نتایج جستجو برای: panel cointegration jel classification

تعداد نتایج: 585021  

Journal: :تحقیقات اقتصادی 0
فرهاد خداداد کاشی دانشیار اقتصاد، گروه اقتصاد، دانشگاه پیام نور، ج.ا.ایران پری جعفری کارشناس ارشد اقتصاد نظری، دانشگاه پیام نور مرکز تهران

the present study surveys the effect of bank-specific, industry-specific and macroeconomic conditions on bank performance to examine the structure-conduct-performance (scp) hypothesis in iranian banking industry. to achieve this goal, we drew upon the panel data technique to analyze the data of eleven public and private iranian banks during 2001-2006. firstly, productivity was calculated by usi...

Journal: :اقتصاد و توسعه منطقه ای 0
hossein aیgharpur parviz mohamadzadeh salar jalilpoor

abstract nowadays information plays an important role in the development process of societies so that the usage of related technologies such as ict can speed up this process by preparing cheap and effective instruments and changing working and living styles. the aim of this paper is to investigate the main determinants of information and communication technology (ict) adoption in 18 selected as...

Journal: :تحقیقات اقتصادی 0
ُسید حمید رضا اشرف زاده عضو هیأت علمی مؤسسة مطالعات و پژوهش‎های بازرگانی مهران نصیرزاده عضو هیأت علمی دانشگاه آزاد اسلامی واحد آستارا

this paper investigates the effects of globalization, (export+import)/gdp, tariffs, total factor productivity and per capita capital stock on industrial profitability. we employ the price-wage gap as a proxy for profitability. data used has been made of pooled mean group estimation of dynamic heterogeneous panel, a technique recently developed in dynamic panel data literature. our results show ...

Journal: :تحقیقات اقتصادی 0
سعید راسخی دانشیار و عضو هیأت علمی گروه اقتصاد دانشگاه مازندران سامان قادری دانشجوی دکتری علوم اقتصادی دانشگاه مازندران

according to the recent literature, the expansion of intra-industry trade increases the intra-industrial excess job reallocation. based on lovely and nelson (2002), this study examined the hypothesis that marginal intra-industry trade has a positive effect on the excess job reallocation in iranian industries. therefore, we have employed a panel technique for iranian manufacturing industries at ...

Journal: :Social Science Research Network 2021

This paper provides a comprehensive analysis of the interest rate pass-through euro area monetary policy to retail rates outside area, contributing literature on consequences unofficial financial euroisation and transmission channels spillovers. The results suggest that in long run, more than one third all euroised countries central, eastern south-eastern Europe (CESEE) are linked shadow rate. ...

1999
G. Kapetanios

This paper suggests a bootstrap testing procedure for determining the rank of cointegrated systems. The properties of the new testing procedure are investigated using Monte Carlo techniques. The performance of the test compares favourably to that of the widely used procedures for determining cointegration rank proposed by Johansen (1988). JEL classi cation: C12; C15; C32.

2003
Mariam Camarero Cecilio Tamarit

In this paper we examine the joint performance of FDI and trade under a full liberalization process consistent with New Trade Theory models. The testing framework consists of the estimation of demand for exports and imports of manufactured goods for a panel containing the majority of the EU countries as well as the US and Japan. The model includes as explanatory factors, not only the traditiona...

2009
Lorenzo Trapani

This paper provides an estimation and testing framework to identify the source(s) of spuriousness in a large nonstationary panel. This can be determined by two non mutually exclusive causes: pooling units neglecting the presence of heterogeneity and genuine presence of I (1) errors in some of the units. The paper proposes two tests that complement a test for the null of cointegration: one test ...

Journal: :تحقیقات اقتصادی 0
احمد صدرائی جواهری استادیار بخش اقتصاد، دانشگاه شیراز سعیده پورنعمتی دانشجوی مقطع کارشناسی ارشد بخش اقتصاد، دانشگاه شیراز

this study investigates the relationship between market structure and profitability in the iranian manufacturing industries. in this study, raw data based on international standard industrial classification (at four digit code) has been used. fixed effects panel estimation method (based on diagnostic test results) has been chosen for empirical investigation. the result of the study confirms the...

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