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The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests

Panagiotidis, Theodore; Holmes, Mark J.; Sharma, Abhijit - Rimini Centre for Economic Analysis (RCEA) - 2007

This study conducts an investigation into the sustainability of the Indian current account over the study period 1950 …-2003. It is argued that a necessary condition for current account sustainability is that exports and imports are cointegrated …. After testing for unit roots that allow for a structural break, we employ parametric tests for cointegration: based on …

Persistent link: https://www.econbiz.de/10005091091

Do markets cointegrate after financial crisis? : evidence from G-20 stock markets

Haque, Mahfuzul; Shamsub, Hannarong - In: International Journal of Financial Studies : open … 3 (2015) 4, pp. 557-586

The results of the single-equation cointegration tests indicate that patterns of cointegration in the two main and four …&P 500 and G-20 stock indices moved towards less cointegration. The decreasing number of cointegrating relationships implies …

Persistent link: https://www.econbiz.de/10011408937

Long-term relationship of KGHM share prices and the market value of high grade copper

Zbyrowski, Rafał - In: Journal of banking and financial economics 20 (2023), pp. 51-62

cointegration analysis. Based on the estimated models, the thesis of the existence of a long-run relationship between the studied …

Persistent link: https://www.econbiz.de/10014515556

Do markets cointegrate after financial crisis? Evidence from G-20 stock markets

Haque, Mahfuzul; Shamsub, Hannarong - In: International Journal of Financial Studies 3 (2015) 4, pp. 557-586

Persistent link: https://www.econbiz.de/10011708997

Econometric Inflation Targeting

Bårdsen, Gunnar; Jansen, Eilev S.; Nymoen, Ragnar - 1999

Inflation targeting makes the Central Bank's conditional inflation forecast the operational target for monetary policy. Successful inflation targeting requires knowing the transmission mechanisms to inflation from shocks as well as instruments. The econometric implications are that the...

Persistent link: https://www.econbiz.de/10012143558

The sustainability of India’S current account

Holmes, Mark J.; Panagiotidis, Theodore; Sharma, Abhijit - 2007

This study conducts an investigation into the sustainability of the Indian current account over the study period 1950 …-2003. A necessary condition for current account sustainability is that exports and imports are cointegrated. After testing for … unit roots that allow for a structural break, we employ parametric tests for cointegration: based on Johansen (1995) and …

Persistent link: https://www.econbiz.de/10005518397

Is there long-run convergence of regional house prices in the UK?

Holmes, Mark J.; Grimes, Arthur - Motu: Economic & Public Policy Research - 2005

data for 1973-2005, we find that existing unit root and cointegration methodologies indicate the presence of multiple …

Persistent link: https://www.econbiz.de/10005384968

HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA

Mnatsakanyan, Hakob; Kanas, Angelos; Rafayelov, Zohrak - EconWPA - 2004

Persistent link: https://www.econbiz.de/10005407976

An Econometric Estimation and Prediction of the Effects of Nominal Devaluation on Real Devaluation: Does the Marshal-Lerner (M-L) Assumptions Fits in Nigeria?

Rafindadi, Abdulkadir Abdulrashid; Yusof, Zarinah - In: International Journal of Economics and Financial Issues 4 (2014) 4, pp. 819-835

-Hanck cointegration approach and the VECM-Granger causality test. The findings of the study confirmed that nominal effective exchange rate …

Persistent link: https://www.econbiz.de/10010938162

Econometric Inflation Targeting

Bårdsen, Gunnar; Jansen, Eilev S.; Nymoen, Ragnar - Institutt for Samfunnsøkonomi, Norges … - 1999

Inflation targeting requires inflation forecasts, yet most models in the literature are either theoretical or calibrated. The motivation for this paper is therefore threefold: We seek to test and implement an econometric model forforecasting inflation in Norway–one economy recently opting for...

Persistent link: https://www.econbiz.de/10005764105