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Does trade openness and financial liberalization foster growth
Awojobi, Omotola - In: International Journal of Social Economics 40 (2013) 6, pp. 537-555
Purpose – This study aims to provide time series evidence of the economic growth pattern of Greece and explain the hidden impact of its financial liberalization process since 1960, in terms of the links between trade and gross domestic output. Design/methodology/approach – Using time series...
Persistent link: https://www.econbiz.de/10014805801
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The cointegrated VAR model : methodology and applications
Jusélius, Katarina - 2006 - 1. publ.
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of...
Persistent link: https://www.econbiz.de/10014441730
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Broad Money Demand and Asset Substitution in China
Wu, Ge - 2009
Recent changes to China's financial system, in particular ongoing interest rate liberalization, gradual movement toward a more flexible exchange rate regime, and rapid development of capital markets, have changed substantially the environment in which monetary policy operates. In light of these...
Persistent link: https://www.econbiz.de/10012677797
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Cointegrated TFP Processes and International Business Cycles
Tuesta, Vicente - 2009
A puzzle in international macroeconomics is that observed real exchange rates are highly volatile. Standard international real business cycle (IRBC) models cannot reproduce this fact. We show that TFP processes for the U.S. and the ""rest of the world,"" is characterized by a vector error...
Persistent link: https://www.econbiz.de/10012677880
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Interdependence between Nordic stock markets and financial cooperation
Dengjun, Zhang - In: Review of Accounting and Finance 14 (2015) 2, pp. 172-188
integration was proceeding. Design/methodology/approach – Johansen’s cointegration technique and the exponential generalized …
Persistent link: https://www.econbiz.de/10014989806
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Equity market integration: the new emerging economy of Montenegro
G. Papavassiliou, Vassilios - In: Review of Accounting and Finance 13 (2014) 3, pp. 291-306
2008. They investigate long-run and short-run dynamics using cointegration techniques, Granger causality tests and vector …
Persistent link: https://www.econbiz.de/10014989840
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Cointegration between stock prices, dividends, output and consumption
Black, Angela J.; McMillan, David G.; McMillan, Fiona J. - In: Review of Accounting and Finance 14 (2015) 1, pp. 81-103
developments imply bivariate cointegration among stock prices, dividends, output and consumption where independent models identify … key theoretical cointegration vectors. Design/methodology/approach – This paper considers both Johansen and Horvath …–Watson testing approaches for cointegration. This paper also examines the forecasting power of these cointegrating relationships …
Persistent link: https://www.econbiz.de/10014989914
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The Sri Lankan stock market and the macroeconomy: an empirical investigation
Wickremasinghe, Guneratne - In: Studies in Economics and Finance 28 (2011) 3, pp. 179-195
/methodology/approach – The paper adopts unit roots and cointegration, error‐correction modelling, variance decomposition analysis, and impulse … weaknesses in relation to unit root and cointegration tests which previous studies in the area of the paper have overlooked …
Persistent link: https://www.econbiz.de/10015013635
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What determines the gold inflation relation in the long-run?
Kumar, Satish - In: Studies in Economics and Finance 34 (2017) 4, pp. 430-446
Johansen’s cointegration technique ( ); single equation error correction model based on ) and ); and the ) approach. The author …–WPI relation. Findings The author finds no evidence of cointegration between gold and WPI. However, The author reports a …
Persistent link: https://www.econbiz.de/10015013979
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An investigation of the linkages between European Union equity markets and emerging capital markets: the East European connection
Dockery, E.; Vergari, F. - In: Managerial Finance 27 (2001) 1/2, pp. 24-39
Outlines previous research on cointegration between capital markets and assesses the degree of cointegration between …
Persistent link: https://www.econbiz.de/10014939585