The question often arises as to whether one can estimate a transfer function model using Stata. While Stata does not currently have a convenience command for doing so, this article will demonstrate that estimating such a model can be accomplished quite easily using Stata's arima command. The...

The main purpose of this paper is to apply Johansen's vector error-correction model (VECM) to investigate the existence of the dividend signalling effect in the Singapore aggregate market through impulse response analysis, forecast error variance decomposition and Granger-causality test. Our...

This paper provides some insights into the linkages between energy consumption, carbon emissions and the sectoral components of output growth using Tunisian data over the period 1971 to 2005.Results of the long–run analysis do not support the neutrality hypothesis between energy consumption...