Search Results - subject:"Linear and nonlinear"

Empirical evaluation of weak-form efficient market hypothesis in Ugandan securities exchange

Emenike, Kalu O.; Joseph, Kirabo K. B. - In: Journal of contemporary economic and business issues 5 (2018) 1, pp. 35-50

context of random walk model, using both linear and non-linear models. The preliminary analysis from the USE daily returns …

Persistent link: https://www.econbiz.de/10011862219

Estimation risk and shrinkage in vast-dimensional fundamental factor models

Vlodrop, Andries C. van; Lucas, André - 2018

about estimation risk in FFMs in high dimensions. We investigate whether recent linear and non-linear shrinkage methods help …

Persistent link: https://www.econbiz.de/10011949129

Asymmetrical linkages between foreign exchange and stock markets : empirical evidence through linear and non-linear ARDL

Luqman, Rabia; Kouser, Rehana - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-13

+5 countries and Pakistan for 2000–2016 and apply linear and non-linear autoregressive distributed lag (ARDL) to check the …

Persistent link: https://www.econbiz.de/10011895619

TESTING WEAK FORM MARKET EFFICIENCY OF EMERGING MARKETS: A NONLINEAR APPROACH

KARADAGLI, Ece C.; NazlÄ± C. OMAY - In: Journal of Applied Economic Sciences 7 (2012) 3(21)/ Fall 2012, pp. 235-245

This paper examines weak form efficiency in eight CEE emerging markets by testing whether the stock price series of these markets contain unit root. The unpredictability of stock returns indicates that stock prices follow random walk and hence are characterized by a unit root. For this purpose,...

Persistent link: https://www.econbiz.de/10010639257

Monetary policy uncertainties and demand for money for Japan : nonlinear ARDL approach

Ongan, Serdar; Gocer, Ismet - In: Journal of the Asia Pacific economy 26 (2021) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10012424812

On the linkage between government expenditure and output : empirics of the Keynesian view versus Wagner's law

Arestis, Philip; Şen, Hüseyin; Kaya, Ayşe - In: Economic change & restructuring 54 (2021) 2, pp. 265-303

Persistent link: https://www.econbiz.de/10012543567

Is finance-growth nexus nonlinear? : evidence from linear and nonlinear causality analysis

Sethi, Dinabandhu; Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic growth and financial development : effects of …, (pp. 73-102). 2021

level, we find significant linear and nonlinear causality running from financial development to economic growth, supporting … Granger-causality. Similarly, the chapter using stock market indicators confirms both linear and nonlinear causalities from … financial development to economic growth in low inflation countries. Further, using bank-based indicators the linear and …

Persistent link: https://www.econbiz.de/10012792675

Investor sentiment connectedness : evidence from linear and nonlinear causality approaches

Tiwari, Aviral Kumar; Bathia, Deven; Bouri, Elie; … - In: Annals of financial economics 16 (2021) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10013185473

Monetary policy in Poland: How the financial crisis changed the central bank's preferences

Mackiewicz-Łyziak, Joanna - In: e-Finanse: Financial Internet Quarterly 13 (2017) 1, pp. 15-24

The aim of the study is to analyze the preferences of the Polish central bank concerning inflation and output gap stabilization and verification, and whether these preferences changed after the beginning of the global financial crisis. For this purpose Taylor rules are estimated by the means of...

Persistent link: https://www.econbiz.de/10012011802

Tourism and economic growth in Jordan : evidence from linear and nonlinear frameworks

Muhtaseb, Buthaina M. A.; Daoud, Hussam-Eldin - In: International journal of economics and financial issues … 7 (2017) 1, pp. 214-223

Persistent link: https://www.econbiz.de/10011784482