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Modelling life expectancy in Turkey
Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2010
approach to cointegration is employed to compute the long-run elasticities of longevity with respect to the selected economic … expectancy in Turkey on the basis of time series data and cointegration framework. Empirical results suggest that nutrition and …
Persistent link: https://www.econbiz.de/10009021717
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Testing for Multiple Structural Changes in Cointegrated Regression Models
Kejriwal, Mohitosh; Perron, Pierre - Krannert School of Management, Purdue University - 2008
This paper considers issues related to testing for multiple structural changes in cointegrated systems. We derive the limiting distribution of the Sup-Wald test under mild conditions on the errors and regressors for a variety of testing problems. We show that even if the coefficients of the...
Persistent link: https://www.econbiz.de/10005835341
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MACROECONOMIC CONDITIONS, INSTITUTIONAL FACTORS AND DEMOGRAPHIC STRUCTURE: WHAT CAUSES WELFARE CASELOADS?
Ayala, Luis; Pérez, César - Instituto de Estudios Fiscales, Ministerio de Economía …
Some of the possible determinants of the changes observed in the welfare caseloads have been analysed in this study. Our model attempts to explain variations in the welfare caseloads on the basis of four different factors: macroeconomic conditions, interactions with other income maintenance...
Persistent link: https://www.econbiz.de/10005419044
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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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Currency Appreciation and Stock Market Performance: Evidence from China
Zhang, Bing; Li, Xindan - In: Frontiers of Economics in China 5 (2010) 3, pp. 393-411
stock market, and there exists long-term cointegration. The results demonstrate that in the long term, the relationship …
Persistent link: https://www.econbiz.de/10011015230
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Optimal Hedging with the Vector Autoregressive Model
Gatarek, Lukasz; Johansen, Søren - Tinbergen Instituut - 2014
with general cointegration rank. Our hedge is optimal in the sense of minimum variance portfolio. We consider a model that … correlation and cointegration parameters. For short holding periods the correlation impact is predominant. For long horizons, the … hedge ratio should overweight the cointegration parameters rather then short-run correlation information. In the innite …
Persistent link: https://www.econbiz.de/10011257633
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Balance-of-Payments Constrained Growth: the Case of Turkey
Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2012
cointegration is applied. The empirical results suggest that Thirlwall’s law holds for Turkey. This study also suggests some policy …
Persistent link: https://www.econbiz.de/10011259089
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非遺伝子組換え大豆とエネルギーの価格関係について
Aruga, Kentaka - Volkswirtschaftliche Fakultät, … - 2011
such as those of crude oil and ethanol using the cointegration methods. The results suggest that the prices of the non …
Persistent link: https://www.econbiz.de/10011259819
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The Demand for Calories in Turkey
Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2011
prices using time series data for Turkey during 1965-2007. ARDL cointegration analysis yields an income elasticity of calorie …
Persistent link: https://www.econbiz.de/10011260730
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The Reaction Function of Three Central Banks
Arlt, Josef; Mandel, Martin - In: Prague Economic Papers 2014 (2014) 3, pp. 269-289
The aim of our paper is to formulate and empirically verify the simple backward looking econometric model of the monetary policy rule, which would be able to describe the development of monetary policy rate, namely only on the basis of statistically measured and at the given time available...
Persistent link: https://www.econbiz.de/10011195627