Search Results - subject:"VEC Models"

Indicadores del mercado accionario y actividad económica : alguna evidencia para la Argentina

Lanteri, Luis N. - In: Ensayos económicos 70 (2014), pp. 83-108

Persistent link: https://www.econbiz.de/10011509102

Macroeconomic Shocks and Financial Vulnerability

Carrera, Jorge; Lanteri, Luis N. - In: Ensayos Económicos 1 (2007) 48, pp. 13-71

argentine case for the period 1977-2004, by using VEC models. The results show that falls in the deposit-currency ratio …

Persistent link: https://www.econbiz.de/10010551964

Macroeconomic Shocks and Financial Vulnerability

Carrera, Jorge; Lanteri, Luis N. - Banco Central de la República Argentina - 2007

Argentine case for the period 1977-2004, by using VEC models. The results show that falls in the deposit-currency ratio … the Argentine case for the period 1977-2004, by using VEC models. The results show that falls in the deposit …) exogenous variable. Key Words: macroeconomic shocks, vulnerability or crisis in the Argentine financial system, VEC models …

Persistent link: https://www.econbiz.de/10010552022

Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms

Trenkler, Carsten - 2006

In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic terms suggested by Saikkonen & Lütkepohl (2000b) and Saikkonen, Lütkepohl & Trenkler (2006). The asymptotic properties of the bootstrap test procedures are derived and their...

Persistent link: https://www.econbiz.de/10010263621

Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms

Trenkler, Carsten - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

comparison. Keywords: Bootstrap, Systems cointegration tests, VEC models JEL classification: C12, C13, C15, C32 ⁄This research …

Persistent link: https://www.econbiz.de/10005207940

Public Debt and Private Consumption in OECD countries

Gogas, Periklis; Papadimitriou, Theophilos; … - Department of Economics, Democritus University of Thrace - 2013

The recent ceiling of U.S. federal debt and the European sovereign debt crises raised once again the interest upon balanced government budgets. The Ricardian Equivalence proposition appears as an attractive alternative for policy makers, since postponing taxes to be paid once growth is restored...

Persistent link: https://www.econbiz.de/10010840503

Determinantes económicos del nivel de empleo : alguna evidencia para Argentina

Lanteri, Luis N. - In: Ensayos : revista de economia 32 (2013) 1, pp. 73-100

Persistent link: https://www.econbiz.de/10011509159

Does one monetary policy fit all? the determinants of inflation in EMU countries

Boschi, Melisso; Girardi, Alessandro - Volkswirtschaftliche Fakultät, … - 2005

This chapter aims at assessing the long-run determinants and the short-run dynamics of inflation in each country belonging to the European Monetary Union (EMU). Our work complements the recent literature on this topic for the Euro Area as a whole. Detecting such determinants can be crucial in...

Persistent link: https://www.econbiz.de/10008836749

Intersectoral Wage Linkages in Sweden

Friberg, Kent - 2003

wages for the period 1980:1-2002:2. Different vector error correction (VEC) models are created based on assumptions of which … tested by imposing restrictions on the estimated VEC models. Finally, Granger causality tests are performed in the different … restricted/unrestricted VEC models to test for sector wage leadership. The empirical results indicate large wage adaptability …

Persistent link: https://www.econbiz.de/10010321266

Intersectoral wage linkages in Sweden

Friberg, Kent - 2003

Persistent link: https://www.econbiz.de/10011583799