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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

Nonparametric Regression Estimation for Multivariate Null Recurrent Processes

Cai, Biqing; Tjøstheim, Dag - In: Econometrics 3 (2015) 2, pp. 265-288

This paper discusses nonparametric kernel regression with the regressor being a \(d\)-dimensional \(\beta\)-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate \(\sqrt{n(T)h^{d}}\), where \(n(T)\) is...

Persistent link: https://www.econbiz.de/10011254954

Forecasting VARMA processes using VAR models and subspace-based state space models

Izquierdo, Segismundo S.; Hernández, Cesáreo; del … - Volkswirtschaftliche Fakultät, … - 2006

the CCA subspace algorithm, including a density forecasting analysis. …

Persistent link: https://www.econbiz.de/10005260280

The impact of fiscal deficit on inflation in Namibia

Eita, Joel Hinaunye; Manuel, Victoria; Naimhwaka, Erwin; … - In: Journal of Central Banking Theory and Practice 10 (2021) 1, pp. 141-164

This paper examined the impact of fiscal deficit on inflation in Namibia. The paper employed Autoregressive Distributed Lag Model (ARDL) and Granger causality approach using quarterly data for the period 2002 - 2017. Empirical results showed evidence of a long run positive effect of fiscal...

Persistent link: https://www.econbiz.de/10014558455

The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal

Silva Lopes, Artur C.; Monteiro, Olga Susana - Volkswirtschaftliche Fakultät, … - 2007

cointegration of Portuguese rates and the "puzzle" well known in the literature: although its forecasts of future short-term rates …

Persistent link: https://www.econbiz.de/10005837523

The impact of fiscal deficit on inflation in Namibia

Eita, Joel Hinaunye; Manuel, Victoria; Naimhwaka, Erwin; … - In: Journal of central banking theory and practice 10 (2021) 1, pp. 141-164

Persistent link: https://www.econbiz.de/10012549066

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

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/10011279194

Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection

Ludwig, Alexander - In: Economics Bulletin 33 (2013) 4, pp. 2828-2839

crises or local reforms. If such structural breaks exist, cointegration tests have to take them into account. Arai and … Kurozumi (2007), Carrion-i-Silvestre and Sanso (2006) and Kejriwal (2008) propose a test for the null of cointegration with … structural breaks against the alternative of no cointegration (ACK test). In this paper, we systematically examine the ACK test …

Persistent link: https://www.econbiz.de/10010835987

Econometric Inflation Targeting

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

econometric implications are that the exogeneity assumptions of a conditonal forecasting model of inflation are crucial to the … quality of the forecasts. We advise that econometric inflation forecasting should be based on a core wage-price model, grafted … inflation forecasting. …

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