Results 21 to 30 of about 28,910 (183)

Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs [PDF]

, 2016
In this paper, we investigate the small-sample performance of LR tests on long-run coefficients in the I(2) model; we focus on a comparison between I(2) and near-I(2) data, i.e.
Di Iorio, Francesca, Fachin, Stefano, Lucchetti, Riccardo   +2 more
core   +2 more sources

Analisis Utang Luar Negeri Indonesia: Pendekatan VECM

Journal of Business Economics and Agribusiness, 2023
Abstrak: Utang luar negeri yaitu salah satu instrumen yang penting bagi negara berkembang. Faktor yang berpengaruh terhadap utang luar negeri di Indonesia adalah tingkat ekspor, tingkat impor, tingkat inflasi, dan nilai kurs. Untuk meningkatkan pendapatan nasional pada negara berkembang, banyak negara berkembang yang mengandalkan utang luar negeri ...
Fitri Agustina, Mahrus Lutfi Adi Kurniawan   +1 more
openaire   +1 more source

A systematic framework for analyzing the dynamic effects of permanent and transitory shocks [PDF]

, 2001
This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of n economic variables. We consider a two-step orthogonolization on the residuals of a VECM with r cointegrating vectors.
Gonzalo, Jesús, Ng, Serena
core   +3 more sources

Employment growth, inflation and output growth: Was phillips right? Evidence from a dynamic panel [PDF]

, 2011
Copyright @ 2011 Brunel UniversityIn this paper we analyse the short- and long-run relationship between employment growth, inflation and output growth in Phillips’ tradition.
Caporale, GM, Skare, M
core   +3 more sources

Tüketim ve Kamu Harcamaları: VECM Modeli [PDF]

İktisat İşletme ve Finans, 2007
Consumption expenditure is an important component of aggregate demand. Recent theoretical and empirical studies search for possible Keynesian / Non Keynesian fiscal impacts on household consumption decisions. Besides providing insight to determinants of consumption decisions, these studies also provide guide to policy solutions to high and risky ...
openaire   +1 more source

Modeling tourism: A fully identified VECM approach

International Journal of Forecasting, 2009
System-based cointegration methods have become popular tools for economic analysis and forecasting. However, the identification of structural relationships is often problematic. Using a theory-directed sequential reduction method suggested by Hall, Henry and Greenslade [Hall, S. G., Henry, S., & Greenslade, J. (2002).
Bonham, Carl, Gangnes, Byron, Zhou, Ting
openaire   +2 more sources

Arbitragem Estatística: Uma Abordagem por VECM

Brazilian Review of Finance, 2018
Neste trabalho foi construído um modelo de arbitragem estatística, aplicado e testado no mercado brasileiro de ações. As séries de preços foram modeladas usando a técnica de VECM (Vector Error Correction Models) para aplicar uma estratégia de compra e venda de ações long-short, autofinanciável e neutra ao mercado.
Paula Andrea Soto, Juan Carlos Ruilova Teran   +1 more
openaire   +1 more source

The Effect of Price Policy on Price Dynamics: Empirical Evidence in Indonesian Rice Market at Wholesale Level

Agraris: Journal of Agribusiness and Rural Development Research, 2022
As a major share expenditure for the poor, rice is attributed as a strategic food commodity in the Indonesian economy. For many decades, the Indonesian rice market has been intervened by the price regulation.
Bayu Krisnamurthi, Anisa Dwi Utami
doaj   +1 more source

Control of human endometrial stromal cell motility by PDGF-BB, HB-EGF and trophoblast-secreted factors [PDF]

, 2013
Human implantation involves extensive tissue remodeling at the fetal-maternal interface. It is becoming increasingly evident that not only trophoblast, but also decidualizing endometrial stromal cells are inherently motile and invasive, and likely ...
A Brar, A Samalecos, A Stavreus-Evers, AA Brahmbhatt, Ana-Maria Bamberger, Anja Wolf, Annemarie Samalecos, AT Fazleabas, B Cloke, B Gellersen, B Gellersen, BA Lessey, Birgit Gellersen, C Ferretti, C Fischer, C Gaggioli, Charlotte H. E. Weimar, CHE Weimar, CM Boomsma, CP Thomas, D Gentilini, D Gentilini, D Haouzi, DE Clark, EE Sander, ER Norwitz, F Chang, F Llorens, F Lyall, G Gaus, G Teklenburg, G Teklenburg, GE Lash, GE Lash, GJ Burton, H Funayama, H Matsumoto, H Xie, HJ Lim, HJ Yoo, I Ihnatovych, IY Yotova, J Anacker, J Baulida, J Fiedler, JJ Brosens, JJ Brosens, JW Tullai, JX Zhu, K Chobotova, K Kawada, K Red-Horse, K Roepstorff, LA Salamonsen, M Bilban, M Bilban, M Cohen, M Gonzalez, M Knöfler, M Knöfler, M Salker, Maren Schwenke, Martin Knöfler, Meijing Wang, Michelle Kruse, MW Maijenburg, Nick S. Macklon, NJ Hannan, NJ Hannan, P Burke, P Jessmon, P Jessmon, P Kaufmann, Philipp Velicky, R Apps, RE Leach, RE Leach, RE Leach, RJ Petrie, RL Kendall, RN Popovici, S Grewal, S Grewal, SK Mitra, Y Jiang, Y Yamazaki   +85 more
core   +3 more sources

TESTING PPP BY MEANS OF ZNZ PATTERNED VECM

International Journal of Theoretical and Applied Finance, 2008
Vector error-correction models (VECM) are increasingly being used to capture dynamic relationships between financial variables. Estimation and interpretation of such models can be enhanced if zero restrictions are allowed in the coefficient matrices.
Brailsford, Timothy John, Penm, Jack HW, Terrell, Richard   +2 more
openaire   +3 more sources