Results 21 to 30 of about 7,723 (259)
The Interrelation between Stock Prices and the Exchange Rate in Kazakhstan
Экономика: стратегия и практика, 2022 A strong economical link has arisen between stock markets and exchange rates as a consequence of increased capital flows between international financial markets.
G. Zh. Azretbergenova
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COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
Econometric Theory, 2022 We extend the notion of cointegration for time series taking values in a potentially infinite dimensional Banach space. Examples of such time series include stochastic processes in$C[0,1]$equipped with the supremum distance and those in a finite dimensional vector space equipped with a non-Euclidean distance.
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Sacrifice rate and labor precariousness in Mexico, 2005Q1-2019Q4
Cuadernos de Economía, 2022 Since 1998, the Mexican economy has clearly presented six disinflationary episodes. We estimate seven Phillips curves, to evaluate the social cost in terms of the sacrifice rate in GDP, unemployment rate and in the Rate of Critical Labor Conditions ...
Eduardo Loría, Raúl Cossio
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SSRN Electronic Journal, 2014 Cointegration analysis is used to estimate the long-run equilibrium relations between several time series. The coefficients of these long-run equilibrium relations are the cointegrating vectors. In this paper, we provide a sparse estimator of the cointegrating vectors.
Wilms, Ines, Croux, Christophe
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Internet Usage, Economic Growth and Electricity Consumption: The Case of EU-15
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2020 The purpose of this study is to examine the impacts of internet usage and economic growth on electricity consumption in EU-15 countries. In this study using panel cointegration test developed by Westerlund and Edgerton (2007), the existence of a ...
Mustafa Kırca, Ömer Akkuş
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Remote Sensing, 2022 This paper aims to both fit and predict crop biophysical variables with a SAR image series by performing a factorial experiment and estimating time series models using a combination of forecasts.
Ana E. Sipols +4 more
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Spatial Market Integration: A Case Study of the Polish–Czech Milk Market
Economies, 2022 Analyses of spatial market integration contributes to the knowledge about market efficiency and provides information to policymakers, as the spatial integration of markets contributes to competitiveness and economic development.
Monika Roman +1 more
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Universal Cointegration and Its Applications
iScience, 2019 Summary: Cointegration focuses on whether the long-term linear relationship between two or more time series is stationary even if this linear relationship does not exist or is not strong for the short term.
Chengyi Tu, Ying Fan, Jianing Fan
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Is There Any Sectoral Cointegration in Indonesia Equity Market?
International Research Journal of Business Studies, 2018 This research analyzes short and medium-run cointegration relationship among 9 sectoral indices in Indonesia equity market (JCI), using 2012-2016 weekly closing prices as the data.
Aileen Clarissa Surya, Gabriella Natasha
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Forecasting Real GDP Growth for Africa
Econometrics, 2022 We propose a simple and reproducible methodology to create a single equation forecasting model (SEFM) for low-frequency macroeconomic variables. Our methodology is illustrated by forecasting annual real GDP growth rates for 52 African countries, where ...
Philip Hans Franses, Max Welz
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