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Globalisation and labour immiserisation in Australia

Dias Karunaratne, Neil - In: Journal of Economic Studies 26 (1999) 2, pp. 82-105

formulated using general‐to‐specific methods after taking account of stochastic trends through unit root and cointegration tests …

Persistent link: https://www.econbiz.de/10014863554

The long‐run relation between a black market exchange rate and the trade balance

Bahmani‐Oskooee, Mohsen - In: Journal of Economic Studies 26 (1999) 2, pp. 121-130

rial by employing cointegration technique. It is shown that in a oil producing country like Iran due to rent …

Persistent link: https://www.econbiz.de/10014863556

Cointegration: An Introduction to the Literature

Perman, Roger - In: Journal of Economic Studies 18 (1991) 3

An overview of the cointegration approach to econometric specification and estimation is provided. A non … using cointegration techniques in the estimation of economic relationships, to providing intuitive explanations of the … application of cointegration techniques to the estimation of the consumption function is provided. …

Persistent link: https://www.econbiz.de/10014863850

Dynamics of obesity in Finland

Halicioglu, Ferda - In: Journal of Economic Studies 40 (2013) 5, pp. 644-657

intake. Design/methodology/approach – The paper employs bounds testing cointegration procedure and augmented causality tests … obesity in Finland, using the framework of cointegration and causality tests. …

Persistent link: https://www.econbiz.de/10014863967

Financial integration, global liquidity and global macroeconomic linkages

Belke, Ansgar; Keil, Jonas - In: Journal of Economic Studies 43 (2016) 1, pp. 16-26

Purpose – The purpose of this paper is to analyse the effect of financial integration on several macroeconomic variables from a global perspective. Design/methodology/approach – The authors apply a cointegrated vector autoregression model using quarterly data for 1980-2009. Analysing the...

Persistent link: https://www.econbiz.de/10014864047

Industry level J -curve in Turkey

Durmaz, Nazif - In: Journal of Economic Studies 42 (2015) 4, pp. 689-706

Purpose – The purpose of this paper is to examine the J -Curve effect in Turkey at the industry level. Design/methodology/approach – In order to find the long-run and short-run effects, 58 industries (by Standard International Trade Classification Rev.3) have been identified by using monthly...

Persistent link: https://www.econbiz.de/10014864445

Does dollarization reduce or produce inflation?

Mengesha, Lula G.; Holmes, Mark J. - In: Journal of Economic Studies 42 (2015) 3, pp. 358-376

Purpose – The purpose of this paper is to address the unresolved outcome of the research on the impact of dollarization on inflation by examining the partially dollarized economy of Eritrea. Design/methodology/approach – Inflation under partial dollarization is modelled based on money demand...

Persistent link: https://www.econbiz.de/10014864630

The Great Leveraging in the European crisis countries

Cuestas, Juan Carlos; Staehr, Karsten - In: Journal of Economic Studies 44 (2017) 6, pp. 895-910

cointegrated one-to-one for Greece, Italy, Portugal and Spain, while there was no cointegration for Ireland. Estimation of vector …

Persistent link: https://www.econbiz.de/10014864698

Market linkages and conditional correlation between the stock markets of South and Central America

Panda, Ajaya Kumar; Nanda, Swagatika - In: Journal of Financial Economic Policy 9 (2017) 02, pp. 174-197

December 2015 are analyzed. Design/methodology/approach The Johansen and Juselius multivariate cointegration test, Granger … each other, suggesting a stronger linkages between national stock markets. Cointegration test confirms long-run equilibrium … uses various tools to investigate the dynamic linkages between markets.VAR, VECM, Cointegration and GARCH-DCC altogether in …

Persistent link: https://www.econbiz.de/10014867111

On the Relationship Between Asian Credit Default Swap and Equity Markets

Chan, Kam C.; Fung, Hung‐Gay; Zhang, Gaiyan - In: Journal of Asia Business Studies 4 (2009) 1, pp. 3-12

When extended to sovereign issuers, the Merton‐type structural model suggests a negative relationship between sovereign credit default swap (CDS) spreads and stock prices. In practice, capital structure arbitrage that exploits such relationships should foster the integration of CDS and the...

Persistent link: https://www.econbiz.de/10014838272