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
Econometric Analysis of Foreign Reserves and Some Macroeconomic Variables in Nigeria (1970–2007)∗ [PDF]
, 2009 Countries are showing interest in accumulating foreign reserves to ensure macroeconomic stability. There has been some debate whether to beef up the level of nations’ foreign reserves or make it lower, especially in developing countries like Nigeria ...
Olokoyo, F. O. +2 more
core
Do Macroeconomics Variables Affect Conventional and Islamic Banking Profitability?
AFEBI Islamic Finance and Economic Review, 2019 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
A Nine Variable Probabilistic Macroeconomic Forecasting Model [PDF]
, 1989 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
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
Understanding the paradox of primary teacher shortage in low‐income countries: Insights from Malawi
British Educational Research Journal, EarlyView.Abstract Malawi faces a persistent and chronic teacher shortage, particularly at the primary school level, with much of the challenge attributed to teacher supply constraints. While the causes of teacher shortages are known to be complex and context‐dependent, there remains a lack of in‐depth, country‐specific research to guide effective policies ...
Peter Mtika, Edward M. Sosu
wiley +1 more source
Economic Review, 2022 The purpose of this paper is to identify the long-run and short-run relationship between the values of the Macedonian Stock Exchange Index composed of 10 most liquid listed stocks (MBI10), the Zagreb Stock Exchange Index (CROBEX) composed of the most ...
Goran Mojanoski
doaj +2 more sources
Using VARs and TVP-VARs with many macroeconomic variables [PDF]
, 2012 This paper discusses the challenges faced by the empirical macroeconomist and methods for surmounting them. These challenges arise due to the fact that macroeconometric models potentially include a large number of variables and allow for time variation ...
Koop, Gary
core +3 more sources
Trade Realignments and the Need for Integrated Modeling Research in Latin America's Agri‐Food Sector
Agribusiness, EarlyView.
Emiliano Lopez Barrera
wiley +1 more source
From Ecosystem Threats to Balance Sheets: Biodiversity Risks Exposure and Corporate Cash Policies
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates how firms strategically respond to biodiversity risk by examining their cash holding decisions. Using firm‐level data from China, we find that firm‐level biodiversity risk exposure significantly increases corporate cash holdings.
Jing Hao +4 more
wiley +1 more source