Results 41 to 50 of about 23,114,135 (294)
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
doaj +1 more source
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
doaj +1 more source
International and regional capital mobility in Latin American countries
Technological and Economic Development of Economy, 2022 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
doaj +1 more source
Pitfalls in testing for long run relationships [PDF]
, 1998 This paper analyzes the robustness of the two most commonly used cointegration tests: the single equation based test of Engle and Granger (EG) and the system based test of Johansen.
Gonzalo, Jesús, Lee, Tae-Hwy
core +5 more sources
Cointegration Relationship between Portfolio Investments and Investment Instruments in Türkiye
Ekonomi, Politika & Finans Araştırmaları DergisiAs 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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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]
Economica, 2016 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
Bayesian Factorized Cointegration Analysis
Open Journal of Statistics, 2012 The concept of cointegration is widely used in applied non-stationary time series analysis to describe the co-movement of data measured over time. In this paper, we proposed a Bayesian model for cointegration test and analysis, based on the dynamic latent factor framework.
Kai Cui, Wenshan Cui
openaire +2 more sources
The empirical study of the tax competition in the European Union
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2007 The increase in the capital mobility forces the Member States to decrease tax burden on capital. Lower revenues from capital taxation have to be compensated by the increase in tax burden on labor.
Danuše Nerudová, Svatopluk Kapounek
doaj +1 more source
Cointegration Analysis of Agricultural Growth and Financial Inclusion in Ghana
Theoretical Economics Letters, 2019 Agriculture remains the foundation of economic growth for any economy irrespective of their level of development. Being aware of the imperative role of finance in the endogenous growth model, it is admitted that access and usage of finance is critical ...
Wonder Agbenyo +2 more
semanticscholar +1 more source
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source