Results 111 to 120 of about 40,215 (309)
Long-run effects of commodity prices on the real exchange rate: evidence from Argentina
Económica, 2015 The last commodity boom seems to have been a blessing for many commodity-export countries like Argentina, but it may have also had important effects on the exchange rate and economic structure.
Hildegart Ahumada, Magdalena Cornejo
doaj
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model [PDF]
Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes a correspondence between basic economic concepts and the econometric concepts of the CVAR: The economic relations correspond to ...
Framroze Møller, Niels
core +1 more source
What Explains International Interest Rate Co‐Movement?
Journal of Applied Econometrics, EarlyView.ABSTRACT The international co‐movement of interest rates reflects correlated business‐cycle fluctuations, largely driven by demand shocks. Monetary policy in advanced economies follows domestic mandates—inflation and the output gap—and does not respond to foreign policy shocks.
Annika Camehl, Gregor von Schweinitz
wiley +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi +2 more
wiley +1 more source
Fertility and Female Employment Dynamics in Europe: The Effect of Using Alternative Econometric Modeling Assumptions [PDF]
We investigate the direct and long-run effects of fertility on employment in Europe estimating dynamic models of labor supply under different assumptions regarding the exogeneity of fertility and modeling assumptions related to initial conditions ...
Michaud, Pierre-Carl +1 more
core
Journal of International Development, EarlyView.ABSTRACT Mobile money—a digital financial service—has proliferated in many developing countries. Owing to its ability to reduce transaction costs and allow even the poor to be financially included, it has been widely adopted. While a growing body of literature has examined its welfare effects, its effects on diet quality of households and individuals ...
Francis E. Ndip +1 more
wiley +1 more source
Exchange Rates and the Money Demand Process during the Persistently High Inflation Period in the Turkish Economy: Causes and Dynamics [PDF]
The money demand process in Turkey during the period 1987:1-2002:3 can be explained better in the sense of Cagan (1956) rather than in the sense of Sargent et al.(1973).Cagan assumes the exogeneity of money. Sargent et al.
Savaþ Bilal
core
Ethnic enclaves and immigrant labour market outcomes: quasi-experimental evidence [PDF]
, 2006 This study investigates empirically how residence in ethnic enclaves affects labour market outcomes of refugees. Self-selection into ethnic enclaves in terms of unobservable characteristics is taken into account by exploitation of a Danish spatial ...
Piil Damm, A.
core
Last‐minute coordination: Adapting to demand to support last‐mile operations
Journal of Operations Management, Volume 71, Issue 2, Page 176-194, March 2025.Abstract In the highly competitive e‐commerce industry, customer‐facing warehouses are crucial as the “order penetration points” for e‐commerce last‐mile operations. This research examines how warehouses use last‐minute coordination, an unstructured mechanism, to ensure sufficient inventory at the order penetration points. Previous research has focused
Kedong Chen +3 more
wiley +1 more source
The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified. [PDF]
In this paper I present an alternative derivation of the asymptotic distribution of Kremers, Ericsson and Dolado's (1992) conditional ECM- based t-test for no-cointegration with a single prespecified cointegrating vector.
Eric Zivot
core