Results 141 to 150 of about 38,619 (254)
Specifics in the chosen production chain? [PDF]
It is possible to consider the production chain as a highly complicated system, within the framework of which different links and mutual relations function.
Pankova, Ludmila
core +1 more source
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
core
Agricultural Output and Economic Growth Nexus: A VECM Approach on Bangladesh
Agriculture 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
A Non-Linear Multivariate Model of the U.K. Real Exchange Rate [PDF]
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
core
The hidden carbon impact of animal disease. [PDF]
Soliman T, Barnes A, Helgesen IS.
europepmc +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
core
Interdependencies between fossil fuel and renewable energy markets: the German biodiesel market [PDF]
With this paper, we provide the first quantitative investigation of vertical price transmission in the biodiesel supply chain in Germany with the focus on the developments during the food crisis and the impact of subsidized US biodiesel exports. With the
Brümmer, Bernard +2 more
core
Dynamics of U.S. House Prices : A VECM Approach
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
Estimating a VECM for a small open economy
One of the most popular ways to model macro economic variables is bythe vector error correction model (VECM). Besides forecasting and testing ofhypotheses, the VECM is often used for calculating impulse responses, whichdescribe how shocks today aect the variables in the future.
Ankargren, Sebastian, Lyhagen, Johan
openaire +1 more source

