Search Results - subject:"Samuelson hypothesis"

Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?

Chowdhury, Khorshed - School of Accounting, Economics, and Finance, … - 2007

Balassa-Samuelson hypothesis). In this paper we specifically attempt to empirically test proposition (2) above. The … regardless whether the variables are I(0) or I(1). II The Analytical Framework: The Balassa-Samuelson Hypothesis Revisited … liabilities among others along with labour productivity differential. Keywords: Real Exchange Rate, Balassa-Samuelson …

Persistent link: https://www.econbiz.de/10005212365

The relative price of non-traded goods under imperfect competition

Coto-Martínez, Javier; Reboredo, Juan Carlos - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 24-40

Persistent link: https://www.econbiz.de/10010439618

Does the Balassa-Samuelson hypothesis still work? : evidence from OECD countries

Tintin, Cem - In: International journal of sustainable economy 6 (2014) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10010359501

Does the Balassa-Samuelson hypothesis still work? Evidence from OECD countries

Tintin, Cem - In: International Journal of Sustainable Economy 6 (2014) 1, pp. 1-18

This study tests the Balassa-Samuelson (BS) hypothesis, which explains the real exchange rate with relative productivity differences, for ten OECD countries between 1975 and 2007 by using the Johansen cointegration approach. The study further tests the effect of the terms of trade variable by...

Persistent link: https://www.econbiz.de/10010816428

Samuelson hypothesis and electricity derivative markets

Jaeck, Edouard; Lautier, Delphine - Université Paris-Dauphine (Paris IX) - 2014

characterized by the "Samuelson Hypothesis": there is a decreasing pattern of volatilities along the prices curve. Despite some … fill this gap. Second contribution: up to now, the validation of the Samuelson hypothesis has never been considered in the … Samuelson hypothesis still valid in such a context? What does this commodity learn us about the role of inventories in the …

Persistent link: https://www.econbiz.de/10010790033

Determinants of the Gold Futures Price Volatility: The Case of Thailand Futures Exchange

Jongadsayakul, Woradee - In: Applied Economics Journal 21 (2014) 1, pp. 59-78

This research studies determinants of the gold futures price volatility in Thailand Futures Exchange using Linear Regression Model and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model. The data sample consists of daily settlement price, volume, and open interest of gold...

Persistent link: https://www.econbiz.de/10010904036

Electricity derivative markets and Samuelson hypothesis

Jaeck, Edouard; Lautier, Delphine - Université Paris-Dauphine (Paris IX) - 2014

knowledge of the Samuelson hypothesis is required for industrial and financial agents as well as for regulatory authorities …. Second contribution: up to now, the validation of the Samuelson hypothesis has never been considered in the case of …, in the literature on commodity derivative markets, that the behavior of futures prices is characterized by the "Samuelson …

Persistent link: https://www.econbiz.de/10011099443

Relative productivity increases and the appreciation of the Turkish lira

Lopcu, Kenan; Dülger, Fikret; Cil, Almila Burgac - In: Economic modelling 35 (2013), pp. 614-621

Persistent link: https://www.econbiz.de/10010336735

Does the Balassa-Samuelson theory explain the link between relative population growth and purchasing power parity?

Hassan, A. F. M. Kamrul; Salim, Ruhul A. - In: The Singapore economic review : journal of the Economic … 58 (2013) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10009786038

DOES THE BALASSA–SAMUELSON THEORY EXPLAIN THE LINK BETWEEN RELATIVE POPULATION GROWTH AND PURCHASING POWER PARITY?

HASSAN, A. F. M. KAMRUL; SALIM, RUHUL - In: The Singapore Economic Review (SER) 58 (2013) 01, pp. 1350007-1

Relative population growth affects relative prices through the so-called Balassa–Samuelson (BS) mechanism and that in turn impacts PPP. This paper empirically investigates the relationship between the PPP exchange rate and relative population growth in a panel of 80 selected countries....

Persistent link: https://www.econbiz.de/10010660915