AN INVESTIGATION OF LONGRUN RELATIONSHIP BETWEEN ECONOMIC GROWTH, INVESTMENT AND EXPORT IN ROMANIA [PDF]
Annals of the University of Oradea: Economic Science, 2011 The objective of this study was to estimate the long-run relationship between economic growth, investment and export in Romania using trimestrial data from the National Bank of Romania as well as National Statistical Institute.
Simut Ramona Marinela +1 more
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Publikationer från Örebro universitet, 2013 In this paper we examine, by Monte Carlo simulation, size and power of the Johansens trace test when the error covariance matrix is nonstationary, and we also investigate the properties of three different bootstrap cointegration tests. Earlier studies indicate that the Johansen trace test is not robust in presence of heteroscedasticity, and tests based
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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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A PANEL COINTEGRATION ANALYSIS: AN APPLICATION TO INTERNATIONAL TOURISM DEMAND OF THAILAND [PDF]
Annals of the University of Petrosani: Economics, 2010 This paper sought to find the long-run relationships between international tourist arrivals in Thailand and economic variables such as GDP, transportation cost and exchange rates during period of 1986 to 2007.
CHUKIAT CHAIBOONSRI +4 more
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Investigating the Bank-Lending Channel in South Africa: A VAR Approach [PDF]
The monetary policy transmission mechanism can broadly be categorised into three separate channels: the interest rate channel, the credit channel and the other asset price channel.
Kirsten L. Ludi, Marc Ground
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Bulletin of Economic Theory and AnalysisNew technological products and methods not only have the potential to increase efficiency but also force business processes to change. Globalization has increased the speed of development and dissemination of current technologies, and their impact has deepened.
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Cointegration and conditional correlations among German and Eastern Europe equity markets [PDF]
This paper aims to examine the long term relationship between German and three Central and Eastern Europe (CEE) equity markets. Application of Johansen as well as Engle-Granger cointegration tests show that there is no long-term relationship among these ...
Guidi, Francesco, Gupta, Rakesh
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Integración e transmisión de prezos entre os mercados de millo e do polo de engorde en Brasil
Revista Galega de Economía, 2013 The objective of this paper is to evaluate the dynamics of price transmission between corn and poultry markets in Brazil from 2000 to 2010. The Dickey-Fuller Generalized Least Square (DF-GLS) unit root test, the Granger causality (1969), the Johansen ...
Carlos Eduardo Caldarelli
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The Causal Relationship between Institutions and Economic Growth: An Empirical Investigation for Pakistan Economy [PDF]
This paper investigates relationship between institutional quality and economic performance in Pakistan using the Johansen-Juselius cointegration technique and the Granger causality test.
Ahmed, Qazi Masood +1 more
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Impactos do Índice Dow Jones, Commodities e Câmbio sobre o Ibovespa: uma Análise do Efeito Contágio [PDF]
RAC: Revista de Administração Contemporânea, 2012 The purpose of this research is to evaluate the existence of contagion effects of the Dow Jones index, commodity prices and exchange rate on the trajectory of the Bovespa index in the period 1999-2010, and analyze the longterm relationships between the ...
Pedro Raffy Vartanian
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