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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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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Cointegration Analysis of Agricultural Growth and Financial Inclusion in Ghana
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
Bayesian Factorized Cointegration Analysis
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
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Exploring the Nexus: Services Trade, Economic Growth and Current Account Dynamics in India
This article aims to study the impact of services trade on India’s economic growth and current account balance (CAB). Earlier studies in this subject have mostly looked at the goods sector.
Ananya Dixit +3 more
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The empirical study of the tax competition in the European Union
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
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Bayesian approaches to cointegration [PDF]
The degree of empirical support of a priori plausible structures on the cointegration vectors has a central role in the analysis of cointegration. Villani (2000) and Strachan and van Dijk (2003) have recently proposed finite sample Bayesian procedures to
Koop, Gary +3 more
core
Aging and personal finance: a long-term behavior model of the Spanish population
The aging of a population determines the characteristics of its economic environment and, according to the life-cycle hypothesis, it may affect the level of aggregate saving.
Montserrat Díaz-Fernández +2 more
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This paper examines the world wheat market leadership using price discovery occurring in wheat futures markets of the United States (U.S.) and Europe. An error correction model (ECM) generalized autoregressive conditional heteroskedasticity (GARCH), and ...
Osama Ahmed
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