Results 41 to 50 of about 6,287,806 (357)
The Effect of Gas Price Increase on Household Consumption in Semnan after the First Stage Implementation of Targeted Subsidies [PDF]
مدلسازی اقتصادسنجی, 2014 Â Government subsidies are one of the most important challenges in Iranâs economy, especially concerning the field of energy. The main objective of this paper is to examine the impact of natural gas price shocks on consumption of Semnan household Gas ...
Azadeh Mehrabian, Sajed Kashefi
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A new structural break test for panels with common factors
Econometrics Journal, 2019 This paper develops new tests against a structural break in panel data models with common factors when T is fixed, where T denotes the number of observations over time.
Huanjun Zhu +2 more
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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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Statistical Surveillance of Structural Breaks in Credit Rating Dynamics
Entropy, 2020 The 2007–2008 financial crisis had severe consequences on the global economy and an intriguing question related to the crisis is whether structural breaks in the credit market can be detected.
Haipeng Xing, Ke Wang, Zhi Li, Ying Chen
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Unit Roots and Structural Breaks [PDF]
, 2018 This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have been made.
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Seasonal Unit Root Tests Under Structural Breaks* [PDF]
Journal of Time Series Analysis, 2004 Abstract. In this paper, several seasonal unit root tests are analysed in the context of structural breaks at known time and a new break corrected test is suggested. We show that the widely used HEGY test, as well as an LM variant thereof, are asymptotically robust to seasonal mean shifts of finite magnitude.
Hassler, Uwe, Rodrigues, Paulo M. M.
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New distribution theory for the estimation of structural break point in mean
Journal of Econometrics, 2018 Based on the Girsanov theorem, this paper obtains the exact distribution of the maximum likelihood estimator of structural break point in a continuous time model. The exact distribution is asymmetric and tri-modal, indicating that the estimator is biased.
Liang Jiang, Xiaohu Wang, Jun Yu
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Oil Revenue Uncertainty, Sanctions and the Volatility of Macroeconomic Variables [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2020 The IMF reports that, over 60% of foreign trade income and 40% of government revenue of Iran comes from the oil and gas sectors, which has always been a source of volatilities in the economy.
Gholamreza Keshavarz Haddad +2 more
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The Effect of Inflation on Economic Growth in Iran with Special Emphasis on Uncertainty [PDF]
پژوهشهای اقتصادی, 2011 Hyper inflation rates impose direct and indirect costs upon society. It has undesirable consequences that are caused by inflation uncertainty. In this regard, the following questions are raised: How do inflation rate and its uncertainty affect economic ...
Khosro Piraee, Bahareh Dadvar
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The impact of technology on regional price dispersion in the US
Technological and Economic Development of Economy, 2021 We analyze the behavior of inflation in the era of fast pace information thanks to technological advances, especially internet. Owing to readily available information, prices/inflation should quickly converge under perfect competition.
Ismail H. Genc
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