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Mengmeng Jiang, Zening Wu, Xi Guo, Huiliang Wang and Yihong Zhou
Under the influence of global climate change and urbanization processes, the number of available water resources (AWRs) in basins has become significantly more uncertain, which has restricted the sustainable development of basins. Therefore, it is import...
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Mohamed Beraich, Karim Amzile, Jaouad Laamire, Omar Zirari and Mohamed Amine Fadali
The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia?Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukra...
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Oscar Hernan Cerquera,Stefany Alejandra Marín Muñoz,William Polania Gómez
Pág. 373 - 387
This article analyzes the relationship between the price of petroleum (measured in dollars per barrel) and the price of motor gasoline (measured in Colombian pesos per gallon) in Colombia from 2012 to 2016, based on a VAR estimation and the impulse-respo...
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Idah Zuhroh,Hendra Kusuma,Syela Kurniawati
Pág. 261 - 268
A control of the inflation rate caused by the fluctuations in foreign exchange reserves, money supply, and exchange rate is required to create the stability of the country's economy. This study aims to analyze the dynamic impact of disturbance factors co...
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Dilek Teker,Suat Teker,Elçin Aykac Alp
Pág. 177 - 184
The paper examines interaction between selected macroeconomic determinants such as exchange rates, stock exchange market indexes, gold prices, money supply and inflation rates. Considering a nonlinear relationships in various macroeconomic indicators, a ...
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Brian D. Deaton
Probability forecasts of the Swiss franc/euro (CHF/EUR) exchange rate are generated before, surrounding and after the placement of a floor on the CHF/EUR by the Swiss National Bank (SNB). The goal is to determine whether the exchange rate floor has a pos...
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Rizal Rahman H. Teapon,Rachman Dano Mustafa 10.21831/economia.v14i2.21480
Pág. 177 - 196
Abstract: Shock of Monetary Policy Transmission and Macroeconomic Variable in Indonesia: A Structural VAR Approach. The purpose of this paper is to find out how much the shock of monetary policy transmission affects macroeconomic variables in Indonesia a...
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Lei Liu, Yong Zhang, Chen Chen, Yue Hu, Cong Liu and Jing Chen
The purpose of this study is to investigate whether spatial-temporal dependence models can improve the prediction performance of short-term freight volume forecasts in inland ports. To evaluate the effectiveness of spatial-temporal dependence forecasting...
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Corlise Liesl le Roux
Pág. 1 - 6
Co-movement and volatility analysis between variables are an important considerations in investment related decisions. The relationships of spot and two future priced sugar contracts are examined against the currency and main index of Brazil, China, Colo...
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Monica Defend, Aleksey Min, Lorenzo Portelli, Franz Ramsauer, Francesco Sandrini and Rudi Zagst
This article considers the estimation of Approximate Dynamic Factor Models with homoscedastic, cross-sectionally correlated errors for incomplete panel data. In contrast to existing estimation approaches, the presented estimation method comprises two exp...
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Nebile KORUCU GÜMÜSOGLU, Sinan ALÇIN
Pág. 21 - 34
The impact of capital flows on macroeconomic variables is widely studied in applied literature. In this context, this paper aims to analyze the impact of short-term capital flows and foreign direct investment on current account deficit for Turkey by usin...
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Kin Sibanda, Progress Hove, Genius Murwirapachena
Informed inflation expectations facilitate the extemporisation of a proper monetary policy framework that allows for the achievement of economic objectives, among them price stability. This study used the vector autoregression model to assess the impact ...
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Soleman Alsabban,Omar Alarfaj
Pág. 73 - 86
Theoretically, investors are considered to be rational decision makers in regards to trading in stock markets, however, some empirical studies have statistically discredited this believe. Evidence shows that investors seem to act irrationally in the fina...
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Emilija Beker Pucar,Olgica Glava?ki
Pág. 027 - 041
The paper deals with the nominal and real divergences within the Euro-zone (EZ) as a background for asymmetric European Central Bank?s (ECB?s) monetary transmission. In order to shed more light into these issues, the descriptive analysis of key nominal a...
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Tihana ?krinjaric
This research observes a time varying relationship between stock returns, volatilities and the online search volume in regard to selected CESEE (Central, Eastern and South-Eastern European) stock markets. The main hypothesis of the research assumes that ...
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Ebru ÇAGLAYAN AKAY, Zamira OSKONBAEVA
Pág. 101 - 118
This study aims to determine which energy-growth hypothesis is valid in Next-11 countries. We adopt a panel estimation techniques for the period of 1984-2010 to examine the possibility of growth, conservative, feedback, or neutrality hypotheses for Next-...
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Moreblessing Simawu, Courage Mlambo, Genius Murwirapachena
A stable money demand function plays a vital role in the planning and implementation of monetary policy. With the use of Johansen co-integration and error correction model estimates, this study examines the existence of a stable long-run relationship bet...
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Joong Shik Kang,Alessandro Prati,Alessandro Rebucci
Pág. 26
The available evidence on the effects of aid on growth is notoriously mixed. We use a novel empirical methodology, a heterogeneous panel vector-autoregression model identified through factor analysis, to study the dynamic response of exports, imports, an...
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Guoqi Qian, Antoinette Tordesillas and Hangfei Zheng
High-dimensional, non-stationary vector time-series data are often seen in ground motion monitoring of geo-hazard events, e.g., landslides. For timely and reliable forecasts from such data, we developed a new statistical approach based on two advanced ec...
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Ritika Jaiswal,Rashmi Uchil
Pág. 144 - 150
This study incorporates the regime switching framework to investigate the hedge and safe haven property of gold futures against the stock and bond market movements. The Markov-Switching Vector Autoregression (MS-VAR) model is adopted, which splits the wh...
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