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Long-Run Structural Modelling

Citations

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Cited by:

  1. Pagan, A. & Pesaran, M.H., 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics 0662, Faculty of Economics, University of Cambridge.
  2. Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August.
  3. Heavilin, Jason & Songur, Hilmi, 2020. "Institutional distance and Turkey’s outward foreign direct investment," Research in International Business and Finance, Elsevier, vol. 54(C).
  4. Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1211-1261, August.
  5. Kul Luintel & Mosahid Khan & Konstantinos Theodoridis, 2014. "On the robustness of R&D," Journal of Productivity Analysis, Springer, vol. 42(2), pages 137-155, October.
  6. De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013. "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 377-404.
  7. Imran Hussain Shah & Hans Matthias Wanovits & Richard Hatfield, 2021. "Uncovering investment management performance using SPIVA data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3676-3695, July.
  8. C Kularatne, 2002. "An Examination of the Impact of Financial Deepening on Long‐Run Economic Growth:An Application of a VECM Structure to a Middle‐Income Country Context," South African Journal of Economics, Economic Society of South Africa, vol. 70(4), pages 300-319, March.
  9. Chien-Chung Nieh & Yu-Shan Wang, 2005. "ARDL Approach to the Exchange Rate Overshooting in Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 25(1), pages 55-71, August.
  10. Stan Hurn & Ralf Becker, 2007. "Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8," NCER Working Paper Series 8, National Centre for Econometric Research.
  11. Annari Waal & Reneé Eyden, 2014. "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," South African Journal of Economics, Economic Society of South Africa, vol. 82(1), pages 117-140, March.
  12. Delatte, Anne-Laure & López-Villavicencio, Antonia, 2012. "Asymmetric exchange rate pass-through: Evidence from major countries," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 833-844.
  13. Fedderke, Johannes & Klitgaard, Robert, 2013. "How Much Do Rights Matter?," World Development, Elsevier, vol. 51(C), pages 187-206.
  14. Stephen G.Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2007. "A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment," Working Papers 61, Bank of Greece.
  15. Antonia López Villavicencio & Josep Lluís Raymond Bara, 2006. "The short and long-run determinants of the real exchange rate in Mexico," Working Papers wpdea0606, Department of Applied Economics at Universitat Autonoma of Barcelona.
  16. Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
  17. Abid, Mehdi & Alotaibi, Mohammed Naif, 2020. "Crude oil price and private sector of Saudi Arabia: Do globalization and financial development matter? New evidence from combined cointegration test," Resources Policy, Elsevier, vol. 69(C).
  18. Kevin S. Nell & Maria M. De Mello, 2019. "The interdependence between the saving rate and technology across regimes: evidence from South Africa," Empirical Economics, Springer, vol. 56(1), pages 269-300, January.
  19. Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, April.
  20. Fedderke, J.W. & Perkins, P. & Luiz, J.M., 2006. "Infrastructural investment in long-run economic growth: South Africa 1875-2001," World Development, Elsevier, vol. 34(6), pages 1037-1059, June.
  21. Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
  22. Suresh Ramakrishnan & Shamaila Butt & Melati Ahmad Anuar, 2017. "The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 489-499.
  23. Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2005. "Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Rivista di Politica Economica, SIPI Spa, vol. 95(3), pages 219-266, May-June.
  24. Serge Mandiefe Piabuo & Peter A. Minang & Chupezi Julius Tieguhong & Divine Foundjem-Tita & Frankline Nghobuoche, 2021. "Illegal logging, governance effectiveness and carbon dioxide emission in the timber-producing countries of Congo Basin and Asia," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(10), pages 14176-14196, October.
  25. Adil, Masudul Hasan & Haider, Salman & Hatekar, Neeraj, 2018. "The empirical verification of money demand in case of India: Post-reform era," MPRA Paper 87148, University Library of Munich, Germany, revised 07 Jun 2018.
  26. L. Pieroni & D. Lanari & L. Salmasi, 2013. "Food prices and overweight patterns in Italy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(1), pages 133-151, February.
  27. Rümeysa ÇELİK, 2018. "The Effect of Exchange Rate Volatility on Export: The Case of Turkey (1995-2017)," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 68(1), pages 181-180, June.
  28. Adom, Philip Kofi & Amakye, Kwaku & Barnor, Charles & Quartey, George & Bekoe, William, 2016. "Shift in demand elasticities, road energy forecast and the persistence profile of shocks," Economic Modelling, Elsevier, vol. 55(C), pages 189-206.
  29. Carlo A. Favero, 2009. "The Econometrics of Monetary Policy: An Overview," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 16, pages 821-850, Palgrave Macmillan.
  30. K. Balcombe & S. Davidova & J. A. Morrison, 1999. "Consumer Behaviour in a Country in Transition with a Strongly Contracting Economy: The Case of Food Consumption in Bulgaria," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(1), pages 36-47, January.
  31. Wang, Jianli & Qiu, Shushu & Yick, Ho Yin, 2022. "The influence of the Shanghai crude oil futures on the global and domestic oil markets," Energy, Elsevier, vol. 245(C).
  32. Shamik Dhar & Darren Pain & Ryland Thomas, 2000. "A small structural empirical model of the UK monetary transmission mechanism," Bank of England working papers 113, Bank of England.
  33. Johannes W. Fedderke & John M. Luiz, 2005. "Does Human Generate Social and Institutional Capital? Exploring Evidence From Time Series Data in a Middle Income Country," Working Papers 029, Economic Research Southern Africa.
  34. Samad, Fadillah & Masih, Mansur, 2016. "Lead-lag relationship between domestic credit and economic growth: the case of Singapore," MPRA Paper 107380, University Library of Munich, Germany.
  35. S. Adnan & H.A.S. BUKHARI & Safdar Ullah KHAN, 2008. "Does Volatility In Government Borrowing Leads To Higher Inflation? Evidence From Pakistan," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 187-202.
  36. J. W. Fedderke & J. M. Luiz, 2008. "The Political Economy of Institutions, Stability and Investment: A Simultaneous Equation Approach in an Emerging Economy. The Case of South Africa," Journal of Development Studies, Taylor & Francis Journals, vol. 44(7), pages 1056-1079.
  37. Masih, A. Mansur M. & Albinali, Khaled & DeMello, Lurion, 2010. "Price dynamics of natural gas and the regional methanol markets," Energy Policy, Elsevier, vol. 38(3), pages 1372-1378, March.
  38. J.W. Fedderke & E. Schaling, 2005. "Modelling Inflation In South Africa: A Multivariate Cointegration Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 73(1), pages 79-92, March.
  39. Sophocles N. Brissimis & Theodora S. Kosma, 2005. "Market Power, Innovative Activity and Exchange Rate Pass-Through," Working Papers 22, Bank of Greece.
  40. Sophocles N. Brissimis & Michalis-Panayiotis Papafilis, 2022. "The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?," Working Papers 300, Bank of Greece.
  41. Johannes Fedderke & John Luiz & Raphael Kadt, 2008. "Using fractionalization indexes: deriving methodological principles for growth studies from time series evidence," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 85(2), pages 257-278, January.
  42. David Blake, 2004. "Modelling the composition of personal sector wealth in the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 14(9), pages 611-630.
  43. Chin, Lee & Yousefi, Abdolaziz, 2017. "Non-Tariff Barriers and Their Effect on Export: Evidence from 5 ASEAN Countries," MPRA Paper 118781, University Library of Munich, Germany.
  44. J. W. Fedderke & J. M. Luiz, 2007. "Fractionalization and long-run economic growth: webs and direction of association between the economic and the social -- South Africa as a time series case study," Applied Economics, Taylor & Francis Journals, vol. 39(8), pages 1037-1052.
  45. Johannes W. Fedderke & John M. Luiz, 2006. "Fractionalization and Long-Run Economic Growth: Webs and Direction of Association between the Economic and the Social – South Africa as a Time Series Case Study," Working Papers 022, Economic Research Southern Africa.
  46. Abdulkadir Rafindadi & Zarinah Yusof, 2015. "Do the dynamics of financial development spur economic growth in Nigeria’s contemporal growth struggle? A fact beyond the figures," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(1), pages 365-384, January.
  47. Johannes W. Fedderke & Kamil Akramov & Robert E. Klitgaard, 2011. "Heterogeneity Happens: How Rights Matter in Economic Development," Working Papers 220, Economic Research Southern Africa.
  48. M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, vol. 74(s1), pages 24-49, September.
  49. Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003. "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
  50. Vassiki Sanogo & Richard K. Moussa, 2017. "Financial Reforms, Financial Development, and Economic Growth in the Ivory Coast," Economies, MDPI, vol. 5(1), pages 1-23, February.
  51. Martine Mariotti, 2002. "An Examination of the Impact of Economic Policy on Long‐Run Economic Growth:An Application of a VECM Structure to a Middle‐Income Context," South African Journal of Economics, Economic Society of South Africa, vol. 70(4), pages 320-337, March.
  52. Fedderke, J.W. & Romm, A.T., 2006. "Growth impact and determinants of foreign direct investment into South Africa, 1956-2003," Economic Modelling, Elsevier, vol. 23(5), pages 738-760, September.
  53. Rahamat, Amri & Masih, Mansur, 2017. "Granger-causality between oil price, exchange rate and government bonds: evidence from Malaysia," MPRA Paper 111769, University Library of Munich, Germany.
  54. Imad Moosa, 2018. "Growth and Environmental Degradation in MENA Countries: Methodological Issues and Empirical Evidence," Working Papers 1260, Economic Research Forum, revised 03 Dec 2018.
  55. Mahdi Barakchian, S., 2015. "Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis," Economic Modelling, Elsevier, vol. 46(C), pages 11-26.
  56. n/a, 2007. "Monetary Policy, Beliefs, Unemployment and Inflation; Evidence from the UK," National Institute of Economic and Social Research (NIESR) Discussion Papers 305, National Institute of Economic and Social Research.
  57. Inder Sekhar Yadav & M.A. Lagesh, 2011. "Macroeconomic Relationship in India: ARDL Evidence on Cointegration and Causality," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 156-168.
  58. Boire, Sidiki & Nell, Kevin S., 2021. "The enclave hypothesis and Dutch disease effect: A critical appraisal of Mali's gold mining industry," Resources Policy, Elsevier, vol. 74(C).
  59. Abdul Qayyum, 2006. "Money, Inflation, and Growth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(2), pages 203-212.
  60. Cologni, Alessandro & Manera, Matteo, 2008. "Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries," Energy Economics, Elsevier, vol. 30(3), pages 856-888, May.
  61. Ana Maria Iregui & Jesus Otero, 2003. "On the dynamics of unemployment in a developing economy: Colombia," Applied Economics Letters, Taylor & Francis Journals, vol. 10(14), pages 895-898.
  62. H. Peter Boswijk & Jurgen A. Doornik, 2004. "Identifying, estimating and testing restricted cointegrated systems: An overview," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 440-465, November.
  63. Salisu, Afees A. & Isah, Kazeem O. & Oyewole, Oluwatomisin J. & Akanni, Lateef O., 2017. "Modelling oil price-inflation nexus: The role of asymmetries," Energy, Elsevier, vol. 125(C), pages 97-106.
  64. Brissimis, Sophocles N. & Kosma, Theodora, 2005. "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series 531, European Central Bank.
  65. Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 207-254, December.
  66. Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics 0004, Faculty of Economics, University of Cambridge.
  67. Nazlan, Wan Syafiq & Masih, Mansur, 2017. "Does financial development lead or lag economic growth ? Malaysian evidence," MPRA Paper 110348, University Library of Munich, Germany.
  68. Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  69. Soliu Bidemi Adegboyega & Temidayo Oladiran Akinbobola & Felix O. Ajayi, 2021. "Capital Flows and Economic Growth: What Roles Does Trade Liberialisation Play?," Business & Management Compass, University of Economics Varna, issue 1, pages 26-44.
  70. Fedderke, J. W. & Liu, W., 2002. "Modelling the determinants of capital flows and capital flight: with an application to South African data from 1960 to 1995," Economic Modelling, Elsevier, vol. 19(3), pages 419-444, May.
  71. Muhammad Arshad Khan & Abdul Qayyum, 2007. "Trade Liberalisation, Financial Development and Economic Growth," Trade Working Papers 22204, East Asian Bureau of Economic Research.
  72. Tiffin, J. Richard & Balcombe, Kelvin George, 2003. "Testing Symmetry And Homogeneity In The Aids With Cointegrated Data Using Fully-Modified Estimation And The Bootstrap," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25845, International Association of Agricultural Economists.
  73. Jan P. A. M. Jacobs & Kenneth F. Wallis, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
  74. Luca Taschini & Matteo Bonato, 2016. "Comovement and the Financialization of Commodities," Working Papers 64, Economic Research Southern Africa.
  75. Luigi Marattin & Simone Salotti, 2014. "Consumption multipliers of different types of public spending: a structural vector error correction analysis for the UK," Empirical Economics, Springer, vol. 46(4), pages 1197-1220, June.
  76. Reinhold Heinlein & Hans-Martin Krolzig, 2013. "Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach," Studies in Economics 1321, School of Economics, University of Kent.
  77. Otero, J.G. & Milas, C., 1998. "Modeling The Behaviour of the Spot Prices of Various Types of Coffee," The Warwick Economics Research Paper Series (TWERPS) 524, University of Warwick, Department of Economics.
  78. Chambers, M.J. & McCrorie, J.R., 2004. "Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems," Discussion Paper 2004-40, Tilburg University, Center for Economic Research.
  79. Clark, J. Stephen & Cechura, Lukas, 2012. "Induced Innovation in Canadian Agriculture," 131st Seminar, September 18-19, 2012, Prague, Czech Republic 135783, European Association of Agricultural Economists.
  80. Banerjee, Anindya & Mizen, Paul & Russell, Bill, 2007. "Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom," Economic Modelling, Elsevier, vol. 24(1), pages 82-100, January.
  81. Johannes W. Fedderke & John M. Luiz, 2005. "The Political Economy of Institutions, Stability and Investment: a simultaneous equation approach in an emerging economy – the case of South Africa," Working Papers 015, Economic Research Southern Africa.
  82. David Aristei & Luca Pieroni, 2005. "Estimating the Role of Government Expenditure in Long-run Consumption," Quaderni del Dipartimento di Economia, Finanza e Statistica 13/2005, Università di Perugia, Dipartimento Economia.
  83. Sajawal Khan & Muhammad Arshad Khan, 2007. "What Determines Private Investment? The Case of Pakistan," Finance Working Papers 22202, East Asian Bureau of Economic Research.
  84. Peter Perkins & Johann Fedderke & John Luiz, 2005. "An Analysis Of Economic Infrastructure Investment In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 73(2), pages 211-228, June.
  85. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2012. "The Greek financial crisis: Growing imbalances and sovereign spreads," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 498-516.
  86. Wallis, Kenneth F., 2008. "Macroeconomic modelling in central banks in Latin America," Documentos de Proyectos 3627, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  87. Frank Jensen & Max Nielsen & Eva Roth, 2003. "Application of the Inverse Almost Ideal Demand System to Welfare Analysis," Working Papers 43/03, University of Southern Denmark, Department of Sociology, Environmental and Business Economics.
  88. Darko Lazarov & Kiril Simeonovski, 2023. "Macroeconomic Stability and Economic Growth: An Empirical Estimation for North Macedonia," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 78-94.
  89. Marchionatti, Roberto & Sella, Lisa, 2015. "Is Neo-Walrasian Macroeconomics a Dead End?," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201521, University of Turin.
  90. Godwin Kamugisha & Joe Eyong Assoua, 2020. "Effects of a Devaluation on Trade Balance in Uganda: An ARDL Cointegration Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(7), pages 1-42, July.
  91. Warne, Anders, 2006. "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank.
  92. Muhammad Arshad Khan, 2007. "Foreign Direct Investment and Economic Growth: The Role of Domestic Financial Sector," PIDE-Working Papers 2007:18, Pakistan Institute of Development Economics.
  93. Moayad H. Al Rasasi, 2020. "Assessing the Stability of Money Demand Function in Saudi Arabia," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 6(2), pages 22-28, 02-2020.
  94. Pesaran M.H. & Schuermann T. & Weiner S.M., 2004. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April.
  95. Fanelli, Luca, 2006. "Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 445-456, March.
  96. Hsiao, Cheng & Fujiki, Hiroshi, 1998. "Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 57-79, May.
  97. Kaufmann, Robert K. & Dees, Stephane & Mann, Micheal, 2009. "Horizontal and vertical transmissions in the US oil supply chain," Energy Policy, Elsevier, vol. 37(2), pages 644-650, February.
  98. Shah, Imran Hussain & Hiles, Charlie & Morley, Bruce, 2018. "How do oil prices, macroeconomic factors and policies affect the market for renewable energy?," Applied Energy, Elsevier, vol. 215(C), pages 87-97.
  99. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank.
  100. Hilal Y?ld?r?r Keser* & Kadir Y. Eryi?it, 2018. "The Impact of the Logistic Sector on Competitiveness in the Presence of Structural Breaks: A Study on Turkey," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 4(11), pages 246-256, 11-2018.
  101. Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-20.
  102. Kevin Nell, 2012. "Demand-led versus supply-led growth transitions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 34(4), pages 713-748.
  103. B. Pesaran & G. Wright, "undated". "The Use Of Spreads In Forecasting Medium Term U.K Interest Rates," Working Papers 9606, University of East London, Department of Economics.
  104. Pagan, A.R. & Pesaran, M. Hashem, 2008. "Econometric analysis of structural systems with permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3376-3395, October.
  105. Baharumshah, Ahmad Zubaidi & Masih, A. Mansur M., 2005. "Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 255-270, July.
  106. Philip Arestis & Ambika D. Luintel & Kul B. Luintel, 2004. "Does Financial Structure Matter?," Finance 0401006, University Library of Munich, Germany.
  107. Jamiu Adetola Odugbesan & Tomiwa Adebayo Sunday & Gbolahan Olowu, 2021. "Asymmetric effect of financial development and remittance on economic growth in MINT economies: an application of panel NARDL," Future Business Journal, Springer, vol. 7(1), pages 1-9, December.
  108. Salleh, Eddee & Masih, Mansur, 2017. "Does gold act as an inflation hedge ? Malaysian case," MPRA Paper 111749, University Library of Munich, Germany.
  109. Bimal Sahoo & D. Nauriyal, 2014. "Determinants of software exports from India," International Economics and Economic Policy, Springer, vol. 11(4), pages 455-479, December.
  110. Johannes W. Fedderke & Neryvia Pillay Bell, 2007. "A Theoretically Defensible Measure of Risk: Using Financial Market Data from a Middle Income Context," Working Papers 064, Economic Research Southern Africa.
  111. Zhang, Dengjun & Asche, Frank & Oglend, Atle, 2014. "Ethanol and trade: An analysis of price transmission in the US market," Energy Economics, Elsevier, vol. 42(C), pages 1-8.
  112. Calderon,Cesar & Loayza,Norman V. & Serven,Luis & Calderon, Cesar*Loayza, Norman*Serven, Luis, 2000. "External sustainability : a stock equilibrium perspective," Policy Research Working Paper Series 2281, The World Bank.
  113. Adom, Philip Kofi & Insaidoo, Michael & Minlah, Michael Kaku & Abdallah, Abdul-Mumuni, 2017. "Does renewable energy concentration increase the variance/uncertainty in electricity prices in Africa?," Renewable Energy, Elsevier, vol. 107(C), pages 81-100.
  114. Kevin S. Nell, 2015. "The Complementary Nature Between Technological Progress and Capital Accumulation in India's Long-Run Growth Transitions," Metroeconomica, Wiley Blackwell, vol. 66(4), pages 565-605, November.
  115. Hall, Stephen G. & Hondroyiannis, George & Swamy, P.A.V.B. & Tavlas, George S., 2009. "Assessing the causal relationship between euro-area money and prices in a time-varying environment," Economic Modelling, Elsevier, vol. 26(4), pages 760-766, July.
  116. Lee, Seul Ki & Sok (Frank) Jee, Won & Funk, Daniel C. & Jordan, Jeremy S., 2015. "Analysis of attendees' expenditure patterns to recurring annual events: Examining the joint effects of repeat attendance and travel distance," Tourism Management, Elsevier, vol. 46(C), pages 177-186.
  117. Adam Traczyk, 2013. "Financial integration and the term structure of interest rates," Empirical Economics, Springer, vol. 45(3), pages 1267-1305, December.
  118. Arvid Raknerud & Terje Skjerpen & Anders Swensen, 2007. "A linear demand system within a seemingly unrelated time series equations framework," Empirical Economics, Springer, vol. 32(1), pages 105-124, April.
  119. Abbott, Andrew & De Vita, Glauco, 2002. "Testing the long-run structural validity of the monetary exchange rate model," Economics Letters, Elsevier, vol. 75(2), pages 157-164, April.
  120. Matthew Greenwood-Nimmo & Youngcheol Shin, 2011. "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," Working Papers 2011-057, Madras School of Economics,Chennai,India.
  121. Green, Christopher J. & Holmes, Mark J. & Kowalski, Tadeusz, 2001. "Poland: a successful transition to budget sustainability?," Emerging Markets Review, Elsevier, vol. 2(2), pages 161-183, June.
  122. Johannes Fedderke, 2001. "Growth and institutions," Journal of International Development, John Wiley & Sons, Ltd., vol. 13(6), pages 645-670.
  123. Mohamed Khaled Al-Jafari* & Hatem Hatef Abdulkadhim Altaee, 2019. "Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 5(2), pages 381-388, 02-2019.
  124. Dengjun Zhang, 2015. "The trade effect of price risk: a system-wide approach," Empirical Economics, Springer, vol. 48(3), pages 1149-1167, May.
  125. Luca Pieroni, 2007. "How Strong is the Relationship between Defence Expenditure and Private Consumption? Evidence from the United States," Working Papers 0705, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  126. Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
  127. Otero, Jesus & Ramirez, Manuel, 2006. "Inflation before and after central bank independence: The case of Colombia," Journal of Development Economics, Elsevier, vol. 79(1), pages 168-182, February.
  128. Peia, Oana & Roszbach, Kasper, 2015. "Finance and growth: Time series evidence on causality," Journal of Financial Stability, Elsevier, vol. 19(C), pages 105-118.
  129. Çetin, Tamer & Yasin Eryigit, Kadir, 2011. "Estimating the effects of entry regulation in the Istanbul taxicab market," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(6), pages 476-484, July.
  130. MULLER Christian, 2010. "A Time Series Approach to a Structural Model of the Swiss Economy," EcoMod2003 330700107, EcoMod.
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