On Weak Exogeneity In Error Correction Models
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On Weak Exogeneity In Error Correction Models
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Author : Jean-Pierre Urbain
language : en
Publisher:
Release Date : 1991*
On Weak Exogeneity In Error Correction Models written by Jean-Pierre Urbain and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991* with categories.
Contemporary Issues In Economics And Econometrics
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Author : Stan Hurn
language : en
Publisher: Edward Elgar Publishing
Release Date : 2004-01-01
Contemporary Issues In Economics And Econometrics written by Stan Hurn and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-01 with Business & Economics categories.
'All of the papers share a high level of practical relevance and usefulness that is sometimes missing in economic research. Indeed, the reader will find that very issue taken up as the theme of Paul Klemperer's delightful essay, and all five papers under the heading of "econometric theory" will be extremely useful for most applied researchers. I hope that the reader will also share my feeling of gratitude toward Ralf Becker and Stan Hurn for putting together this outstanding permanent record of some of the conference's most important contributions.' - From the foreword by James D. Hamilton, University of California, San Diego, US This authoritative collection of papers covers a broad spectrum of topics in theoretical and applied economics and econometrics. The tone of the book is set by Paul Klemperer's contribution on using and abusing economic theory, in which academics are encouraged to widen the scope of their analyses beyond the confines of elegant models which sometimes lack 'real-world' detail. As a result, many of the chapters in this volume share a high degree of practical relevance.
Exogeneity In Error Correction Models
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Author : Jean-Pierre Urbain
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Exogeneity In Error Correction Models written by Jean-Pierre Urbain and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
In the recent years, the study of cointegrated time series and the use of error correction models have become extremely popular in the econometric literature. This book provides an analysis of the notion of (weak) exogeneity, which is necessary to sustain valid inference in sub-systems, inthe framework of error correction models (ECMs). In many practical situations, the applied econometrician wants to introduce "structure" on his/her model in order to get economically meaningful coefficients. For thispurpose, ECMs in structural form provide an appealing framework, allowing the researcher to introduce (theoretically motivated) identification restrictions on the long run relationships. In this case, the validity of the inference will depend on a number of conditions which are investigated here. In particular,we point out that orthogonality tests, often used to test for weak exogeneity or for general misspecification, behave poorly in finite samples and are often not very useful in cointegrated systems.
The Lm Test For Weak Exogeneity In Error Correction Models
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Author : Herman Peter Boswijk
language : en
Publisher:
Release Date : 1991
The Lm Test For Weak Exogeneity In Error Correction Models written by Herman Peter Boswijk and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with categories.
Cointegration Causality And Forecasting
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Author : Halbert White
language : en
Publisher: Oxford University Press, USA
Release Date : 1999
Cointegration Causality And Forecasting written by Halbert White and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.
The book is a collection of essays in honour of Clive Granger. The chapters are by some of the world'leading econometricians, all of whom have collaborated with or studied with (or both) Clive Granger. Central themes of Grangers work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.
Exchange Rate Analysis In Support Of Imf Surveillance
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Author : Mr.Charalambos G. Tsangarides
language : en
Publisher: International Monetary Fund
Release Date : 2008-09-08
Exchange Rate Analysis In Support Of Imf Surveillance written by Mr.Charalambos G. Tsangarides and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-08 with Business & Economics categories.
Exchange rate analysis lies at the center of the IMF's surveillance mandate and policy advice, as well as in the design of IMF-supported programs, and IMF staff are called upon to analyze a wide variety of exchange rate issues in various member countries, both small and large, from the least economically developed to the most advanced, and from those whose currencies circulate only locally to those whose currencies are of global importance. Each year, IMF staff produce dozens of studies on exchange rate issues, some published by the IMF, others in various professional journals or books. This book aims to give a flavor of the topics the IMF staff typically examine under the broad rubric of exchange rate analysis, encompassing several topics: determination and impact of the real exchange rate, assessing competitiveness and the equilibrium real exchange rate in specific countries or country groups, and considerations in the choice of exchange rate regime.
Eafe 2003 Proceedings
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Author : European Association of Fisheries Economists. Conference
language : en
Publisher: Editions Quae
Release Date : 2004
Eafe 2003 Proceedings written by European Association of Fisheries Economists. Conference and has been published by Editions Quae this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Technology & Engineering categories.
Le Centre Ifremer de Brest a hébergé la 15e conférence annuelle de l'Association européenne des économistes des pêches. La conférence a rassemblé plus de 80 participants. Les communications ont traité de thèmes très divers touchant aux aspects économiques des usages et de la gestion des ressources et de l'environnement marin, des industries et des marchés. Les débats sur la réforme de la politique commune de la pêche 2002, abordée en plénière, ont montré l'importance de la gestion des pêches pour la recherche économique. Plusieurs communications et une table ronde se sont centrées sur la filière, la consommation et les marchés des produits de la mer : ces thèmes mobilisent de plus en plus l'attention des économistes européens.
Sectoral Analysis Of The Impact Of Foreign Aid On Economic Growth In Ethiopia Time Series Analysis Of Agriculture Education And Health Sectors
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Author : Fikadu Goshu
language : en
Publisher: diplom.de
Release Date : 2015-02-01
Sectoral Analysis Of The Impact Of Foreign Aid On Economic Growth In Ethiopia Time Series Analysis Of Agriculture Education And Health Sectors written by Fikadu Goshu and has been published by diplom.de this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-01 with Political Science categories.
This study has examined sectoral analysis of the impact of foreign aid on aggregate and sectoral economic growth in Ethiopia over the period 1981 to 2012 using Multivariate Vector Auto Regression analysis. All the necessary time series tests such as stationary test, co-integration test, weak exiguity test, vector error correction, and causality test in vector error correction model and the like are conducted. The empirical result from the growth equation shows that aid has a significant positive impact on educational sector GDP growth in the long run. On the other hand, foreign aid has positive but insignificant impact on real GDP growth, agriculture GDP growth, and health sector GDP growth of Ethiopia for the period under consideration. Foreign aid is effective in enhancing economic growth at aggregate level of Ethiopia in general and education sector in particular. The result of the study reveals that there is a bi-directional causal relationship between educational GDP and educational foreign aid in Ethiopia. There is also a unidirectional causality between agricultural aid and agricultural GDP growth. However, the health sector does not show any causality with their respective sector aid. This implies that aid allocated for certain sectors is ineffective in achieving its objectives of economic growth. Therefore, aid recipient country like Ethiopia has to work how to enhance the domestic revenue raising capacity of the country which is at the heart of the mechanism to meet the capital required for the economy in times of short falls and ineffectiveness of external resources.
Econometric Analysis Of Financial Markets
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Author : Jürgen Kaehler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Econometric Analysis Of Financial Markets written by Jürgen Kaehler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
This collection of papers represents the state of the art in the applicationof recent econometric methods to the analysis of financial markets. From a methodological point of view the main emphasis is on cointegration analysis and ARCH modelling. In cointegration analysis the links between long-runcomponents of time series are studied. The methods used can be applied to the determination of equilibrium relationships between the variables, whereas ARCH models are concerned with the measurement and analysis of changing variances in time series. These econometric models have been the most significant innovations for the empirical analysis of financial time series in recent years. Other econometric methods and models applied in the papers include factor analysis, vector autoregressions, and Markov-switching models. The papers cover a wide range of issues and theories in financial and international economics: the term structure ofinterest rates, exchange-rate determination, target-zone dynamics, stock-market efficiency, and option pricing.
Research Strategies In The Social Sciences
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Author : Elinor Scarbrough
language : en
Publisher: OUP Oxford
Release Date : 1998-07-30
Research Strategies In The Social Sciences written by Elinor Scarbrough and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-07-30 with Political Science categories.
In this single, accessible volume, a team of international experts sets out a range of analytic tools available to social scientists from the cutting edge of social science methodolgy. In contrast to much of the existing literature, which is often of daunting complexity, this volume presents social scientists with some experience with a guide through the maze of advanced techniques applicable across the range of the social sciences. The first chapters outline ways in which the revolution in computing power is transforming the working environment for social scientists, extending their analytic reach, and opening up new research horizons. The empirical chapters each present a particular approach to data analysis, discussing the underlying logic and demonstrating its application by working through a substantive example - with mathematical reasoning kept to a minimum. The theoretical chapters provide an introduction to recently developing approaches to social science research. Each chapter includes ample references to other works in the field, and to appropriate software programs, for those who are keen to pursue a particular approach in greater detail.