Results 71 to 80 of about 38,619 (254)

Estimation of Impact of Quantitative Easing Policy on EUR/USD using behavioral Equilibrium Exchange Rate Model

open access: yesФинансы: теория и практика, 2019
The article examines the impact of the policy of the uSA quantitative easing and the euro area on the nominal EuR/ uSD exchange rate. After the economic crisis of 2008–2009, the policy of quantitative easing gained popularity among the world’s largest ...
A. A. Vinogradov
doaj   +1 more source

The impact of some macroeconomic factors on stock price Index in Vietnam

open access: yesTạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, 2020
This study aims to measure the impact of six macroeconomic factors including oil price, consumer price index (representing inflation), M2 money supply, interest rate, exchange rate and gold price on Vietnamese stock market (via VN-Index stock price index)
Nguyễn Thị Như Quỳnh   +1 more
doaj   +1 more source

Testing the Validity of the Long Run Neutrality of Money in Nigeria

open access: yesFolia Oeconomica Stetinensia, 2021
Research background: There is no consensus among scholars on the interaction effect between money supply, price, and wages despite various studies conducted to that effect.
Ugwu Ephraim   +3 more
doaj   +1 more source

Codependence and Cointegration [PDF]

open access: yes, 2009
We introduce the idea of common serial correlation features among non-stationary, cointegrated variables. That is, the time series do not only trend together in the long run, but adjustment restores equilibrium immediately in the period following a ...
Trenkler, Carsten, Weber, Enzo
core  

Global shocks and the debt‐growth nexus

open access: yesEconomic Inquiry, EarlyView.
Abstract This paper re‐examines the relationship between debt and growth with and without the influence of global shocks for a panel of 22 economies. The analysis introduces an approach that accounts for the complexity of global factors and estimates the debt‐to‐growth and growth‐to‐debt nexus for household, corporate, and public debt from a purely ...
Fabrizio Casalin   +2 more
wiley   +1 more source

Monetary policy and unemployment in the Republic of Serbia [PDF]

open access: yesIndustrija, 2020
The main aim of the examination is to conclude whether monetary policy can influence the unemployment rate through the key policy rate and to analyze the fundamental linkages among inflation and unemployment in the Republic of Serbia, considering that ...
Veselinović Nevena
doaj  

VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored [PDF]

open access: yes, 2011
Cheung et al. (2004) use a vector error correction model (VECM) for the current float nominal exchange rate and the relative price data and claim that the sluggish Purchasing Power Parity (PPP) reversion is primarily driven by the nominal exchange rate ...
Kim, Hyeongwoo
core   +1 more source

How Important Is the Home Market for Cross‐Listed Biotech Companies?

open access: yesInternational Finance, EarlyView.
ABSTRACT This study investigates five German biotechnology firms cross‐listed on XETRA and NASDAQ. By employing high‐frequency data, we estimate both bivariate and trivariate vector error correction models—the latter explicitly accounting for exchange rate dynamics—to assess which market, domestic or U.S., leads in price discovery.
Theodore Panagiotidis, Pavlos Tsiokas
wiley   +1 more source

The Analysis of Economic Growth, Unemployment Rate and Inflation on Poverty Levels in Indonesia (Using the Vector Error Correction Model (VECM) Method)

open access: yesJournal of Malikussaleh Public Economics, 2020
This study aims to determine the effect of economic growth, unemployment, and inflation on the poverty rate in Indonesia. This study uses secondary data taken from 1998 to 2018 accessed on www.bps.go.id.
M. Faisal, Ichsan Ichsan
semanticscholar   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte   +4 more
wiley   +1 more source

Home - About - Disclaimer - Privacy