Results 91 to 100 of about 16,685 (283)
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper provides new evidence and insights about the finance‐investment nexus by assessing and comparing the impacts of different aspects of financial development on investment. The study uses data for 88 countries from 1996 to 2019, and the estimates are based on dynamic panel data methodology.
Gabriel Caldas Montes +1 more
wiley +1 more source
Revista de Economia Contemporânea, 2007 Este trabalho teve o objetivo de investigar em que medidas o ingresso dos Investimentos Diretos Estrangeiros (IDE) no Brasil respondeu às mudanças nos níveis de seus principais determinantes no período de 1980 a 2004.
Leonardo Bornacki de Mattos +2 more
doaj +1 more source
Forecasting in cointegrated systems
Journal of Applied Econometrics, 1995 AbstractWe consider the implications for forecast accuracy of imposing unit roots and cointegrating restrictions in linear systems ofI(1) variables in levels, differences, and cointegrated combinations. Asymptotic formulae are obtained for multi‐step forecast error variances for each representation.
Clements, M, Hendry, D
openaire +4 more sources
Bandspectrum Cointegration [PDF]
, 2008 Economic theory commonly distinguishes between different time horizons such as the short run and the long run, each with its own relationships and its own dynamics. Engle (1974) proposed a bandspectrum regression to estimate such models. This paper proposes a new estimator for non-stationary panel data models, a bandspectrum cointegration estimator ...
openaire +3 more sources
Informing DSGE Models Through Dynamic Factor Models
Journal of Applied Econometrics, EarlyView.ABSTRACT Structural dynamic factor models (SDFM) represent a reliable tool to inform the construction of dynamic stochastic general equilibrium (DSGE) models. The reason is that the log‐linear solution of a DSGE model has a factor structure which ensures consistency between the representations of the two models.
Mario Forni +3 more
wiley +1 more source
Price and Income Elasticities of Russian Exports [PDF]
The European Journal of Comparative Economics, 2004 The paper gauges export demand elasticities for Russia using an Error Correction technique within a cointegration framework. An extended version of the Imperfect Substitutes Model has been implemented to estimate the sensitivity of Russian exports ...
Bernardina Algieri
doaj
How Do Climate‐Related Risks and Opportunities Affect Portfolio Allocation and Asset Pricing?
Managerial and Decision Economics, EarlyView.ABSTRACT This paper examines the performance of “clean,” “brown,” and “dirty” stocks in the S&P 500 from January 2010 to September 2022 using panel random effect estimation and factor models. It also uses cointegration analysis to assess the long‐term relationship between risk premiums and two carbon risk factors: “brown minus clean” and “dirty minus ...
Maher Asal, Xiaoni Li, Yin Shi
wiley +1 more source
THE FORECASTING BUDGET REVENUES IN ARDL APPROACH: A CASE OF UZBEKISTAN
International Journal of Innovative Technologies in Economy, 2019 This paper contribute to the forecasted total budget revenues in Uzbekistan. It is aim to investigate long run and short run relationship between number of registered company, total number of taxpayers and forecasted total budget revenues from 1998 and ...
Fayziev R. A. +3 more
doaj +1 more source
Managerial and Decision Economics, EarlyView.ABSTRACT The growing imperative to attain equitable income distribution has compelled international organizations and the academic community to make a collaborative commitment towards alleviating the escalating income inequality experienced worldwide.
Olufemi G. Onatunji
wiley +1 more source
Competitiveness of Ukraine in Aspect of the EU Integration and Eastern Partnership Convergence
Studies in Business and Economics, 2016 Innovation is a concept that is more and more often used as a solution for increased competitiveness and economic development, either at organizational level or at a national one, but how is it created and what are the factors involved in the cycle ...
Kharlamova Ganna
doaj +1 more source