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Determinants of economic growth in Ghana

Darko, Christian Kwasi - 2015

Determinants of economic growth in Ghana are analysed using restricted vector autoregressive (VAR) model for the period … should not be underestimated by policymakers. However, Ghana's economic growth is subject to uncertainty associated with …

Persistent link: https://www.econbiz.de/10011402357

Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996-2010)

Gouvêa, Raphael Rocha; Schettini, Bernardo Patta - In: Economia : revista da ANPEC 16 (2015) 2, pp. 250-271

This paper presents econometric estimates for the Brazilian aggregate imports over the period 1996-2010. To the best of our knowledge, this is the first paper that uses the Brazilian quarterly national accounts with this goal in mind. Besides estimating a demand equation (canonical model), as it...

Persistent link: https://www.econbiz.de/10011865510

The discovery of long-run causal order : a preliminary investigation

Hoover, Kevin D. - In: Econometrics : open access journal 8 (2020) 3/31, pp. 1-24

The relation between causal structure and cointegration and long-run weak exogeneity is explored using some ideas drawn …

Persistent link: https://www.econbiz.de/10012265689

The health–income nexus for Malaysia : ARDL cointegration and Rao’s F-test for causality

Tang, Chor Foon - In: Asian Journal of Empirical Research 2 (2012) 1, pp. 1-8

apply the bounds testing approach to cointegration and the system-wise Rao’s F-test with bootstrap simulation procedure. The … running from real income to health care expenditure in Malaysia. -- cointegration ; causality ; health-income nexus ; Malaysia …

Persistent link: https://www.econbiz.de/10009721101

Essays on Bayesian econometrics

Radchenko, Stanislav - 2002

Persistent link: https://www.econbiz.de/10003780474

Determinants of household saving : cointegrated evidence from Pakistan ; 1975 - 2011

Ismail, Aisha; Rashid, Kashif - In: Economic modelling 32 (2013), pp. 524-531

Persistent link: https://www.econbiz.de/10009762061

Automatic identification of general vector error correction models

Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016

There are a number of econometrics tools to deal with the different type of situations in which cointegration can …

Persistent link: https://www.econbiz.de/10011499608

Automatic identification of general vector error correction models

Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016

There are a number of econometrics tools to deal with the different types of situations in which cointegration can …

Persistent link: https://www.econbiz.de/10011554319

Chapter 8 Forecasting economic variables with nonlinear models

Teräsvirta, Timo - 2006

The topic of this chapter is forecasting with nonlinear models. First, a number of well-known nonlinear models are introduced and their properties discussed. These include the smooth transition regression model, the switching regression model whose univariate counterpart is called threshold...

Persistent link: https://www.econbiz.de/10014023698

On economic growth-reserve accumulation nexus in Nigeria : a nonlinear asymmetric cointegration estimation

Bassey, Kufre J.; Mba, Michael K.; Abraham, Ochoche - In: West African journal of monetary and economic integration 19 (2019) 1, pp. 35-51

significant at 1%. The asymmetric cointegration relationship shows that 1% negative shock to the reserve results in about 0 …

Persistent link: https://www.econbiz.de/10013348439