México y Ecuador: un estudio comparativo de remesas e impacto macroeconómico
Remittances from migrants have been a monetary source that has helped underprivileged households and consequently the economies of the countries from which these migrants come.
Jara-Alba, Carol, López-Guzmán, Tomás
doaj
An Empirical Research on the Relationship between Property Insurance Premiums and Macroeconomic Variables Based on ARDL Model [PDF]
Given that most of property insurance policies are one-year contracts and have a high renewal, this paper establishes Auto-regressive Distributed Lag Model (ARDL) which considers adding lags of the dependent variable and/or lags of some independent ...
Guiyun You +3 more
doaj +1 more source
Interest Rate Pass-Through to Macroeconomic Variables: The Nigerian Experience [PDF]
The effectiveness of monetary policy depends on the adjustment response of Central Banks short-term interest rate on the real interest rates charged by commercial banks and ultimately on macroeconomic indicators of investment and consumption in the ...
Alege, P. O., Ogundipe, Adeyomi A.
core +2 more sources
Analysis of Macroeconomic Variables Impact on Stock Market Price in Indonesia Stock Exchange (Idx) From Sector2 Period 2006-2016 [PDF]
One of the investment instruments available in this era is stock investment. Stock price movements can be closely linked to a country's macroeconomic conditions. There are many of research that has been conducted in terms of stock investment.
Kindangen, P. (Paulus) +2 more
core
The Impact of International Islamic Stock Market and Macroeconomic Variables Towards Jakarta Islamic Index (JII) This research atempts to examine the impact of international Islamic stock market and macroeconomic variables towards Jakarta Islamic Index ...
Irfan Syauqi Beik, Sri Wulan Fatmawati
doaj +1 more source
Does Macroeconomic Indicators exert shock on the Nigerian Capital Market? [PDF]
This study examines the long-run and short-run effect of macroeconomic variables on the Nigerian capital market between 1984 and 2007. The properties of the time series variables are examined using the Augmented Dickey-Fuller (ADF) test and most of the ...
Atanda, Akinwande A., Maku, Olukayode E.
core +1 more source
A Nine Variable Probabilistic Macroeconomic Forecasting Model [PDF]
A model for U.S. macroeconomic time series that has been used for forecasting for several years is described in some detail. The model is a multivariate Bayesian autoregression, with allowance for conditional heteroskedasticity, stochastic time-variation in parameters, and non-normality of disturbances.
openaire +3 more sources
Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey [PDF]
The purpose of this study is to investigate whether current economic activities in Turkey have explanatory power over stock returns, or not. The data used in this study are monthly stock price indexes of Istanbul Stock Exchange and a set of macroeconomic
Osman Karamustafa, Yakup Kucukkale
core
Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation? [PDF]
This paper explores the potential of Business Survey data for the estimation and disaggregation of macroeconomic variables at higher frequency. We propose a multivariate approach which is an extension of the Stock and Watson (1991) dynamic factor model ...
Cecilia Frale
core
Do Macroeconomics Variables Affect Conventional and Islamic Banking Profitability?
This study aims to examine the impact of external macroeconomic variables on profitability of conventional banking and Islamic banking in Indonesia. Macroeconomic variables included in the model are: inflation, gross domestic product, exchange rate, and ...
Achmad Fadlil Abidillah +1 more
doaj +1 more source

