Search Results - subject:"Dynamic convergence"

Dynamic convergence of time series and its inconsistency with stationarity in economic analysis

Sun, Xuedong Liu; Covarrubias López, José Gerardo - In: Análisis económico 38 (2023) 97, pp. 5-26

Persistent link: https://www.econbiz.de/10014247287

Dynamic convergence of commodity futures: Not all types of commodities are alike

Sensoy, Ahmet; Hacihasanoglu, Erk; Nguyen, Duc Khuong - Research Department, Borsa İstanbul - 2015

We analyze the dynamic comovement of commodity futures returns within each category (energy, precious metals, industrial metals, and agriculture) from 1997 to 2013 under the eects of the nancialization of commodity markets. Our findings from the dynamic equicorrelation GARCH model of ? show...

Persistent link: https://www.econbiz.de/10011212869

Investigating the Presence of Regional Economic Growth Convergence in the Philippines Using Kalman Filter

Mapa, Dennis S.; Sandoval, Monica Flerida B.; Yap, … - Philippine Institute for Development Studies (PIDS), … - 2013

This paper investigates the presence of stochastic and dynamic convergence in the 14 regional economies in the … policies on development. Dynamic convergence or convergence in the growth rates of per capita income is determined by the time …-varying parameter (TVP) model estimated using the Kalman filter. The paper proceeds to examine the dynamic convergence behavior of each …

Persistent link: https://www.econbiz.de/10011184815

Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter

Mapa, Dennis S; Sandoval, Monica Flerida B; Yap, David … - Volkswirtschaftliche Fakultät, … - 2009

This paper investigates the presence of stochastic and dynamic convergence of the 14 regional economies in the … convergence indicates a need to reevaluate existing regional and national economic policies on development. Dynamic convergence … reveals several convergence characteristics of individual regions over time. Dynamic convergence is determined by the time …

Persistent link: https://www.econbiz.de/10008636496