
Lanza, Alessandro; Manera, Matteo; Giovannini, Massimo - 2003
and product price dynamics using cointegration and error correction models. Subsequently we use the error correction …
Persistent link: https://www.econbiz.de/10011592760
Cover Image
Predicting inflation in Euroland : the Pstar approach
Scheide, Joachim; Trabandt, Mathias - 2000
Inflation is a monetary phenomenon. While this statement is widely accepted in terms of a long-run relationship, the quantity theory has been made operational also for the short-run dynamics of inflation by so-called Pstar models. An error correction model with quarterly data for the Euro Area...
Persistent link: https://www.econbiz.de/10011477146
Cover Image
House prices and tourism development in Cyprus : a contemporary perspective
Alola, Andrew A.; Asongu, Simplice; Alola, Uju V. - 2019
Lag (ARDL)-bound test model. The empirical results indicate a significant evidence of cointegration. Indicatively, an …
Persistent link: https://www.econbiz.de/10012107815
Cover Image
The impacts of domestic and foreign direct investments on economic growth in Saudi Arabia
Belloumi, Mounir; Alshehry, Atef Saad - In: Economies : open access journal 6 (2018) 1, pp. 1-17
economic growth in Saudi Arabia over the period 1970–2015 by using the autoregressive distributed lag (ARDL) bounds testing to … cointegration approach. The fully modified ordinary least squares (FMOLS), dynamic ordinary least squares (DOLS), and the canonical … cointegrating regression (CCR) are employed to check the robustness of the ARDL long run estimates. The results show that in the …
Persistent link: https://www.econbiz.de/10011853654