The problem of detecting unit roots in univariate and multivariate time series data is treated as a problem of multiple decisions instead of a testing problem, as is otherwise common in the econometric and statistical literature. Four examples for such multiple decision designs are considered:...

The problem of detecting unit roots in univariate and multivariate time series data is treated as a problem of multiple decisions instead of a testing problem, as is otherwise common in the econometric and statistical literature. Four examples for such multiple decision designs are considered:...

Purpose – The purpose of this paper is to examine the nature of Singapore's private housing market with respect to its price movement using time series models. Design/methodology/approach – This paper analyses the price dynamics in the Singapore private housing market using the integrated...

A non‐structural model is used to analyze the dynamic effects of fiscal and exchange rate policies on Ghana's economy. In particular, the paper sheds light on how these two key structural adjustment policy variables affect the short‐run and long‐run dynamics of inflation, output and...

A non-structural model is used to analyze the dynamic effects of fiscal and exchange rate policies on Ghana's economy. In particular, the paper sheds light on how these two key structural adjustment policy variables affect the short-run and long-run dynamics of inflation, output and exports. The...