Listar por tema "Cointegration"
Mostrando ítems 1-6 de 6
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Econometric Modelling for Short-Term inflation Forecasting in the Euro Area
John Wiley & Sons (2007-08)This paper examines the problem of forecasting macro-variables which are observed monthly (or quarterly) and result from geographical and sectorial aggregation. The aim is to formulate a methodology whereby all relevant ... -
Energy use–GDP deterministic cointegration: progress towards EU-15 Kyoto targets
Taylor & Francis (2015)This article examines whether the energy consumption–GDP relationship is in long-term equilibrium for EU-15 countries. Unlike many previous works, we apply a nonlinear unit root test introduced by Kapetanios et al. (2003a) ... -
Forecasting EMU inflation: a disaggregated approach by countries and by sectors
Routledge (2002-12)Inflation in the European Monetary Union is measured by the Harmonized Indices of Consumer Prices (HICP) and it can be analysed by breaking down the aggregate index in two different ways. One refers to the breakdown into ... -
Forecasting monetary union inflation: a disaggregated approach by countries and by sectors
(2000-12)Inflation in the European Monetary Union is measured by the Ra.IlJllonised Consumer Price Index (RCP!) and it can be analysed by breaking down the aggregate index in two different ways. One refers to the breakdown into ... -
Outward FDI determinants in large N and T panels under model uncertainty: the case of Japan and the US
Universitat Jaume I (2022-07-25)Traditionally, the main investor countries at a worldwide level have been Japan, the United States (US) and the European Union (EU). This Dissertation focuses on the cases of Japan and the US as investors, and the EU as ... -
The real exchange rate of the dollar for a panel of OECD countries: Balassa-Samuelson or distribution sector effect?
Elsevier (2008)The purpose of this paper is to analyse the role of productivity in the behaviour of the real exchange rate of the dollar against the currencies of a group of OECD countries. To do this, a general specification is tested, ...