Effect of Food Exports on Economic Growth: Fresh Insights from Italy
This paper aims to explore the relationship between food exports and economic growth in Italy. To achieve this objective, we utilize annual data spanning from 1990 to 2021, employing cointegration analysis and the ARDL Model.
Abdelhafidh Othmani +2 more
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Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools
The paper investigates to what extent some basic tools of the ECBs monetary analysis can be useful for other central banks given their specific institutional, economic and financial environment.
Alexey Ponomarenko +2 more
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How Does Oil Future Price Imply Bunker Price—Cointegration and Prediction Analysis
This paper investigates how oil’s future price implies the bunker price through cointegration analysis first. A cointegration test confirms the long-run equilibrium condition of bunker and oil future prices.
Yanhui Chen, Jinrong Lu, Mengmeng Ma
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A Cointegration Analysis of Treasury Bill Yields [PDF]
This paper shows that yields to maturity of U.S. Treasury bills are cointegrated and that, during periods when the Federal Reserve specifically targeted short-term interest rates, the spreads between yields of different maturity define the cointegrating vectors. This cointegrating relationship implies that a single nonstationary common factor underlies
Hall, Anthony D +2 more
openaire +1 more source
The Dynamics of Dutch Disease in Coffee-Producing Economies
Coffee producing countries have large production capacities, but the inefficient use of the income earned from the export of this product may have a negative impact on the economic growth rate.
Yeşim KUBAR +2 more
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The Relationship Between Economic Growth and Foreign Aid: The Case of Afghanistan
One of the main goals of foreign aid is to contribute to underdeveloped and developing countries’ economic growth and accelerate their growth. Foreign aid has been provided to Afghanistan by developed and developing countries for many years.
Muhammad Akbar Farahmand
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Cointegration Relationship between Portfolio Investments and Investment Instruments in Türkiye
As a result of globalization, the removal of barriers to international capital has created a source for countries in need of capital. These capital sources referred to as short-term capital movements or simply portfolio investments, provide significant ...
İsmail Cem Özkurt
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The existing literature finds conflicting results on the magnitude of price linkages between equity mutual funds and the stock market. The study contends that in an optimal lagged model, the expectations of future prices using knowledge of past price ...
Sasipa Pojanavatee
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COINTEGRATION ANALYSIS OF EUROPEAN STOCK MARKETS (ROMANIA, GERMANY, FRANCE AND POLAND) FROM THE PERSPECTIVE OF THE NET ASSETS INVESTMENT OF THE ROMANIAN MANDATORY PRIVATE PENSION FUNDS [PDF]
The goal of this paper is to investigate cointegration between Bucharest Stock Exchange and three European Stock Markets: Germany,France and Poland, respectively.
Andreea-Cristina PETRICA +2 more
doaj
International and regional capital mobility in Latin American countries
This study examines the role of global, regional and domestic saving for domestic investment financing in the panel of Latin American and Caribbean countries along with its three regional integration blocks, namely SICA, Andean Community and MERCOSUR ...
Valeryia Yersh
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