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Athens Conference on Applied Probability and Time Series Analysis
1996
Persistent link: https://www.econbiz.de/10000981761
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Lineare versus nichtlineare Modelle für univariate Zeitreihen : Diagnoseverfahren und Tests
Schuhr, Roland - 1991
Persistent link: https://www.econbiz.de/10000830424
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Determinants of the implied shadow exchange rates from a target zone
Rangvid, Jesper; Sørensen, Carsten - 1998
Persistent link: https://www.econbiz.de/10000997695
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Provision of health care services in Austria
Radosch, Ulrike - In: Empirica 23 (1996) 2, pp. 191-206
Persistent link: https://www.econbiz.de/10008926207
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Terrorism and tourism: A conjunction and ramification in Pakistan
Raza, Syed Ali; Jawaid, Syed Tehseen - In: Economic Modelling 33 (2013) C, pp. 65-70
from the period of 1980 to 2010. Johansen and Jeuuselius and ARDL bound testing cointegration approach confirms the valid …
Persistent link: https://www.econbiz.de/10010738003
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Modeling Demand for Money in Nepal
Ram Sharan Kharel Ph.D.; Tap Prasad Koirala Ph.D. - In: 2007 NRB-WP-06 (2010), pp. 17-17
In this paper, we estimate money demand functions for Nepal employing Johansen's tri-variate Conintegration method for the period of 1974/75-2009/10. In line with the previous studies, both narrowly defined real money demand ( 1 m ) and broadly defined real money demand ( 2 m ) are found to be a...
Persistent link: https://www.econbiz.de/10010743457
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Cointegration and causal relationships between energy consumption and output: Assessing the evidence from Australia
Shahiduzzaman, Md; Alam, Khorshed - In: Energy Economics 34 (2012) 6, pp. 2182-2188
In this paper, we describe our investigation of the cointegration and causal relationships between energy consumption … energy, capital and labour as separate inputs of production. The empirical evidence points to a cointegration relationship … between energy and output and implies that energy is an important variable in the cointegration space, as are conventional …
Persistent link: https://www.econbiz.de/10010588000
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Temporal causality and the dynamics of crime in Turkey
Halicioglu, Ferda - In: International Journal of Social Economics 39 (2012) July, pp. 704-720
security expenditures. Design/methodology/approach – The paper employs bounds testing cointegration procedure, augmented … causality tests and variance decompositions. Findings – The empirical results suggest the existence of cointegration amongst the …, time-series evidence on the dynamics of crime in Turkey using the framework of cointegration and causality tests. …
Persistent link: https://www.econbiz.de/10010561113
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Business Cycle Measurement in the Presence of Structural Change: International Evidence
Krolzig, Hans-Martin - Department of Economics, Oxford University - 2000
By generalizing Hamiltons model of the US business cycle to a three-regime Markov-switching vector autoregressive model, this paper analyzes regime shifts in the stochastic process of economic growth in the US, Japan and Europe over the last four decades. Empirical evidence is established for...
Persistent link: https://www.econbiz.de/10010605151