Results 41 to 50 of about 16,685 (283)
Did the expectations channel work? Evidence from quantitative easing in Japan, 2001–06
Cogent Economics & Finance, 2016 The Japanese economy experienced a prolonged period of quantitative easing (QE) over the five years from March 2001 to March 2006. The purpose of this paper is to evaluate the direct and exclusive effects of this rather unconventional monetary policy on ...
Chikashi Tsuji
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Bio-based and Applied Economics, 2012 Following the dramatic changes experienced by the prices of agricultural commodities in 2007-2008, the analysis of horizontal price transmission mechanisms in agricultural markets has attracted renewed interest.
Giulia Listorti, Roberto Esposti
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Vertical Price Transmission in the Ukrainian Sunflower Oil Supply Chain [PDF]
Journal of Central European Agriculture, 2022 Sunflower is one of the most popular and extensively produced crops in Ukraine. Almost all production of sunflower is processed further into sunflower oil.
Mykola Dereva, Miroslava Rajcaniova
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Diagnostic testing for cointegration [PDF]
Journal of Econometrics, 2008 We develop a sequence of tests for specifying the cointegrating rank of, possibly fractional, multiple time series. Memory parameters of observables are treated as unknown, as are those of possible cointegrating errors. The individual test statistics have standard null asymptotics and are related to Hausman specification test statistics: when the ...
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Cointegration and the demand for gasoline [PDF]
Energy Policy, 2009 Since the early 1970s, there has been a worldwide upsurge in the price of energy and in particular of gasoline. Therefore, demand functions for energy and its components like gasoline have received much attention. However, since confidence in the estimated demand functions is important for use in policy and forecasting, following [Amarawickrama, H.A ...
Rao, B. Bhaskara, Rao, Gyaneshwar
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Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Empirical Economics, 2022 AbstractCointegrating polynomial regressions (CPRs), i.e., regressions that include deterministic terms, integrated processes and powers of integrated processes as explanatory variables and stationary errors, have become prominent in several fields of applications, e.g., in the analysis of environmental Kuznets curves.
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The impact of trade openness on economic growth: The case of Cote d’Ivoire
Cogent Economics & Finance, 2017 The relationship between trade openness and economic growth has been extensively investigated yielding to mixed and inconclusive results. This might be attributed to the omission of the role of capital stock and labor in the trade-growth nexus.
Yaya Keho
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Journal of Water and Climate Change, 2021 This study aims to explore the impact of climate change, technology, and agricultural policy on rice production in South Korea. In the presence of a long-run relationship among variables, the results show that an increase in CO2 emissions increases rice ...
Muhammad Nasrullah +5 more
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Econometrics, 2016 We investigate the direct connection between the uncertainty related to estimated stable ratios of stock prices and risk and return of two pairs trading strategies: a conditional statistical arbitrage method and an implicit arbitrage one.
David Ardia +3 more
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Nonparametric Regression Estimation for Multivariate Null Recurrent Processes
Econometrics, 2015 This paper discusses nonparametric kernel regression with the regressor being a \(d\)-dimensional \(\beta\)-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate
Biqing Cai, Dag Tjøstheim
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