Search Results - subject:"Multivariate Cointegration"

Persistent Regional Unemployment Differentials Revisited

Gray, David - In: Regional Studies 38 (2004) 2, pp. 167-176

and multivariate cointegration, three inferences concerning the nature of the British regional unemployment rates are … national rate of unemployment will reduce regional rates, but not eliminate differentials. Second, multivariate cointegration …

Persistent link: https://www.econbiz.de/10005457842

Examining world-wide purchasing power parity

Jacobson, Tor; Nessén, Marianne - In: Empirical Economics 29 (2004) 3, pp. 463-476

multivariate cointegration techniques. Bilateral PPP between the four countries is examined in one system (as opposed to e …

Persistent link: https://www.econbiz.de/10005184275

Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique

Keong, Choong Chee; Yusop, Zulkornain; Liew, Venus Khim-Sen - EconWPA - 2003

autoregression (VAR) model has been developed. Multivariate cointegration results revealed that there exists a single cointegrating …

Persistent link: https://www.econbiz.de/10005556612

Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model

Jacobson, Tor; Lyhagen, Johan; Larsson, Rolf; Nessén, … - Sveriges Riksbank - 2002

New multivariate panel cointegration methods are used to analyze nominal exchange rates and prices in four major economies in Europe; France, Germany, Italy and the United Kingdom for the post-Bretton Woods period. We test for purchasing power parity between these four countries and find that the...

Persistent link: https://www.econbiz.de/10005649055

Agricultural Markets Integration in the European Union: Further Empirical Evidence on the Pork Sector

Isabel Sanjuån, Ana; María GiI, José - In: Journal of Economic Integration 14 (1999), pp. 203-225

) multivariate cointegration procedure is used to identify long-run equilibrium relationshiþs among pork prices. Some hypotheses …

Persistent link: https://www.econbiz.de/10010991730

Determinants of the Exchange Rate in Colombia under Inflation Targeting

Estrada, Fredy Alejandro Gamboa - Banco de la Republica de Colombia

approaches that assume exogenous and endogenous monetary policy respectively. Based on the Johansen multivariate cointegration …

Persistent link: https://www.econbiz.de/10008800760

VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling

: Katarina Juselius - Økonomisk Institut, Københavns Universitet - 1993

Some recent developments in the macroeconometric analysis of time series are discussed in the light of Haavelmo (1944). Experimental design in econometrics is discussed and related to the case of passive observation. The general ideas are illustrated with an analysis of the long-run and...

Persistent link: https://www.econbiz.de/10005543502

Dinamica de la inflacion : Un analisis econometrico del ajuste heterodoxo mexicano

Arellano Cadena, Rogelio - In: Estudios económicos 8 (1993) 2, pp. 247-261

Persistent link: https://www.econbiz.de/10001159777

On the Design of Experiments when Data are Collected by Passive Observation

Juselius, Katarina - Økonomisk Institut, Københavns Universitet - 1991

Some recent developments in the macroeconometric model analysis of time series are discussed in the light of the monograph by Haavelmo (1944). A brief overview of some important works in this area during the last three decades is given, and the importance of the widespread use of personal...

Persistent link: https://www.econbiz.de/10005749687