Results 81 to 90 of about 917,064 (202)
Purchasing Power Parity Revisited: A Time-Varying Parameter Approach [PDF]
We re-examine the validity of Purchasing Power Parity (PPP) proposition using Taylor's (2002) data set. Applying the Kalman filter process, our findings not only demonstrate the strong instability in the relationship between the dollar denominated ...
Erdinc Telatar, Tarkan Cavusoglu
core
On the Fisher-Konieczny Index of Price Changes Synchronization [PDF]
This note provides a structural interpretation for the index of price changes synchronization proposed by Fisher and Konieczny (2000, Economics Letters, 68, 271-277) and shows that it can be used to test the hypothesis of uniform staggering.
Carlos Robalo Marques +3 more
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Stock Returns-Inflation Relation in India [PDF]
This study contributes to the stock returns-inflation relation literature in developing countries by revisiting the issue with reference to the emerging economy, India.
Biswa Swarup Misra, K.R. Shanmugam
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Small‐scale fisheries represent complex human‐nature interactions, targeting different species in different locations throughout the year. On land, fishers are at the core of diverse seafood value chains that serve local and distant markets ...
Lotta Clara Kluger +5 more
doaj +1 more source
Two New Families of Local Asymptotically Minimax Lower Bounds in Parameter Estimation
We propose two families of asymptotically local minimax lower bounds on parameter estimation performance. The first family of bounds applies to any convex, symmetric loss function that depends solely on the difference between the estimate and the true ...
Neri Merhav
doaj +1 more source
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests [PDF]
This study provides evidence supportive of Fisher hypothesis in East Asian economies using panel unit root tests, which allow for the consideration of cross-country interdependence of real interest rates in the estimation.
Ling, Tai-Hu +2 more
core +1 more source
On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation [PDF]
Using data from Germany, Japan, UK, and the U.S., we explore possible threshold cointegration in nominal short- and long-run interest rates with corresponding inflation rates.
Jumah, Adusei, Kunst, Robert M.
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In modern Science, a Fisher non-linear differential equation plays a significant role due to its diverse applications in fisher hypothesis, mathematical biology, engineering, physics and ecology. In this regard, the authors utilized the Natural transform
Samia Bushnaq, Amjad Ali, Abdullah
doaj +1 more source

