Results 101 to 110 of about 106,356 (205)

Pass‐Through of Cocoa Prices Along the Supply Chain: What's Left for Farmers in Côte d'Ivoire?

Journal of Agricultural Economics, EarlyView.
ABSTRACT Most cocoa farmers in Côte d'Ivoire are trapped in a cycle of poverty and farming practices that degrade the environment. This paper aims to provide an in‐depth understanding of the price formation process for cocoa at each stage of the supply chain in the world's largest cocoa‐producing country.
Kathrin Kaestner, Gunther Bensch, Colin Vance   +2 more
wiley   +1 more source

The Properties of Cointegration Tests in Models with Structural Change [PDF]

In this paper we examine, by means of Monte Carlo simulation, the properties of several cointegration tests when long run parameters are subject to structural changes.
Luis F. Martins, Vasco J. Gabriel
core  

Monetary integration and purchasing power parity between Singapore and Britain during the 19th century

Asia‐Pacific Economic History Review, EarlyView.
Abstract This study examines the development of purchasing power parity between Singapore and Britain during the 19th century. Using new monthly data from 1831 to 1872, it finds that real exchange rates became more stable after the late 1850s. This convergence was supported by growing connections in international bullion markets, which reduced exchange
Atsushi Kobayashi
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  

Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests [PDF]

This paper examines the relationships between the Russian and other Central European (CE) and developed countries’ equity markets over the 1995-2004 period.
M. Lucey, Brian, Voronkova, Svitlana
core  

Long‐run confidence: Estimating uncertainty when using long‐run multipliers

American Journal of Political Science, EarlyView.
Abstract Researchers are often interested in the long‐run relationship (LRR) between variables where the dependent variable has dynamic properties. Though determining the long‐run multiplier (LRM) for an independent variable is straightforward, correctly estimating the significance of the LRM is often difficult, especially when time series are short ...
Mark David Nieman, David A. M. Peterson
wiley   +1 more source

Threshold cointegration [PDF]

Discount ; Federal funds market (United States)
Nathan S. Balke, Thomas B. Fomby
core  

Between Cryptocurrencies' Risk and Crypto Environmental Attention: The Crypto Environment Attention Index and Volatility in the Cryptocurrencies Market Nexus

Business Ethics, the Environment &Responsibility, EarlyView.
ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani, Zaineb Hlioui, Marwa Zouawi   +2 more
wiley   +1 more source

On the information content of oil future prices

Economia Aplicada, 2003
This paper deals with the efficiency of the Brent Crude oil future contracts and tests whether futures can be used to predict realized oil spot prices.
Benjamin Miranda Tabak
doaj  

Trade and GDP Growth in Morocco: Short-run or Long-run Causality? [PDF]

This study utilizes cointegration and Granger-causality tests to examine the relationship between trade and economic growth in Morocco over the period 1960-2000 using the VEC model.
bouoiyour, jamal
core   +1 more source