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Do University Rankings Matter for Growth?
Tan Kuan Lu, Clifford - 2014
I investigate the relationship between university rankings and economic growth and found that the relationship is statistically significant. The more the number of universities that a country has in international university rankings, the higher its GDP per capita. What is more surprising is...
Persistent link: https://www.econbiz.de/10013061096
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Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
Wagatha, Matthias - Volkswirtschaftliche Fakultät, … - 2007
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005622096
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Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
Wagatha, Matthias - Volkswirtschaftliche Fakultät, … - 2007
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005789941
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An Automatic Procedure for the Estimation of the Tail Index
Gimeno, Ricardo - 2012
Extreme Value Theory is increasingly used in the modelling of financial time series. The non-normality of stock returns leads to the search for alternative distributions that allows skewness and leptokurtic behavior. One of the most used distributions is the Pareto Distribution because it allows...
Persistent link: https://www.econbiz.de/10013109505
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‘Williamson's Fallacy’ in Estimation of Inter-Regional Inequality
Gluschenko, Konstantin - 2017
When estimating regional inequality, many economists use inequality indices weighted by the regions' shares in the national population. Although this approach is widespread, its adequacy has not received attention in the regional science literature. This paper proves that such approach is...
Persistent link: https://www.econbiz.de/10012943787
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Is Radiative Forcing Cointegrated with Temperature? A Further Examination Using a Structural Time Series Approach
Balcombe, Kelvin; Fraser, Iain; Sharma, Abhijit - Volkswirtschaftliche Fakultät, … - 2012
modelling perspective. The results confirm that cointegration between radiative forcing and temperatures are consis- tent with … the data. However, we produce results for which the cointegration between forcing and temperature data finds less support … these variables, another equally acceptable model exists in which there is no cointegration, and the relationship between …
Persistent link: https://www.econbiz.de/10011107301
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An empirical examination of stock market integration in EMU
Matei, Florin - Volkswirtschaftliche Fakultät, … - 2014
This thesis provides clear empirical evidence that the establishment of the EMU has influenced the stock market integration process within the Euro-area. This is mostly evident across the large four EMU-stock markets: France, Germany, Italy and Netherlands, which appear to be near to perfect...
Persistent link: https://www.econbiz.de/10011107334
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Real Exchange Rate Misalignment in the cfa franc zone after the cfa franc devaluation of January 1994
Kuikeu, Oscar - Volkswirtschaftliche Fakultät, … - 2013
In cfa franc zone, the exchange rate was devalued, in January 1994, in order to deal with the major macroeconomic imbalances that have affected the members during the 1980 decade. Thus, the aim of this paper is to assess the degree of over/undervaluation (namely real exchange rate misalignment)...
Persistent link: https://www.econbiz.de/10011107347
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The Effect of Crime on the Job Market: An ARDL approach to Argentina
Cerro, Ana María; Rodríguez Andrés, Antonio - Volkswirtschaftliche Fakultät, … - 2010
distributed lag (ARDL) approach to cointegration advocated by Pesaran et al (2001). The results show that unemployment has a …
Persistent link: https://www.econbiz.de/10011107533
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The Dynamics of Exports, Financial Development and Economic Growth in Pakistan: New Extensions from Cointegration and Causality Analysis
Shahbaz, Muhammad; Mohammad, Mafizur Rahman - Volkswirtschaftliche Fakultät, … - 2014
doing so, the autoregressive distributed lag (ARDL) bounds testing approach to cointegration and error correction model are … applying innovative accounting approach (IAA). The analysis confirms cointegration for the long run relation between exports …
Persistent link: https://www.econbiz.de/10011107543