Search Results - subject:"macroeconomic variables"

An empirical investigation on the effect of business environment factors on the FDI inflows in Pakistan : the moderating role of political stability

Shahzad, Arfan; Al-Swidi, Abdullah Kaid; Mithani, Dawood Ali - In: Business and Economic Research : BER 2 (2012) 2, pp. 156-170

Persistent link: https://www.econbiz.de/10009780163

Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables

Carrera, Jorge Eduardo; Feliz, Mariano; Panigo, Demian - 2003

public policies. As an application of the methodology, the integration properties in the main 14 Argentine macroeconomic … variables are studied. A classification of them in four homogenous groups according to their order of integration is obtained. …

Persistent link: https://www.econbiz.de/10009445690

Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables

Carrera, Jorge Eduardo; Feliz, Mariano; Panigo, Demian - In: Journal of Applied Economics VI (2003) November, pp. 221-246

Persistent link: https://www.econbiz.de/10005627095

The Budget Deficit and Economic Performance: A Survey

Saleh, Ali Salman - School of Accounting, Economics, and Finance, … - 2003

The relationship between budget deficits and macroeconomic variables (such as growth, interest rates, trade deficit … model for analysing the impact of budget deficits on macroeconomic variables. The majority of these studies regress a …

Persistent link: https://www.econbiz.de/10005812425

Forecasting the yield curve with linear factor models

Matsumura, Marco; Moreira, Ajax; Vicente, José - In: International Review of Financial Analysis 20 (2011) 5, pp. 237-243

has the best predictive power, but it does not outperform the random walk. We also find that macroeconomic variables and …

Persistent link: https://www.econbiz.de/10010577779

Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes

Malliaris, Anastasios G.; Bhar, Ramaprasad - In: Review of Behavioural Finance 3 (2011) 1, pp. 27-53

The equity premium of the S&P 500 index is explained in this paper by several variables that can be grouped into fundamental, behavioral, and macroeconomic factors. We hypothesize that the statistical significance of these variables changes across economic regimes. The three regimes we consider...

Persistent link: https://www.econbiz.de/10014990024

Time series analysis of the relationships among (macro) economic variables, the dividend yield and the price level of the S&P 500 Index

Serfling, Matthew; Miljkovic, Dragan - In: Applied Financial Economics 21 (2011) 15, pp. 1117-1134

In this article, the relationships among the dividend yield on the S&P 500 Index, the yield on the 10 year Treasury note, the price level of the S&P 500 Index, the money supply, the level of the Industrial Production Index (IPI) and the level of the Consumer Price Index (CPI) are examined using...

Persistent link: https://www.econbiz.de/10009278655

Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes

Malliaris, Anastasios G.; Bhar, Ramaprasad - In: Review of Behavioral Finance 3 (2011) September, pp. 27-53

Persistent link: https://www.econbiz.de/10010561775

Banking sector development in CEE countries: panel data approach

Skrabic, Blanka; Arneric, Josip - In: International Journal of Sustainable Economy 3 (2011) 3, pp. 281-293

more bank based. Empirical results will show as which macroeconomic variables affect banking sector development in CEE …

Persistent link: https://www.econbiz.de/10009352645

Forecasting the yield curve with linear factor models

Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - In: International review of financial analysis 20 (2011) 5, pp. 237-243

Persistent link: https://www.econbiz.de/10009492131