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Examining the nexus between inflation and unemployment (NAIRU estimation) in Iran

Oskouie, Nassim Nasseri; Abbasinejad, Hossien; Mehrara, … - In: Iranian economic review : journal of University of Tehran 24 (2020) 4, pp. 1119-1137

Persistent link: https://www.econbiz.de/10012591321

Real exchange rate in the long run : a multi-resolution analysis

Duc Hong Vo; Nhan Thien Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-19

Findings from previous studies indicate that the long-run stationarity of the real exchange rate in different time horizons remains unclear. In order to shed light on this problem, we have adopted a new method which is widely used to analyze signals, the so-called wavelet transformation. This...

Persistent link: https://www.econbiz.de/10013179654

The relationship among railway networks, energy consumption, and real added value in Italy. Evidence form ARDL and Wavelet analysis

Magazzino, Cosimo; Giolli, Lorenzo - In: Research in transportation economics 90 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013186071

Aggregate Wage Flexibility in Selected New EU Member States

Babetskii, Ian - 2013

disturbances. We apply classical time series/panel, Bayesian, and cointegration techniques to determine the extent to which …

Persistent link: https://www.econbiz.de/10012754005

The US current account and real effective dollar exchange rates

Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Credit and capital markets : Kredit und Kapital 46 (2013) 2, pp. 213-232

Persistent link: https://www.econbiz.de/10010128344

Testing the expectations hypothesis of the term structure with permanent-transitory component models

Casalin, Fabrizio - In: Journal of banking & finance 37 (2013) 8, pp. 3192-3203

Persistent link: https://www.econbiz.de/10009778452

Cointegration Analysis with Mixed-Frequency Data

Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. - 2021

maximum likelihood estimation of the parameters in the model, we use an expectation maximization algorithm based on the state …

Persistent link: https://www.econbiz.de/10013317180

Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle

Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Computational economics 56 (2020) 1, pp. 87-114

Persistent link: https://www.econbiz.de/10012272020

Stock market and macroeconomic variables : new evidence from India

Gopinathan, R.; Durai, S. Raja Sethu - In: Financial innovation : FIN 5 (2019) 29, pp. 1-17

findings suggest that standard cointegration tests fail to identify any relationship among these variables. However, a … expectations algorithm of (J Am Stat Assoc 80:580–598, 1985) identifies strong evidence of cointegration and indicates nonlinearity …

Persistent link: https://www.econbiz.de/10012267017

A new dynamic hedging model with futures : the Kalman filter error-correction model

Wang, Chien-Ho; Lin, Chang-Ching; Lin, Shu-Hui; Lai, Hung-Yu - In: Journal of risk 22 (2019/2020) 4, pp. 61-78

Persistent link: https://www.econbiz.de/10012297511