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Estimating price and income demand elasticities for Spain separately by the major source markets
Álvarez-Díaz, Marcos; González Gómez, Manuel; Otero … - In: Tourism economics : the business and finance of tourism … 21 (2015) 5, pp. 1103-1110
Persistent link: https://www.econbiz.de/10011416448
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Analyzing light fuel demand elasticities in Brazil using cointegration techniques
Rodrigues, Luciano; Bacchi, Mirian Rumenos Piedade - In: Energy economics 63 (2017), pp. 322-331
Persistent link: https://www.econbiz.de/10011757986
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Food demand in Russia : heterogeneous consumer segments over time
Staudigel, Matthias; Garvert, Rebecca - In: Journal of agricultural economics 66 (2015) 3, pp. 615-639
Persistent link: https://www.econbiz.de/10011416116
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Selected macroeconomic variables and stock market movements : empirical evidence from Thailand
Forson, Joseph Ato; Janrattanagul, Jakkaphong - In: Contemporary economics 8 (2014) 2, pp. 157-174
This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are...
Persistent link: https://www.econbiz.de/10010406272
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Chapter 11 Forecasting with Trending Data
Elliott, Graham - 2006
models as well as examine the effects of erroneously assuming cointegration. It is shown that inconclusive theoretical … imposing cointegration can be more or less useful for different horizons. The problem of forecasting variables with trending …
Persistent link: https://www.econbiz.de/10014023695
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The effect of economic factors on the tax ratio in Trinidad and Tobago
Sookram, Sandra; Saridakis, George - In: Journal of Developing Areas 42 (2009) 2, pp. 111-128
We focus on the potential economic factors of tax revenue in Trinidad and Tobago and present cointegration test …
Persistent link: https://www.econbiz.de/10011213197
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Flattening of the Phillips Curve: Estimations and consequences for economic policy
Kromphardt, Jürgen; Logeay, Camille - In: European Journal of Economics and Economic Policies: … 8 (2011) 1, pp. 43-67
We test the hypothesis that the long-term Phillips curve is downward sloping and has become flatter in the last 10 to 15 years. Controlling for the most important other factors influencing the inflation rate, we estimate cointegrations and test whether a "break" in the Phillips curve can be...
Persistent link: https://www.econbiz.de/10011133384
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It’s not yen, euro or koala bloc: Greenback is still dominant in East Asia
Rajaguru, Gulasekaran; Khalid, Ahmed M; Barbera, Francesco - In: Australian Journal of Management 39 (2014) 4, pp. 549-571
Given the nature of East Asia’s economic structure, interregional exchange rate stability is an essential requirement for regional economic integration. One way to achieve exchange rate stability is for the region to adopt an anchor currency. However, the choice of a potential anchor is...
Persistent link: https://www.econbiz.de/10011135770
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Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
Belke, Ansgar; Czudaj, Robert - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 56 (2010) 4, pp. 285-315
In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows that the current financial and economic crisis that started in 2007 does not appear to have any noticeable impact on the stability of the euro area money demand function. We also...
Persistent link: https://www.econbiz.de/10010567107
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Firm Investment Behaviour in Germany: An Explanation Based on Seasonal Cointegration Techniques.
Dreger, Christian; Brautzsch, Hans-Ulrich - In: Journal of Economics and Statistics (Jahrbuecher fuer … 219 (1999) 3+4, pp. 284-297
-seasonal adjusted data from 1968 to 1989. The empirical analysis is based on cointegration techniques using the multivariate error … investment series. Given this result, the evidence for cointegration relationships at the seasonal frequencies is rather weak …. However, the cointegration vector obtained at the long run frequency shows, that export growth has a positive influence on …
Persistent link: https://www.econbiz.de/10008596440