Results 111 to 120 of about 29,155 (211)
A Non-Linear Multivariate Model of the U.K. Real Exchange Rate [PDF]
, 2001 This paper discusses linearity testing for the UK real exchange rate within a multivariate framework. First we estimate a long-run real exchange rate relationship within a system involving real wages, the unemployment rate and the real price of oil ...
Milas, C
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Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants [PDF]
The identification of the forces that drive stock returns and the dynamics of their associated volatilities is a major concern in empirical economics and finance.
Alessandro Lanza +3 more
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Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case [PDF]
In this paper we investigate the relationship between the crude oil and the stock market in terms of returns and volatility-spillover for the BRIC countries by using cointegration and the VECM-MGARCH technique.
Khan, Salman
core +1 more source
Agricultural Output and Economic Growth Nexus: A VECM Approach on Bangladesh
Journal of Agricultural SciencesAgriculture is the engine of an economy. In Bangladesh, 50% of the entire laborer force is employed in farming, and around 87% of rural families depend on agriculture for any part of their wages.
Zobayer Ahmed +3 more
doaj +1 more source
Horizontal Price Transmission of the Finnish Meat Sector with Major EU Players [PDF]
The integration of the Finnish meat market in the EU has important implications for domestic agricultural policy. Our aim is to estimate the characteristics of the Finnish pork and beef markets in relation to those of Germany and Denmark.
Liu, Xing
core +1 more source
The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market [PDF]
In this paper, we investigate the interrelations among Turkish interest rates with different maturities by using a regime switching Vector Error Correction (VECM) model.
Saltoglu, Burak, Yazgan, Ege
core +1 more source
Apartment Security: A Note on Gated Access and Rental Rates [PDF]
This study empirically examines the dynamics of the private industrial market in Singapore using a Vector Error Correction Model (VECM), which is derived based on the theoretical framework of an extended accelerator investment model.
Tien Foo Sing
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Dynamics of U.S. House Prices : A VECM Approach
, 2020 This paper aims to analyze the U.S. house price dynamics to estimate a long-term equilibrium price level for the U.S. housing market, using fundamental underlying macroeconomic factors. For this, in line with the empirical literature, a vector error-correction model is employed.
openaire +1 more source
Exports-Economic Growth Causality: Evidence from CEE Countries [PDF]
hypothesis (GLE) for the Central and Eastern European Countries (Bulgaria, the Czech Republic, Estonia, Hungary, Latvia, Lithuania, Poland, Romania, Slovenia, Slovakia) through cointegration and causality tests.
Pop Silaghi, Monica Ioana
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