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A hipótese da curva de laffer aplica-se ao caso do Rio Grande do Sul?
Marques Junior, Liderau dos Santos - 2021
Persistent link: https://www.econbiz.de/10012623806
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A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - 2016
This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing … cointegration and Markov-switching VECM and Impulse Response Analysis, confirms that these markets have significant linkages which …
Persistent link: https://www.econbiz.de/10011479769
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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
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A multivariate causality analysis of export and growth for Turkey
Halicioglu, Ferda - 2008
testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms …
Persistent link: https://www.econbiz.de/10011523113
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The financial development and economic growth nexus for Turkey
Halicioglu, Ferda - 2008
1968 to 2005. The bounds testing approach to cointegration is conducted to establish the existence of a long …
Persistent link: https://www.econbiz.de/10011523134
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House prices and tourism development in Cyprus : a contemporary perspective
Alola, Andrew A.; Asongu, Simplice; Alola, Uju V. - 2019
Lag (ARDL)-bound test model. The empirical results indicate a significant evidence of cointegration. Indicatively, an …
Persistent link: https://www.econbiz.de/10012107815
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The perils of counterfactual analysis with integrated processes
Carvalho, Carlos Viana de; Masini, Ricardo; Medeiros, … - 2016
are formed by integrated process of order 1. We find that without a cointegration relation (spurious case) the …. Whereas, for the case when at least one cointegration relation exists, we have a T-consistent estimator for the intervention …
Persistent link: https://www.econbiz.de/10011579472
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Financial cycles and bankruptcies in the Nordic countries
Hansen, Jan - 2003
a financial cycle, followed by severe banking crises. Cointegration analysis and Granger causality tests suggest that …
Persistent link: https://www.econbiz.de/10011584527
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Growth empirics : structural transformation and sectoral interdependencies of Sri Lanka
Jayasooriya, S. P. - 2017
, vector autoregression, was used including causality analysis, and Gregory-Hansen cointegration, for estimating a long … effect of Gregory-Hansen co-integration affirmed a long-run nexus in agricultural growth positively with industrial and …
Persistent link: https://www.econbiz.de/10011637982
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Did US consumers 'save for a rainy day' before the Great Recession?
Anundsen, André Kallåk; Nymoen, Ragnar - 2015
The 'saving for a rainy day' hypothesis implies that households' saving decisions reflect that they can (rationally) predict future income declines. The empirical relevance of this hypothesis plays a key role in discussions of fiscal policy multipliers and it holds under the null that the...
Persistent link: https://www.econbiz.de/10010518800