Listar por tema "C32"
Mostrando ítems 1-6 de 6
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Dealing with an error correction model when trade balances are trend-stationary
Taylor & Francis (2014)The present research shows how one can deal with stationary plus trend trade balance variables in a trade model whenever the rest of the variables contain a unit root. Data are used in a monthly and a quarterly basis from ... -
Has the influence of oil price on the economy changed after the crisis? Give an empirical evidence on five European countries
Universitat Jaume I (2019-07-16)In this paper we will study the influence of oil prices on the economies of five countries both before and after the 2008 crisis. For this purpose, we will propose two asymmetric models using VAR models, which will allow ... -
Rental prices: Structural VAR and Bayesian Structural VAR analysis for the case of Spain
Universitat Jaume I (2021-09-15)Rental prices in Spain have been increasing since the end of the 2008 crisis. In order to find out how rental prices have changed from 2008 to 2020 we estimate two VAR models and a Bayesian VAR model including as variables ... -
Smooth transitions, asymmetric adjustment and unit roots
Taylor & Francis (2014)The aim of this article is to develop a unit root test that takes into account two sources of nonlinearites in data, i.e. asymmetric speed of mean reversion and structural changes. The asymmetric speed of mean reversion ... -
The Current Account Sustainability of European Transition Economies
Wiley (2013-02-07)This article presents an analysis of the sustainability of the current accounts of a group of central and eastern European countries. Given the link between national savings (public and private) and investment, the current ... -
The effect of the EMU on short and long-run stock market dynamics: New evidence on financial integration
Inderscience Publishers (2009)This paper deals with the time evolution of stock market integra- tion around the introduction of the euro. In particular we test whether the degree of integration between the main eurozone countries increased after European ...