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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Comparative Economic Research, 2023 The article shows the relationships between the COVID and non‑COVID deaths during the first year of the pandemic, compared with the stringency of restrictions imposed and the compulsory spending on healthcare.
Agata Kliber +1 more
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The causal relationship between current account and financial account balance in Western Balkan countries: The case of Serbia [PDF]
Bankarstvo, 2020 The Western Balkans (WB) countries registered an increase in the current account (CA) deficit and net capital inflow in the period before the outbreak of the global financial crisis of 2008. The external debt of these countries has increased.
Kovačević Radovan
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On determination of cointegration ranks [PDF]
, 2009 We propose a new method to determine the cointegration rank in the error correction model (ECM). The cointegration rank, together with the lag order, is determined by a penalized goodness-of-fit measure.
Yao, Qiwei, Li, Qiaoling, Pan, Jiazhu
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Cointegrations in house price dynamics and ageing population risks.
PLoS ONEHow does the riskiness of an ageing population change with house price dynamics of rural areas? Why do rural house prices increase faster than cities despite their ageing populations?
William M Cheung
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Price Bubble in the Iranian Housing Market Based on the Structural Model of Housing Price Determination [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2016 During two last decades, Iranians have faced with a wide and substantial increase in housing prices, especially in great metropolitans such as Tehran, Mashhad, Isfahan and Shiraz.
Javad Abedini +2 more
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Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests [PDF]
, 2006 In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Sipols, Ana E. +2 more
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FRACTIONAL COINTEGRATION ANALYSIS OF STOCK MARKET AND EXCHANGE RATES: THE CASE OF TURKEY [PDF]
Financial Studies, 2016 The fluctuations and responses between the exchange rate and the stock market has been a topic of interest for both policy makers and market participants for a long time.
Deniz ERER, Elif ERER, Tuna Can GÜLEÇ
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Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?
Agribusiness, EarlyView.ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik +3 more
wiley +1 more source
Aviation Demand and Economic Growth in the Czech Republic: Cointegration Estimation and Causality Analysis [PDF]
Statistika: Statistics and Economy Journal, 2014 The main purpose of the paper is to empirically examine the aviation-led growth hypothesis for the Czech Republic by testing causality between aviation and economic growth.
Bilal Mehmood, Amna Shahid
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