Cogent Economics & Finance, 2020 The study is intended to investigate the symmetrical relationship between macroeconomic variability and KSE-100 indexes by employing the ARDL model with bound testing procedure and error correction model.
Umaid A. Sheikh +4 more
doaj +1 more source
Evidentiality of Macroeconomic Estimates Based on Statistical Indicators
Voprosy statistiki, 2019 .
openaire +2 more sources
Entrepreneurial Business and Economics Review, 2018 Objective: The aim of this article is to define and estimate the extent of different possible forms of macroeconomic dumping in the manufacturing industry within the European single market, performed by five major Central Eastern European countries ...
Andrea Ricci
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Construction of coincident indicators for the euro area. 5th EUROSTAT Colloquium on Modern Tools For Business Cycle Analysis, Luxembourg, 29th September – 1st October 2008. [PDF]
The availability of timely and reliable information on main macroeconomic variables is considered both by policy makers and analysts as crucial for an effective process of decision making.
Charpin, Françoise +2 more
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Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests. [PDF]
In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Aparicio, Felipe M. +2 more
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Commercial property prices and bank performance [PDF]
, 2004 We seek to assess the effect of changes in commercial property prices on bank behaviour and performance in a range of industrialised economies, extending the existing micro literature on bank performance. The results suggest that, consistent with macro-
Davis, EP, Zhu, H
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The Adequacy of the Traditional Econometric Approach to Nonlinear Cycles [PDF]
To show that the traditional econometric approach is not able to deal with deterministic chaos, we use an extension of Goodwin.s growth cycle model to generate arti.cial data for output.
Luís Francisco Aguiar
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Assessing the relation between equity risk premium and macroeconomic volatilities in the UK [PDF]
, 2008 This paper uses the exponential GARCH-in-mean model to analyse the relationship between the equity risk premium and macroeconomic volatility. This premium depends upon conditional volatility, which is significantly affected by the long bond yield, acting
Kizys, Renatas, Spencer, P.
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Self-reported Satisfaction and the Economic Crisis of 2007-09 : How People in the UK and Germany Perceive a Severe Cyclical Downturn [PDF]
, 2011 Preprin
Beblo, Miriam, Mertens, Antje
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Order Flow and Exchange Rate Dynamics [PDF]
Macroeconomic models of nominal exchange rates perform poorly. In sample, R2 statistics as high as 10 percent are rare. Out of sample, these models are typically out-forecast by a na‹ve random walk. This paper presents a model of a new kind.
Martin D.D. Evans, Richard K. Lyons
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