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Estimating Geweke’s (1982) measure of instantaneous feedback

Dicle, Mehmet F.; Levendis, John - In: Stata Journal 13 (2013) 1, pp. 136-140

In this article, we describe the gwke82 command, which implements a measure of instantaneous feedback for two time series following Geweke (1982, Journal of the American Statistical Association 77: 304–313). Copyright 2013 by StataCorp LP.

Persistent link: https://www.econbiz.de/10010633310

Trade and productivity: self-selection or learning-by-exporting in India

Haidar, Jamal Ibrahim - HAL - 2012

Recent literature tried to explain the Indian growth miracle in different ways, ranging from trade liberalization to industrial reforms. Using data on Indian manufacturing firms, this paper analyzes the relationship between firm's productivity and export market participation during 1991-2004....

Persistent link: https://www.econbiz.de/10010635258

Are public transport improvements endogenous with respect to employment and income location in a city?

Bacares, Carlos Augusto Olarte - HAL - 2014

to infer causality of improvement of public transport. The size of companies, defined by the number of jobs they offer … largely defined by the level of improvement to urban public transport in each zone of the city but the causality relationship … seams to have a causality relationship with the income of inhabitants in each zone and the number of jobs, and this changes …

Persistent link: https://www.econbiz.de/10011025830

A Behavioral Definition of States of the World

Vergopoulos, Vassili - HAL - 2014

This paper elaborates an axiomatic treatment of the Subjective Expected Utility (SEU) model that dispenses with the assumption of an exogenous state space. Within a state-free description of uncertainty and alternatives, axioms for preferences are formulated and shown to characterize the...

Persistent link: https://www.econbiz.de/10011025910

Cliometrics and Time Series Econometrics: Some Theory and Applications

Grreasley, David - Department of Economics and Finance, College of … - 2010

regression, unit roots, cointegration, persistence, causality, structural time series methods, including time varying parameter …

Persistent link: https://www.econbiz.de/10008455450

Predicting blame assignment in a case of negligent harm

Mandel, David - In: Mind and Society: Cognitive Studies in Economics and … 9 (2010) 1, pp. 5-17

Persistent link: https://www.econbiz.de/10008456228

A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance

Hacker, R. Scott; Hatemi-J, Abdulnasser - Centre of Excellence for Science and Innovation … - 2010

Granger causality tests have become among the most popular empirical applications with time series data. Several new … selected before testing for causality. This paper suggests that in investigating the effectiveness of various Granger causality … data-driven preselection of lag length should be taken into account. We provide and accordingly evaluate a Granger-causality …

Persistent link: https://www.econbiz.de/10008456818

Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment

Hall, Stephen; Hondroyiannis, George; Swamy, P.A.V.B.; … - Department of Economics, Leicester University - 2009

The paper provides new evidence on the causal relationship between money and price for the euro area using quarterly data for the period 1980 to 2006, employing two alternative methods of estimation: the vector error correction (VEC) and time-varying coefficient (TVC) estimation techniques. The...

Persistent link: https://www.econbiz.de/10008458590

Linkages among US Interest Rates and East Asian Purchases of US Treasury Securities

Hurley, Dene - In: Global Economic Review 38 (2009) 4, pp. 397-408

Recent increases in East Asian purchases of US treasury securities has led to growing concern over its impact on the US economy, particularly on the US long-term and short-term interest rates. The vector error-correction model results revealed the presence of long-run causal relations among the...

Persistent link: https://www.econbiz.de/10008464388

Foreign Direct Investment and Services Trade: Evidence from Malaysia and Singapore

Wong, Koi Nyen; Tang, Tuck Cheong; Fausten, Dietrich - In: Global Economic Review 38 (2009) 3, pp. 265-276

-variate and tri-variate VAR frameworks. The empirical findings for Singapore show evidence of bi-directional causality between … trade regime in services. For Malaysia, the evidence of causality is weaker and uni-directional, from inward FDI to services …

Persistent link: https://www.econbiz.de/10008464390