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Aid and Income: Another Time-series Perspective

Lof, Matthijs; Mekasha, Tseday Jemaneh; Tarp, Finn - In: World Development 69 (2015) C, pp. 19-30

Martínez-Zarzoso (2012) (henceforth NDHKM). We uncover that NDHKM relied on a regression model which included a log …

Persistent link: https://www.econbiz.de/10011209264

Statistical properties of approval ratings for governments

Honjo, Haruo; Sano, Masaki; Miki, Hiroshi; Sakaguchi, … - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 266-272

We elucidate the statistical mechanical properties of the approval rating time series of several governments from the social dynamics of complex systems and sociophysics points of view. We find that the distribution of approval rating volatility shows exponential independently on nations....

Persistent link: https://www.econbiz.de/10011209734

Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data

Burgess, Kieran; Rohde, Nicholas - In: Economics Bulletin 33 (2013) 1, pp. 511-518

Recent papers by Chen et al (2009, 2010) suggest that exchange rates have predictive power over future commodity price movements. We use a Vector Error-Correction model to test this hypothesis using Australian data. We find substantial evidence of in-sample forecasting power but are unable to...

Persistent link: https://www.econbiz.de/10011278792

Capital mobility in the Caucasus

Jamilov, Rustam - Volkswirtschaftliche Fakultät, … - 2012

This paper examines the degree of capital mobility in the countries of the Caucasus. We employ a simple model developed in the seminal paper by Feldstein and Horioka (1980). First, we estimate the model using conventional time-series econometrics in order to capture the short-run dynamics. Then,...

Persistent link: https://www.econbiz.de/10011260791

Macroeconomic Forces and Stock Prices: Some Empirical Evidence from Saudi Arabia

Kalyanaraman, Lakshmi; Tuwajri, Basmah Al - In: International Journal of Financial Research 5 (2014) 1, pp. 81-92

This paper examines if there exists a long run relationship among five macroeconomic variables, consumer price index, industrial output, money supply, exchange rate, oil prices along with the global stock prices proxy Standard and Poor 500 index and Saudi all share stock index. Time series...

Persistent link: https://www.econbiz.de/10011267598

Has the increase in world-wide openness to trade worsened global income inequality?

Bhatta, Saurav Dev - In: Papers in Regional Science 81 (2002) 2, pp. 177-196

This article contributes to our understanding of the relationship between globalization and world income inequality by analyzing the trend in global inequality for the period 1960-1989. Using Penn World Tables data and time-series econometric techniques, it analyzes how the increase in worldwide...

Persistent link: https://www.econbiz.de/10005382053

Time-series regression models to study the short-term effects of environmental factors on health

Tobías, Aureli; Saez, Marc - Departament d'Economia, Facultat de Ciències … - 2004

Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time …-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important …-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes …

Persistent link: https://www.econbiz.de/10005081430

A Dynamic Econometric Study of Suicides in Turkey

Altinanahtar, Alper; Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2009

This study is the first attempt to empirically examine the determinants of suicides in the case of Turkey using the time-series data for the period 1974-2007. This research proposes that the suicides in Turkey are related to some economic and social factors and they exhibit a dynamic...

Persistent link: https://www.econbiz.de/10005025730

The usage of Markov Chain Monte Carlo (MCMC) methods in time-varying volatility models

Emmanouil, Garefalakis; Stefanos, Giakoumatos; … - In: Journal of risk & control 10 (2023) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10014514172

Unit roots and all that: the impact of time-series methods on macroeconomics

Smith, Ron - In: Journal of Economic Methodology 6 (1999) 2, pp. 239-258

Over the past two decades applied macroeconomics has been transformed by the widespread adoption of a set of new statistical techniques: unit-root tests, vector autoregressions, Granger causality and cointegration. Although these techniques were developed to answer statistical questions, they...

Persistent link: https://www.econbiz.de/10009215371