Search Results - subject:"Structural shift"

Cointegration between carbon spot and futures prices: from linear to nonlinear modeling

Chevallier, Julien - In: Economics Bulletin 32 (2012) 1, pp. 160-181

This paper develops two nonlinear cointegration models - a VECM with structural shift and a threshold cointegration … studied this topic with a linear VECM. First, in the VECM with structural shift, we observe that the returns of carbon spot …

Persistent link: https://www.econbiz.de/10009397028

Cointegration between carbon spot and futures prices : from linear to nonlinear modeling

Chevallier, Julien - Université Paris-Dauphine (Paris IX) - 2012

Persistent link: https://www.econbiz.de/10010706371

Copula structural shift identification

Brodsky, Boris; Penikas, Henry; Safaryan, Irina - National Research University Higher School of Economics - 2012

This paper aims at presenting the research results of revealing a structural shift in copula-models of multivariate … time-series. A nonparametric method of structural shift identification and estimation is used. The asymptotical …. The empirical part of the paper is devoted to structural shift identification for multivariate time series of interest …

Persistent link: https://www.econbiz.de/10010720541

Ramsey meets Thünen : the impact of land taxes on economic development and land conservation

Kalkuhl, Matthias; Edenhofer, Ottmar - In: International tax and public finance 24 (2017) 2, pp. 350-380

Persistent link: https://www.econbiz.de/10011799904

Forecasting inflation with gradual regime shifts and exogenous information

González, Andrés; Hubrich, Kirstin; Teräsvirta, Timo - 2011

We propose a new method for medium-term forecasting using exogenous information. We first show how a shifting-mean autoregressive model can be used to describe characteristic features in inflation series. This implies that we decompose the inflation process into a slowly moving nonstationary...

Persistent link: https://www.econbiz.de/10011605409

Forecasting inflation with gradual regime shifts and exogenous information

González, Andrés; Hubrich, Kirstin; Teräsvirta, Timo - European Central Bank - 2011

Persistent link: https://www.econbiz.de/10009216680

Globalization of labor markets and the growth prospects of nations

Basu, Kaushik - In: Journal of policy modeling : JPMOD ; a social science … 38 (2016) 4, pp. 656-669

Persistent link: https://www.econbiz.de/10011671610

DISINTERMEDIATION IN INDIAN COMMERCIAL BANKS: EVIDENCES FROM PRE AND POST-LIBERALIZATION PHASES

PATI, Ambika Prasad; SHOME, Dipanker - In: Journal of Applied Research in Finance Bi-Annually II (2010) 2, pp. 181-191

for the four indices developed for the purpose of the study. It is observed that there has been a significant structural … shift in household savings in the form of bank deposits from pre-liberalization to post-liberalization period. The impact of …

Persistent link: https://www.econbiz.de/10010851968

Impact of exchange rate on prices in the presence of structural breaks

Kadyrov, Maxim - In: Applied Econometrics 19 (2010) 3, pp. 9-22

Today exchange rate influences many areas and indicators of economic activity in the country, including consumer price index In many studies the impact of exchange rate on prices (denoted as pass-through effect) is considered from theoretical and empirical point of view In this paper we study...

Persistent link: https://www.econbiz.de/10009366469

ИНИЦИАЦИЯ СТРУКТУРНЫХ СДВИГОВ КАК ЭЛЕМЕНТ РЕГИОНАЛЬНОЙ ОТРАСЛЕВОЙ ПОЛИТИКИ

СЕРГЕЕВНА, АНТОНЮК ВАЛЕНТИНА; … - In: Вестник Южно-Уральского … (2010) 3, pp. 4-13

Статья посвящена проблеме реализации отраслевой политики на региональном уровне. Авторами проведен анализ отраслевой специфики региона с двух точек зрения:...

Persistent link: https://www.econbiz.de/10011247219