Search Results - subject:"Persistence Profiles"

Integração e Transmissão de Preços no Mercado Internacional de Café Arábica

Cunha, Dênis Antônio da; Vale, Sônia Maria Leite … - In: Brazilian Journal of Rural Economy and Sociology (RESR) 48 (2010) 4

framework was a multivariate model of co-integration, a VEC model and persistence profiles. The results show that Brazil …

Persistent link: https://www.econbiz.de/10011149592

Relationship banking and the credit market in India: An empirical analysis

Nachane, Dilip M.; Ranade, Prasad P. - Indira Gandhi Institute of Development Research (IGIDR) - 2005

buffer. This fact, together with the gradual adjustment exhibited by the "persistence profiles" provides substantive evidence …

Persistent link: https://www.econbiz.de/10005706142

Effect of the international price on the milk price paid to producers: transitory or permanent?

Instituto de Investigaciones Agropecuarias, INIA

This study applied cointegration analysis and the vector errorcorrection model (VCE) to analyze the magnitude and duration of theimpact of the import price of dairy products on the domestic milk pricepaid to producers in Chile. The variables included in the analysis weredomestic price, CIF...

Persistent link: https://www.econbiz.de/10009455262

A long run structural macroeconometric model of the UK

Garratt, A; Lee, K; Pesaran, M; Shin, Yongcheol - School of Economics, University of Edinburgh - 2004

A new modelling strategy is introduced which provides a practical approach to incorporating long- run structural relationships, suggested by economic theory, in an otherwise unrestricted VAR model. The strategy is applied in the construction of a small quarterly macroeconometric model of the UK,...

Persistent link: https://www.econbiz.de/10005750765

A Nation Divided? Price and Output Dynamics in English Regions

Fielding, David; Shields, Kalvinder - Department of Economics, Leicester University - 2001

, Regional M odels, Persistence Profiles JEL Classification: E32, R19 ¶ We are grateful to Kevin Lee and an anonymous referee for … persistenceand persistence profiles, as described below. The overall modelling approach is based on a VAR fram ework in regional … shocks, without resorting to a priori restrictions, by using persistence profiles (see Lee, Pesaran and Pierse, 1992 …

Persistent link: https://www.econbiz.de/10005561909

A structural cointegrating VAR approach to macroeconometric modelling

Garratt, A; Lee, K; Pesaran, M H; Shin, Yongcheol - School of Economics, University of Edinburgh - 1999

In this paper we discuss the 'structural cointegrating VAR' approach to macroeconometric modelling and compare it to other approaches currently followed in the literature, namely the large-scale simultaneous equation macroeconometric models, the structural VARs, and the dynamic stochastic...

Persistent link: https://www.econbiz.de/10005086759