Results 21 to 30 of about 2,365 (218)
Structural Breaks in an Endogenous Growth Model [PDF]
SSRN Electronic Journal, 2020 Abstract We study the effects of parameter uncertainty prompted by structural breaks. In our model, agents respond differently to uncertainty prompted by regime shifts in shock processes than they react to comparable perceived increases in shock volatility.
Cogley, Timothy, Jovanovic, Boyan
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The stationarity of consumption-income ratios: evidence from South American countries
Economia Aplicada, 2009 This paper analyzes the order of integration of the consumption-income ratio in 10 South American countries. To do this, the individual ADF test, its panel versions and theMinimumLMunit root test with structural break(s) were employed.
Fábio Augusto Reis Gomes +1 more
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Evaluation of the Impact of the Covid-19 Pandemic on Consumer Spending in Turkey by Structural Break Analysis [PDF]
Statistika: Statistics and Economy Journal, 2023 The purpose of this study is to investigate and evaluate the impact of the global Covid-19 crisis on consumer spending tendencies in Turkey. The data of the study, which are weekly data, consists of the "Debit Card and Credit Card Expenditure" amounts of
Mehmet Marangoz, Hatice Hicret Ozkoc
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Sectoral electricity elasticities in South Africa: Before and after the supply crisis of 2008
South African Journal of Science, 2015 In this paper, we estimate the price elasticity of electricity for various industrial sectors of the South African economy from 2002 to 2011. The data used include sectoral electricity consumption data and electricity tariff data, both courtesy of Eskom ...
James Blignaut +2 more
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Testing the consistency of asymmetric interest rate pass-through: The case of Indonesia
Cogent Economics & Finance, 2023 This paper investigates the consistency of asymmetric interest rate past-trough (IRPT) using a nonlinear autoregressive distributed lag framework. Superior to the previous studies, this study exploits the historical profile of Indonesia to enrich the ...
R. Dimas Bagas Herlambang +2 more
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PARANIN YANSIZLIĞI HİPOTEZİNİN TÜRKİYE EKONOMİSİ İÇİN TESTİ
Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2020 Parasal büyüklükler ile reel ekonomik değişkenlerarasındaki etkileşim, iktisat okullarınca farklı yorumlanmaktadır. Klasik ve Neoklasikokullar paranın yansızlığını savunurken, Keynesyen, Monetarist, Yeni Klasik veYeni Keynesyen okullar ise görüş ...
Onur Oğuz
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Unit Roots and Structural Breaks [PDF]
Econometrics, 2017 This special issue deals with problems related to unit roots and structural change, and the interplay between the two.[...]
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Structural break and consumer prices: the case of Malaysia
Cogent Business & Management, 2020 This paper studies the dynamic behaviour of both linear and non-linearity of consumer prices in Peninsular Malaysia and Sabah from 2004 to 2015. For linear tests, monthly prices data of consumer price index (CPI) for nine groups of goods and services ...
Siti Marsila Mhd Ruslan, Kasypi Mokhtar
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Ekoist Journal of Econometrics and Statistics, 2022 Interest and inflation rates are two critical variables concerning monetary policy strategies in the form of explicit Inflation Targeting (IT) to ensure price stability. Traditionally, nominal interest rates are raised, and inflation rates are reduced to
Sevda Yapraklı
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Dynamics of currency exchange rates co-movements and volatility: Indian rupee against major trading currencies [PDF]
Banks and Bank SystemsType of the article: Research Article AbstractForeign exchange markets have intrigued not only corporations engaged in export and import, but also individuals and other entities seeking to achieve decent risk-adjusted returns and protect themselves from
Mahesh Kumar +4 more
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