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  • Search: subject:"Zivot-Andrews Single Break Unit Root Test"
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Year of publication
Subject
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Zivot-Andrews single-break unit root test 8 Cointegration 7 Einheitswurzeltest 7 Kointegration 7 Time series analysis 7 Unit root test 7 Zeitreihenanalyse 7 Johansen cointegration test 6 Causality analysis 5 Estimation theory 5 Granger causality test 5 KPSS unit root test 5 Kausalanalyse 5 Schätztheorie 5 Auslandsinvestition 3 Foreign investment 3 KPSS no unit root test 3 Structural break 3 Strukturbruch 3 Vector error correction model (VECM) 3 error correction model (ECM) 3 foreign direct investment (FDI) 3 vector error correction model (VECM) 3 Block Granger Causality Test 2 Economic growth 2 Error correction model (ECM) 2 Error-correction model 2 Estimation 2 Exchange rate 2 Export-led growth 2 Exportinduziertes Wachstum 2 FDI inflows 2 Foreign direct investment (FDI) 2 Gregory-Hansen cointegration single-break test 2 Gregory-Hansen single-break cointegration test 2 Gross fixed capital formation 2 Gross fixed capital formation (GFCF) 2 Hungary 2 Johansen Cointegration test 2 Lee-Strazicich two-break unit root test 2
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Online availability
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Undetermined 5 Free 3
Type of publication
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Article 9 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7
Language
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English 7 Undetermined 5
Author
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Ramírez, Miguel D. 7 Ramirez, Miguel 4 Komuves, Zsofia 2 Kőműves, Zsófia 2 Cho, Hyungsun Chloe 1 Huang, Jiayi 1 Huang, Jiayin 1 KOMUVES, Zsofia 1 Mazur, Michael 1 Mazur, Michael E. 1 RAMIREZ, Miguel D. 1
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Institution
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Department of Economics, Trinity College 3
Published in...
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Business and Economic Research : BER 3 Working Papers / Department of Economics, Trinity College 3 Applied Econometrics and International Development 1 Applied econometrics and international development 1 Atlantic Economic Journal 1 Atlantic economic journal : AEJ 1 Inventi impact: international trade 1 Modern economy 1
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Source
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ECONIS (ZBW) 7 RePEc 5
Showing 1 - 10 of 12
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The Forward Exchange Rate Unbiasedness Hypothesis: A Single Break Unit Root and CointegrationAnalysis
Mazur, Michael; Ramirez, Miguel - Department of Economics, Trinity College - 2013
In an age of globalized finance, Forex market efficiency is particularly relevant as agents engage in arbitrage opportunities across international markets. This study tests the forward exchange rate unbiasedness hypothesis using more powerful tests such as the Zivot-Andrews single-break unit...
Persistent link: https://www.econbiz.de/10010902276
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Remittances and Economic Growth in Mexico: An Empirical Study with Structural Breaks.
Ramirez, Miguel - Department of Economics, Trinity College - 2013
This paper investigates remittance flows to Mexico during the 1980-2010 period in absolute terms, relative to GDP, in comparison to FDI inflows, and in terms of their regional destination. Next, the paper reviews the growing literature that assesses the impact of remittances on investment...
Persistent link: https://www.econbiz.de/10010902282
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FDI, Exchange Rate, and Economic Growth in Hungary, 1995-2012: Causality and Cointegration Analysis
Komuves, Zsofia; Ramirez, Miguel - Department of Economics, Trinity College - 2013
This paper investigates the causal relationship between FDI, GDP and the Euro/Hungarian Forint exchange rate in Hungary during the 1995-2012 period. Although the question has great significance from an economic policy standpoint, there has been little to no empirical analysis undertaken so far...
Persistent link: https://www.econbiz.de/10010699880
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Do exports lead economic output in five Asian countries? : a cointegration and granger causality analysis
Huang, Jiayi; Ramírez, Miguel D. - In: Inventi impact: international trade (2017) 1, pp. 24-44
Persistent link: https://www.econbiz.de/10011689045
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Do exports lead economic output in five Asian countries? : a cointegration and Granger Causality analysis
Huang, Jiayin; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 2, pp. 30-50
Persistent link: https://www.econbiz.de/10011575379
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Economic Infrastructure, Private Capital Formation, and FDI Inflows to Hungary: A Unit Root and Cointegration Analysis with Structural Breaks
Ramirez, Miguel; Kőműves, Zsófia - In: Atlantic Economic Journal 42 (2014) 4, pp. 367-382
<Para ID="Par1">This paper investigates the important question of what relationship, if any, exists between economic infrastructure, gross fixed capital formation, and FDI inflows to Hungary during the 1995–2012 period. Although this question has great significance from an economic policy standpoint, there...</para>
Persistent link: https://www.econbiz.de/10011155073
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FDI, Exchange Rate, and Economic Growth in Hungary, 1995-2012: Causality and Cointegration Analysis
KOMUVES, Zsofia; RAMIREZ, Miguel D. - In: Applied Econometrics and International Development 14 (2014) 1, pp. 45-58
This paper investigates the causal relationship between FDI, GDP and the Euro/Hungarian Forint exchange rate in Hungary during the 1995-2012period. Although the question has great significance from an economic policy standpoint, there has been little to no empirical analysis undertaken so far in...
Persistent link: https://www.econbiz.de/10010764924
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Remittances and economic growth in Mexico : an empirical study with structural breaks, 1970 - 2010
Ramírez, Miguel D. - In: Business and Economic Research : BER 4 (2014) 1, pp. 351-373
Persistent link: https://www.econbiz.de/10010380138
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Cover Image
FDI, exchange rate, and economic growth in Hungary, 1995-2012 : causality and cointegration analysis
Komuves, Zsofia; Ramírez, Miguel D. - In: Applied econometrics and international development 14 (2014) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10011496596
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Economic infrastructure, private capital formation, and FDI inflows to Hungary : a unit root and cointegration analysis with structural breaks
Ramírez, Miguel D.; Kőműves, Zsófia - In: Atlantic economic journal : AEJ 42 (2014) 4, pp. 367-382
Persistent link: https://www.econbiz.de/10010517388
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