Similar Search Results

Hipótesis de Fisher y cambio de régimen en Colombia: 1990 - 2010

Ángel, Madeleine Gil; Robledo, Jacobo Campo - UNIVERSIDAD CATOLICA DE COLOMBIA - 2012

. Additionally, applies a cointegration test with regime change developed by Gregory y Hansen (1996), which allows present …

Persistent link: https://www.econbiz.de/10010763628

Are credit spreads and interest rates co-integrated? : empirical analysis in the USD corporate bond market

Pape, Ulrich; Schlecker, Matthias - 2007

Persistent link: https://www.econbiz.de/10003497349

The non‐monotonic effect of real wages on labour productivity

Foon Tang, Chor - In: International Journal of Social Economics 39 (2012) 6, pp. 391-399

cointegration test to examine the presence of long‐run equilibrium relationship between labour productivity and real wages in …

Persistent link: https://www.econbiz.de/10014805734

Temporal causality and the dynamics of crime in Turkey

Halicioglu, Ferda - In: International Journal of Social Economics 39 (2012) 9, pp. 704-720

security expenditures. Design/methodology/approach – The paper employs bounds testing cointegration procedure, augmented … causality tests and variance decompositions. Findings – The empirical results suggest the existence of cointegration amongst the …, time‐series evidence on the dynamics of crime in Turkey using the framework of cointegration and causality tests. …

Persistent link: https://www.econbiz.de/10014805752

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

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

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

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

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

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