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The NAIRU and the extent of the low-pay sector

Garz, Marcel - 2010

after the German reunification, cointegration is found between both variables suggesting a slightly positive relationship. …

Persistent link: https://www.econbiz.de/10009306634

Is euro area demand (still) stable? : cointegrated VAR versus single equation techniques

Belke, Ansgar; Czudaj, Robert - 2010

In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows that the current financial and economic crisis that started in 2007 does not appear to have any noticeable impact on the stability of the euro area money demand function. We also...

Persistent link: https://www.econbiz.de/10010208785

Exports and imports in Qatar : evidence from cointegration and error correction model

Al-Khulaifi, Abdulla S. - 2013

Johansen cointegration approach. Qatar is a small open economy that depends on the outside world for exporting its oil, natural …

Persistent link: https://www.econbiz.de/10009762348

Optimal hedging with the Vector Autoregressive model

Gatarek, Lukasz; Johansen, Søren - 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/10010244526

Selected macroeconomic variables and stock market movements : empirical evidence from Thailand

Forson, Joseph Ato; Janrattanagul, Jakkaphong - In: Contemporary economics 8 (2014) 2, pp. 157-174

This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are...

Persistent link: https://www.econbiz.de/10010406272

Forecasting employment for Germany

Hinz, Darius; Logeay, Camille - 2006 - First Version: November 2004, This version: January 9, 2006

This paper deals with the estimation of employment equations for Germany, which are to be used for forecasting and simulation purposes. The authors estimate both single and system error correction equations for German working hours using quarterly raw data covering the period 1980:1-2004:2....

Persistent link: https://www.econbiz.de/10003744528

Economic regime shifts and the US subprime bubble

Anundsen, André Kallåk - 2013

of financing. -- cointegration ; regime shifts ; US housing bubble ; subprime lending ; bubble indicator …

Persistent link: https://www.econbiz.de/10009704286

Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets

Reynolds, Julia E.; Sögner, Leopold; Wagner, Martin - In: Central European journal of economic modelling and … 13 (2021) 2, pp. 105-146

the triangular arbitrage parity for exchange rate triplets from a cointegration perspective. Due to increasing attention …

Persistent link: https://www.econbiz.de/10012619980

What drives Germany's exports?

Frenkel, Michael; Zimmermann, Lilli - In: International journal of management and economics 56 (2020) 2, pp. 99-108

cointegration estimation techniques, we examine different determinants for their ability to explain German exports during the period …

Persistent link: https://www.econbiz.de/10012302747

Oil prices and their long-term relationship with macroeconomic and financial indicators

Bucevska, Vesna; Gjelevski, Borjan; Matevska, Lea - In: Economic review : journal of economics & business 21 (2023) 1, pp. 3-24

The objective of this paper is to find out whether there is a long-term relationship or in other words cointegration …

Persistent link: https://www.econbiz.de/10014466537