Search Results - isPartOf:"Applied Econometrics"

Tests of seasonal integration and cointegration in multivariate unobserved component models

Busetti, Fabio - In: Journal of Applied Econometrics 21 (2006) 4, pp. 419-438

This paper considers tests of seasonal integration and cointegration for multivariate unobserved component models. First, the locally best invariant (LBI) test of the null hypothesis of a deterministic seasonal pattern against the alternative of seasonal integration is derived for a model with...

Persistent link: https://www.econbiz.de/10005252081

Micro-level evidence on the role of moral hazard in the Asian financial crisis : analysis of Malaysia, Philippines, Korea and Thailand

Honig, Adam; Jain-Chandra, Sonali - In: Applied econometrics and international development 6 (2006) 1, pp. 221-232

Persistent link: https://www.econbiz.de/10009879435

An econometric investigation of the day-of-the-week effect and returns volatility in fifteen Asia Pacific financial markets, 1998 - 2003

Chukwuogor-Ndu, Chiaku; Feridun, Mete - In: Applied econometrics and international development 6 (2006) 1, pp. 207-220

Persistent link: https://www.econbiz.de/10009879436

Output elasticity of employment in the Indian economy : an empirical note for 1982 - 2000

Upender, Mulakala - In: Applied econometrics and international development 6 (2006) 1, pp. 197-206

Persistent link: https://www.econbiz.de/10009879437

On the Fisher effect and inflation dynamics in low-income countries : an assesment of sub-Saharan Africa economics

Nandwa, Boaz - In: Applied econometrics and international development 6 (2006) 1, pp. 185-196

Persistent link: https://www.econbiz.de/10009879438

Unemployment, status in employment and wages in Morocco

Boudarbat, Brahim - In: Applied econometrics and international development 6 (2006) 1, pp. 165-184

Persistent link: https://www.econbiz.de/10009879439

A derivation of the optimal current account balance for Barbados, Jamaica and Trinidad and Tobago

Jordan, Alwyn; Stanford, Sunielle - In: Applied econometrics and international development 6 (2006) 1, pp. 147-164

Persistent link: https://www.econbiz.de/10009879440

Determinants of exchange rate fluctuations for Venezuela : application of an extended Mundell-Fleming model

Hsing, Yu - In: Applied econometrics and international development 6 (2006) 1, pp. 139-146

Persistent link: https://www.econbiz.de/10009879441

A structural model for the demand for lease renewals in the US leasing industry

Gómez-Sorzano, Gustavo A. - In: Applied econometrics and international development 6 (2006) 1, pp. 117-138

Persistent link: https://www.econbiz.de/10009879442

Why do Spanish savings banks invest in the stock capital of publicly traded companies

Gonzalez, Mariano; Fernandez Sánchez, Pedro - In: Applied econometrics and international development 6 (2006) 1, pp. 99-116

Persistent link: https://www.econbiz.de/10009879443