Search Results - subject:"STABILITY TESTS"

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle

Di Iorio, Francesca; Fachin, Stefano - In: Economics - The Open-Access, Open-Assessment E-Journal 1 (2007), pp. 1-23

Stability tests for cointegrating coefficients are known to have very low power with small to medium sample sizes. In …-2002 period. While the individual stability tests, contrary to expectations and graphical evidence, in almost all cases do not …

Persistent link: https://www.econbiz.de/10005082959

Computationally attractive stability tests for the efficient method of moments

Sluis, Pieter J. van der - 1997

one for the combination of sample and post-sample is required. Thispaper describes structural stability tests for use with …

Persistent link: https://www.econbiz.de/10010339446

Defense Spending and economic growth in Turkey: an empirical application of new macroeconomic theory

Halicioglu, Ferda - EconWPA - 2005

This study prsents new empirical evidence on the relationship between the level of of economic growth and defense expenditures in the case of Turkey for the period of 1950-2002. On using new macroeconomic and multivariate cointegration procedure, this study demonstrates empirically that there...

Persistent link: https://www.econbiz.de/10005412794

Defense Spending and Economic Growth in Turkey: An Empirical Application of New Macroeconomic Theory

Halicioglu, Ferda - In: Review of Middle East Economics and Finance 2 (2004) 3, pp. 2-2

This study presents new empirical evidence on the relationship between the level of economic growth and defense expenditures in the case of Turkey for the period of 1950-2002. On using new macroeconomic theory and multivariate cointegration procedure, this study demonstrates empirically that...

Persistent link: https://www.econbiz.de/10005750975

Defense Spending and Economic Growth in Turkey: An Empirical Application of New Macroeconomic Theory

Halicioglu, Ferda - In: Review of Middle East Economics and Finance 2 (2004) 3, pp. 34-43

This study presents new empirical evidence on the relationship between the level of economic growth and defense expenditures in the case of Turkey for the period of 19502002. On using new macroeconomic theory and multivariate cointegration procedure, this study demonstrates empirically that...

Persistent link: https://www.econbiz.de/10014618737

Do reductions in black market exchange rate premia cause inflation?

Larue, Bruno; Gervais, Jean-Philippe - In: Empirical Economics 26 (2001) 3, pp. 525-551

shock to the black market premium cause a permanent reduction in inflation. However, stability tests suggest that the …

Persistent link: https://www.econbiz.de/10005382443

The Stochastic Coefficients Approach to Econometric Modeling, Part III: Estimation, Stability Testing, and Prediction

Swamy, P.A.V.B.; Conway, Roger K.; LeBlanc, Michael - In: Journal of Agricultural Economics Research (1988) 1

-of-sample forecast errors more than fixed coefficients models Our assessment of coefficient stability tests is they are contradictory …

Persistent link: https://www.econbiz.de/10010879222

Computationally attractive stability tests for the efficient method of moments

SLUIS, PIETER J. VAN DER - In: Econometrics Journal 1 (1998) ConferenceIssue, pp. 203-203

This paper develops structural stability tests based on the Efficient Method of Moments for the case of a known … volatility models. For these types of models and datasets, readily available structural stability tests are important as these …

Persistent link: https://www.econbiz.de/10005100121

The stability of German money demand: Not just a myth

Scharnagl, Michael - In: Empirical Economics 23 (1998) 3, pp. 355-370

The stability of German money demand has been analyzed in a series of papers in recent years, especially since unification. In this paper the critical question of stability is reviewed, using various estimation techniques and testing procedures for long-run stability. To take financial...

Persistent link: https://www.econbiz.de/10005166746