Results 121 to 130 of about 7,993 (229)
Inflation convergence after the introduction of the Euro [PDF]
, 2003 Using the Johansen test for cointegration, we examine to which extent inflation rates in the Euro area have converged after the introduction of a single currency.
Sebastian, Steffen P., Mentz, Markus
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The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study [PDF]
This paper presents a simulation study that assesses the finite sample performance of the subspace algorithm cointegration analysis developed in Bauer und Wagner (2002b).
Martin Wagner, Dietmar Bauer
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, 2012 This thesis examines the rural-urban linkage in Indonesia by investigating the degree of integration between the rural labor market and the urban labor market in Indonesia. It focuses on finding the determinants of rural wage rates in Indonesia, which from policy perspective is especially important since most Indonesian poor work as agricultural ...
openaire +1 more source
Colombian Purchasing Power Parity Analysed Using a Framework of Multivariate Cointegration [PDF]
This paper tests for purchasing power parity (PPP)between Colombia and its main trading partners using the Johansen framework of multivariate cointegration.
Peter Rowland, Hugo OLiveros C.
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Johansen-Juselius procedure of cointegration analysis
The following program written in TSP386 demonstrates the Johansen-Juselius procedure of cointegration analysis suggested in Johansen, Juselius (1990), Oxford Bulletin of Economics and Statistics Johansen, Juselius (1992), Journal of Econometrics For ...
Christian Dreger
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Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period [PDF]
This paper is based on a recent paper by Juselius and MacDonald (2000, 2003) and two `Journal of Econometrics' article s by Juselius (1995) and Johansen and Juselius (1992).
Bevilacqua, Franco
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Cointegration Analysis with State Space Models [PDF]
This paper presents and exemplifies results developed for cointegration analysis with state space models by Bauer and Wagner in a series of papers. Unit root processes, cointegration and polynomial cointegration are defined.
Wagner, Martin
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Export and Import Cointegration in Forestry Domain: The Case of Malaysia
This study was undertaken to explore the relationship between the export and import in the category of Forestry domain for Malaysia which includes sub domain (1)industrial roundwood; (2)wood pulp; (3)wood fuel; (4) paper and paper board; (5) sawn wood ...
Baharom, A.H. +3 more
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Inflation convergence after the introduction of the Euro [PDF]
Using the Johansen test for cointegration, we examine to which extent inflation rates in the Euro area have converged after the introduction of a single currency.
Markus Mentz,, Steffen P. Sebastian
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