Similar Search Results

Who Leads the Australian Interest Rates in the Short and Long Run? An Application of Long Run Structural Modelling

Masih, A. Mansur M.; Winduss, Trent - In: Review of Pacific Basin Financial Markets and Policies … 09 (2006) 01, pp. 1-24

The focus of this paper is to test the cointegrating and Granger-causal relationships between Australian short-run interest rate securities and those of the UK, US, Japan, Hong Kong, Singapore and New Zealand. A relatively new methodology known as Long Run Structural Model (LRSM) (Pesaran and...

Persistent link: https://www.econbiz.de/10005047221

Debt and Equity Market Reaction to Employment Reports

Ghosh, Asim; Clayton, Ronnie - In: Review of Pacific Basin Financial Markets and Policies … 09 (2006) 03, pp. 431-440

Several researchers have recently shown an interaction between macroeconomic variables and stock returns. Most of these studies have concentrated on interest rates and inflation. These and other variables, of course, have an influence on the debt markets as well. Other variables that can...

Persistent link: https://www.econbiz.de/10005047227

An Empirical Study on the Long-Run Determinants of Exchange Rate

Chiu, I-Ming - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 03, pp. 389-409

The behavior of exchange rates has been an important issue in the international finance literature. Although exchange rate is erratic and unpredictable in the short run, its long-run behavior is believed to be guided by economic fundamentals. This paper empirically tests the long-run...

Persistent link: https://www.econbiz.de/10005080742

Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector

Cuibano, Simone Maciel - In: Revista brasileira de economia de empresas : … 17 (2017) 2, pp. 41-54

Persistent link: https://www.econbiz.de/10011955389

Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector

Cuiabano, Simone Maciel - 2017

Persistent link: https://www.econbiz.de/10012266435

Economic globalization and public debt in Sub-Saharan Africa

Bataka, Hodabalo - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1756-1771

Persistent link: https://www.econbiz.de/10014253445

Shocks and rigidities as determinants of CEE labour markets' performance : a panel SVECM approach

Bukowski, Maciej; Koloch, Grzegorz; Lewandowski, Piotr - In: The economics of transition 21 (2013) 3, pp. 553-581

Persistent link: https://www.econbiz.de/10010234752

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time … dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a … derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that …

Persistent link: https://www.econbiz.de/10009786715

Reforms, incentives and banking sector pro ductivity : a case of Nepal

Luintel, Kul Bahadur; Selim, Sheikh; Bajracharya, Pushkar - 2014

incentive driven productivity following deregulations. Our model puts to test a panel of Nepalese commercial banks which went …

Persistent link: https://www.econbiz.de/10010400673

Testing weak exogeneity in cointegrated panels

Moral-Benito, Enrique; Servén, Luis - In: Applied economics 47 (2015) 28/30, pp. 3116-3228

Persistent link: https://www.econbiz.de/10011289328