Results 31 to 40 of about 118,950 (155)
Convergence Among the Submarkets in Australian Regional Building and Construction Sector
Australasian Journal of Construction Economics and Building, 2010 Studies on market convergence are well considered in the literature. However, the majority of the previous research focused on housing markets and few studies have concentrated on construction markets.
Kerry London, Junxiao Liu
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Weighted modelling and forecasting of cocoa production in Ghana: a multivariate approach
Tropical Agricultural Research, 2015 In this paper, we develop models for forecasting the annual cocoa production in Ghana. Instead of using the ‘best’ model for forecasting; a weighted scheme was applied to all competing models, to obtain a weighted model.
Sampson Ankrah +2 more
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Investigating the relationship between urbanization and economic growth in Iran [PDF]
New Applied Studies in Management, Economics & Accounting, 2018 Achieving economic growth and increasing living standards and public welfare has always been one of the goals pursued by various governments around the world.
Mohammad Farhang Doost
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Sources of German unemployment: a structural vector error correction analysis [PDF]
Empirical Economics, 2006 In this paper we analyze the sources of German unemployment within a structural vector error correction model (SVECM) framework. For this purpose we estimate a VECM model using data for unified Germany. The cointegration analysis reveals a long-run relationship between real wages, productivity and unemployment which is interpreted as a wage setting ...
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Further Results on Weak Exogeneity in Vector Error Correction Models [PDF]
Brazilian Review of Econometrics, 2005 This paper extends the result for non-causality and strong exogeneity of Pradel and Rault and Pradel (2003) Exogeneity in VAR-ECM models with purely exogenous long-run paths, Oxford Bulletin of Economics and Statistics to weak exogeneity. More precisely, it provides a necessary and sufficient condition for weak exogeneity in vector error correction ...
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Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models [PDF]
Journal of Business & Economic Statistics, 2003 We propose in this paper a likelihood-based framework forcointegration analysis in panels of a fixed number of vector errorcorrection models. Maximum likelihood estimators of thecointegrating vectors are constructed using iterated GeneralizedMethod of Moments estimators.
Kleibergen, F.R., Groen, J.
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ANALYSIS OF THE TRANSMISSION OF PRICES IN THE BEEF, MAIZE AND SOYBEAN MARKETS OF MATO GROSSO
Economia & Região, 2018 The present study aimed to analyse the transmission of price between cattle, corn and soybeans markets in Mato Grosso, Brazil, in the period January/2012 to December/2015, based on a time series analysis.
Nágela Bueno dos Santos +2 more
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Robust maximum likelihood estimation of sparse vector error correction model [PDF]
2017 IEEE Global Conference on Signal and Information Processing (GlobalSIP), 2017 In econometrics and finance, the vector error correction model (VECM) is an important time series model for cointegration analysis, which is used to estimate the long-run equilibrium variable relationships. The traditional analysis and estimation methodologies assume the underlying Gaussian distribution but, in practice, heavy-tailed data and outliers ...
Ziping Zhao 0002, Daniel P. Palomar
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VAR, SVAR and SVEC Models: Implementation Within R Package vars
Journal of Statistical Software, 2008 The structure of the package vars and its implementation of vector autoregressive, structural vector autoregressive and structural vector error correction models are explained in this paper.
Bernhard Pfaff
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Analysis of The Effect of Electronic-Based Payment Systems and Economic Growth in Indonesia
JIET (Jurnal Ilmu Ekonomi Terapan), 2021 This research aims to analyze the effect of electronic payment systems based on credit cards, debit cards, and electronic money, as well as macroeconomic variables namely the money supply (M1), price level, and velocity of money towards real gross ...
M Mashabi, Wasiaturrahma Wasiaturrahma
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