نتایج جستجو برای: cointegration jel classification c22
تعداد نتایج: 507055 فیلتر نتایج به سال:
this paper investigates the impact of oil revenues on the output of economic sectors in some of oil exporting countries including iran, venezuela and mexico. we use cointegration analysis as well as short run and long run granger casualties' tests. the results show that in the long run, an oil boom leads to expansion of service sector, in these countries. also, the impacts of oil revenues ...
the objective of this study is to estimate the demand for money in iran using the autoregressive distributed lag (ardl) approach to cointegration analysis. the empirical results show that there is a unique cointegrated and stable long-run relationship among m1 monetary aggregate, income, inflation and exchange rate. we find that the income elasticity and exchange rate coefficients are positive ...
this paper estimates a structural cointegrating varx model with exogenous variables for iran. the long-run macroeconomic relationships are identified and tested within this framework. we make use of the generalized forecast error variance decomposition to analyze the dynamic properties of the model in response to different shocks. we also examine via the persistence profiles, the speed of adjus...
Abstract The aim of this paper is to analyze the long-lasting dynamic relationship between credit default swap (CDS) premia and government bond spreads (GBS), with regard sovereign risk. practical focus evaluate whether CDS market effectively leading or lagging in risk price discovery process during last decade monetary easing. analysis extends all “sensitive” countries Eurozone, so-called “PII...
The Journal of Economic Literature codes classification system (JEL) published by the American Association (AEA) is de facto standard for research literature in economics. JEL used to classify articles, dissertations, books, book reviews, and working papers EconLit, a database maintained AEA. Over time, it has evolved extended with over 850 subclasses. This paper reviews history development sys...
In this article, we forecast crude oil and natural gas spot prices at a daily frequency based on two classification techniques: artificial neural networks (ANN) and support vector machines (SVM). As a benchmark, we utilize an autoregressive integrated moving average (ARIMA) specification. We evaluate outof-sample forecast based on encompassing tests and mean-squared prediction error (MSPE). We ...
The aim of this paper is to investigate the domestic saving-investment relation in Turkey. In their very effective paper Feldstein and Horioka (1980) (FH hereafter) states that presence of relationship between national saving and investment would not be expected under the perfect capital mobility. In the case of perfect capital mobility, savings follow wherever the highest return is and the rel...
in the recent economic literature, an important finding is the causal relationship between financial development and economic growth. before the 1970s, the most of economists believed that economic growth could be reached only by accumulation of physical capital. in the 1970s and after the pioneering works of mckinon (1973) and shaw (1973), this orthodox view was criticized by a vast amount of ...
Up to now, the impact of real exchange rate on the non-oil exports of Iran has been mainly on focus. However, the more important aspect of the fluctuations in exchange rate is its degree of volatility which can have profound effect on the non-oil exports. Hence, the main objective of this paper is to investigate the linkage between non-oil exports and the real exchange rate volatility for Iran...
social capital can improve industrial growth via different mechanisms. in this study, taking the improvement of technology through social capital as one of the mechanisms, we have analyzed the effect of social capital on industrial growth theoretically and empirically. according to the findings of the article, derived from our cointegration model, and iranian economic data (1966-2006), social c...
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