Tax rates and Tax evasion: an Empirical Analysis of the Structural Aspects and Long-Run Characteristics in Italy [PDF]
By using official time series of the Italian evaded VAT base (Ministry of Finance) for the period 1980-2004 we investigate empirically the long-run characteristics of tax evasion and the relationship with the tax burden.
Bruno Chiarini +2 more
core +3 more sources
A Neural Learning Approach for a Data-Driven Nonlinear Error Correction Model. [PDF]
Comput Intell Neurosci, 2023 Fang X, Yang N.
europepmc +1 more source
Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data [PDF]
In this paper, we provide new empirical evidence on order submission activity and price impacts of limit orders at NASDAQ. Employing NASDAQ TotalView-ITCH data, we find that market participants dominantly submit limit orders with sizes equal to a round ...
Nikolaus Hautsch, Ruihong Huang
core
Simulation Evidence on Granger Causality in Presence of a Confounding Variable [PDF]
This paper provides simulation evidence on Granger causality between two variables when they are jointly caused by a third variable. Four Data Generating Processes (DGPs) are considered for testing causality by Granger method and two DGPs for testing ...
Zahid ASGHAR
core
A Study on Asymmetric Market Integration of the Crude Oil Markets: An Application of Hidden Cointegration [PDF]
Journal of the Korean Society of Mineral and Energy Resources Engineers, 2020 openaire +1 more source
Estimating the Underground Economy using MIMIC Models [PDF]
MIMIC models are being used to estimate the size of the underground economy or the tax gap in various countries. In this paper I examine critically both the method in general and three applications of the method by Giles and Tedds (2002), Bajada and ...
Trevor Breusch
core
Are oil, gold and the euro inter-related? time series and neural network analysis [PDF]
This paper investigates inter-relationships among the price behavior of oil, gold and the euro using time series and neural network methodologies. Traditionally gold is a leading indicator of future inflation.
Malliaris, A.G., Malliaris, Mary
core +1 more source
International price discovery in the presence of microstructure noise [PDF]
, 2008 This paper addresses and resolves the issue of microstructure noise when measuring the relative importance of home and U.S. market in the price discovery process of Canadian interlisted stocks.
Grammig, Joachim G., Peter, Franziska J.
core
The hidden carbon impact of animal disease. [PDF]
PLoS One, 2023 Soliman T, Barnes A, Helgesen IS.
europepmc +1 more source
Correction to: Healthcare expenditure and carbon footprint in the USA: evidence from hidden cointegration approach [PDF]
The European Journal of Health Economics, 2020 openaire +1 more source