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Essays in Applied Macroeconomics: Asymmetric Price Adjustment, Exchange Rate and Treatment Effect

Jansen, Dennis (contributor); Li, Qi (contributor) - 2008

This dissertation consists of three essays. Chapter II examines the possibleasymmetric response of gasoline prices to crude oil price changes using an errorcorrection model with GARCH errors. Recent papers have looked at this issue. Some ofthese papers estimate a form of error correction model,...

Persistent link: https://www.econbiz.de/10009465185

Asymmetric and non linear adjustment in the revenue expenditure models

Legrenzi, G; Milas, C - 2002

The purpose of this paper is to empirically analyse the revenue-expenditure models of publicfinance by considering the possibility of non-linear and asymmetric adjustment. A long-runrelationship between general government expenditure and revenues is identified for Italy.Following system-wide...

Persistent link: https://www.econbiz.de/10009465474

Non-Linearities And Fractional Integration In The Us Unemployment Rate

Caporale, GM; Gil-Alana, LA - 2004

. However, any suitable model should also include business cycle asymmetries, with implications for both forecasting and policy-making. …

Persistent link: https://www.econbiz.de/10009481459

Non-Linearities And Fractional Integration In The Us Unemployment Rate

Caporale, GM; Gil-Alana, LA - 2005

business cycle asymmetries, with implications for both forecasting and policy-making. …

Persistent link: https://www.econbiz.de/10009481461

Non-Linearities and Fractional Integration in the US Unemployment Rate

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2004

more activist stabilisation policies. However, any suitable model should also include business cycle asymmetries, with …

Persistent link: https://www.econbiz.de/10009442364

Price Transmission Asymmetries in the Spanish Lamb Sector

Ben Kaabia, Monia; Gil, Jose Maria; Boshnjaku, L. - 2002

The analysis of asymmetries in the price transmission mechanism at different levels of the marketing chain provides …

Persistent link: https://www.econbiz.de/10009443831

Dynamic Asymmetries in the Australian Labour Market

Bodman, Philip M. - 2002

linear modeling has been applied to the data. The triples test is used to test for 'steepness' and 'deepness' asymmetries at …

Persistent link: https://www.econbiz.de/10009448021

The Incentive for Vertical Integration

Economides, Nicholas - NYU Stern School of Business - 2005

This paper evaluates the incentive of firms to vertically integrate in asimple 2X2 Bertrand model of two substitutes that are each comprised oftwo complementary components. It confirms that all prices fall as aresult of a vertical merger. Further, we find that, when the compositegoods are poor...

Persistent link: https://www.econbiz.de/10009435084

Efficiency in pre-merger and post-merger non-bank financial institutions

Worthington, Andrew C. - 2001

. The second part uses a tobit model adapted to a panel framework to analyse post-merger efficiency. Mergers appear to have …

Persistent link: https://www.econbiz.de/10009437469

Measuring large UK accounting firm profit margins, mergers and concentration: a political economy of the accounting firm

Owen, A. Sion - 2003

This paper examines the relationship between UK accounting firm mergers and increases in profit margins enjoyed by … profit margins. The results confirm Cowling’s hypothesis that mergers lead to increases in profits. This paper complements …

Persistent link: https://www.econbiz.de/10009455070