Showing 1 - 10 of 251
This article examines the relationship between exchange rates and stock prices in Bangladesh, India, Pakistan and Sri Lanka using daily data over a six-year period from 1995 to 2001. Both the Engle-Granger two-step and Johansen cointegration methods suggest that there is no long-run equilibrium...
Persistent link: https://www.econbiz.de/10005468347
This study applies Granger causality tests within a multivariate error correction framework to examine the relationship between female participation rates, infant mortality rates and fertility rates for Australia using annual data from 1960 to 2000. Decomposition of variance and impulse response...
Persistent link: https://www.econbiz.de/10005505496
This study applies Granger causality tests within a multivariate error correction framework to examine the relationship between judicial caseload, real income and urbanization for Australia using annual data from 1904 to 2001. Decomposition of variance and impulse response functions are also...
Persistent link: https://www.econbiz.de/10005511362
This article applies Granger causality tests to examine the relationship between seven different categories of property crime and violent crime against the person, male youth unemployment and real male average weekly earnings in Australia from 1964 to 2001 within a cointegration and vector error...
Persistent link: https://www.econbiz.de/10005511447
This study applies Granger causality tests to examine the relationship between attendance, admission prices and real income at the Melbourne Cup, which is Australia's premier horseracing event and one of the world's leading handicap races. The motivation for the paper is that while market demand...
Persistent link: https://www.econbiz.de/10005511491
This article employs a Fractionally Integrated Vector Error Correction Model (FIVECM) to examine the return transmission between the Australian and New Zealand stock markets and the Australian and the United States stock markets. We augment the FIVECM with a multivariate GARCH model. In so...
Persistent link: https://www.econbiz.de/10005485094
Most extant research in the economics of crime literature has focused on explaining variations in crime rates. Public action to prevent crime, however, is often dependent on the level of concern about public safety that is expressed in public perceptions surveys. The economics of crime...
Persistent link: https://www.econbiz.de/10005485792
Persistent link: https://www.econbiz.de/10005485957
This study empirically examines the sustainability of external imbalances in 22 least developed countries as classified by the World Bank. The study uses the real trade balance series, which captures more precisely the behavior of the external balance. It examines the stationarity of the real...
Persistent link: https://www.econbiz.de/10005427249
This article examines whether subjective economic assessments have any impact on support for further market reforms among China's urban population, utilising a large survey of 10,716 people across 32 cities. The effect of subjective economic well-being on support for market reforms is an...
Persistent link: https://www.econbiz.de/10005437941