Results 31 to 40 of about 25,351,427 (247)
Innovation indicators in the context of narrative economics
Journal of New Economy, 2022 The analysis of innovation systems is a demanding task, which needs to be tackled comprehensively. Their modelling provides an indication of the formal innovative performance while the narrative analysis helps to examine relevant judgments about the ...
Vyacheslav V. Volchik +2 more
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Cointegration Analysis with Mixed-Frequency Data [PDF]
SSRN Electronic Journal, 2007 We develop a method for directly modeling cointegrated multivariate time series that are observed in mixed frequencies. We regard lower-frequency data as regularly (or irregularly) missing and treat them with higher-frequency data by adopting a state-space model.
Byeongchan Seong +2 more
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Land, 2019 Based on cointegration analysis, a vector error correction model (VECM), and the impulse response function method, this paper empirically analyses the interaction among urban expansion, economic development, and population growth in China from 1980 to ...
Yanwei Zhang, Hualin Xie
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Similarity Issues in Cointegration Analysis
Oxford Bulletin of Economics and Statistics, 2000 Usually cointegration models involve a dynamic, stochastic component as well as deterministic components. This paper identifies relevant cointegration models in terms of interpretability and similarity with respect to parameters of deterministic components.
Rahbek, Anders, Nielsen, Bent
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Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools
Journal of Banking and Financial Economics, 2014 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
Energies, 2022 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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Effect of Food Exports on Economic Growth: Fresh Insights from Italy
JDE (Journal of Developing Economies)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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The Relationship Between Economic Growth and Foreign Aid: The Case of Afghanistan
İktisat Politikası Araştırmaları Dergisi, 2021 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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The Dynamics of Dutch Disease in Coffee-Producing Economies
ISPEC Journal of Agricultural SciencesCoffee 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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Cogent Economics & Finance, 2014 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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