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The rapid rise of Russia's wheat exports : price formation, spot-futures relations and volatility effects

Heigermoser, Maximilian - Leibniz-Institut für Agrarentwicklung in … - 2023

vector autoregressive (VAR), autoregressive moving average (ARMA) and vector error correction models (VECM), the econometric … regional proximity between European and Black Sea markets. These results are in line with the findings of a VAR analysis … Zeitreihenökonometrie und speziell auf Preisanalyse. Unter Verwendung von vector autoregressive (VAR), autoregressive moving average (ARMA …

Persistent link: https://www.econbiz.de/10013534341

Modeling Money (M2) Demand in Egypt - A Vector Equilibrium Correction Model

Rostom, Ahmed Mohamed - 2011

of equations vector auto regression (VAR) approach that maintains the information relating to the feedback between …

Persistent link: https://www.econbiz.de/10013117218

Is the Export-Led-Growth Hypothesis, Valid for Egypt? A Time Series Approach

Khashaba, Nagwa A.; Mahboub, Abd ElHamid; Latham, William R. - 2016

-Led-Growth (ELG) hypothesis valid for Egypt? This study analyzes the issue of ELG hypothesis in Egypt using the VAR analysis …

Persistent link: https://www.econbiz.de/10014173100

Revisiting the exchange rate pass-through to domestic inflation in Egypt : why is the Statistical Association weak in the short-run?

Awad, Ibrahim L. - In: International journal of business and economics 18 (2019) 1, pp. 59-78

Persistent link: https://www.econbiz.de/10012231687

Optimal transfers with distribution regressions : an application to Egypt at the dawn of the XXIst century

Muller, Christophe - 2016

Social programmes for poverty alleviation involve eligibility rules and transfer rules that often proxy-means tests. We propose to specify the estimator in connection with the poverty alleviation problem. Three distinct stages emerge from the optimization analysis: the identification of the...

Persistent link: https://www.econbiz.de/10011587035

A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt

Ejaz, Abdullah; Polak, Petr; Imran, Zulfiqar Ali - In: Management : journal of contemporary management issues 26 (2021) 1, pp. 189-200

Persistent link: https://www.econbiz.de/10012659646

Forecasting agricultural price volatility of some export crops in Egypt using ARIMA/GARCH model

Agbo, Hanan Mahmoud Sayed - In: Review of economics and political science : REPS 8 (2023) 2, pp. 123-133

Purpose: This study focuses on forecasting the price of the most important export crops of vegetables and fruits in Egypt from 2016 to 2030. Design/methodology/approach: The study applied generalized autoregressive conditional heteroskedasticity (GARCH) model and autoregressive integrated moving...

Persistent link: https://www.econbiz.de/10014279456

The Impact of the Inflows of the Foreign Direct Investment on the Egyptian Economic Growth Rate -Time Series Analysis

Mohamed, Ghada Gomaa A. - 2019

This paper tests empirically the effect of the real inflows of the foreign direct investment on the Egyptian growth rate by utilizing a simple intervention time series model to capture the dynamism of such effect over time. The results show positive significant effects of the real foreign direct...

Persistent link: https://www.econbiz.de/10012866233

An Econometric Analysis of African Stock Market : Annual Returns Analysis, Day-of-the-Week Effect and Volatility of Returns

Chukwuogor, Chiaku Nwamu - 2010

This paper investigates the presence of day-of-the-week effect, returns volatility and analyzes the annual returns of five African stock markets. A set of parametric and non-parametric tests is used to test equality of mean returns and standard deviations of the returns across...

Persistent link: https://www.econbiz.de/10014199221

Will the Proposed Regulatory Reforms by the Basel Committee Improve Economic Performance in Emerging Economies? An Empirical Application to Egypt and Ukraine

Abdel-Baki, Monal; Kostyuk, Alexander; Govorun, Dmytro - 2014

The aim of this research is to assess the efficacy of the prospective reforms proposed by the Basel Committee on emerging market economies. Egypt and Ukraine are selected as comparative case studies representing middle-income developing nations and transition economies that have shown diverse...

Persistent link: https://www.econbiz.de/10014139527