Search Results - "Economic Modelling"

Return and volatility transmission between world oil prices and stock markets of the GCC countries by Arouri, Mohamed El Hedi, Lahiani, Amine, Nguyen, Duc Khuong

“…This paper investigates the return links and volatility transmission between oil and stock markets in the Gulf Cooperation Council (GCC) countries over the…”
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Financial development and economic growth nexus in the MENA countries: Bootstrap panel granger causality analysis by Kar, Muhsin, Nazlıoğlu, Şaban, Ağır, Hüseyin

“…This paper investigates the direction of causality between financial development and economic growth in the Middle East and North African (MENA) countries. The…”
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Health care expenditure and income in the OECD reconsidered: Evidence from panel data by Baltagi, Badi H., Moscone, Francesco

“…This paper reconsiders the long-run economic relationship between health care expenditure and income using a panel of 20 OECD countries observed over the…”
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Foreign direct investment, economic freedom and economic growth: International evidence by Azman-Saini, W.N.W., Baharumshah, Ahmad Zubaidi, Law, Siong Hook

“…In this paper, we investigate the systemic link between economic freedom, foreign direct investment (FDI) and economic growth in a panel of 85 countries. Our…”
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Does crude oil move stock markets in Europe? A sector investigation by Arouri, Mohamed El Hedi

“…The aim of this article is to investigate the responses of European sector stock markets to oil price changes. We use linear and asymmetric models and study…”
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Exports and growth: Granger causality analysis on OECD countries with a panel data approach by Konya, Laszlo

“…This paper investigates the possibility of Granger causality between the logarithms of real exports and real GDP in twenty-four OECD countries from 1960 to…”
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Time-varying linkages between tourism receipts and economic growth in a small open economy by Arslanturk, Yalcin, Balcilar, Mehmet, Ozdemir, Zeynel Abidin

“…The causal link between tourism receipts and GDP has recently become the major focus of some recent studies in tourism economics. Results obtained in these…”
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The impact of oil price changes on Spanish and euro area consumer price inflation by Álvarez, Luis J., Hurtado, Samuel, Sánchez, Isabel, Thomas, Carlos

“…This paper assesses the impact of oil price changes on Spanish and euro area consumer price inflation. We find that the inflationary effect of oil price…”
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A Poisson ridge regression estimator by Månsson, Kristofer, Shukur, Ghazi

“…The standard statistical method for analyzing count data is the Poisson regression model, which is usually estimated using maximum likelihood (ML) method. The…”
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Competition under manufacturer service and retail price by Lu, Jye-Chyi, Tsao, Yu-Chung, Charoensiriwath, Chayakrit

“…This research highlights the importance of service from manufacturers in the interactions between two competing manufacturers and their common retailer, facing…”
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Dynamic effects of trade openness on financial development by Kim, Dong-Hyeon, Lin, Shu-Chin, Suen, Yu-Bo

“…This paper employs the Pooled Mean Group (PMG) approach of Pesaran et al. (1999) to study the dynamic effects of trade openness on financial development. The…”
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How confident can we be of CGE-based assessments of Free Trade Agreements? by Hertel, Thomas, Hummels, David, Ivanic, Maros, Keeney, Roman

“…Computable General Equilibrium models, widely used for the analysis of Free Trade Agreements, are often criticized for having poor econometric foundations…”
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Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model by Wang, Kuan-Min, Lee, Yuan-Ming, Thi, Thanh-Binh Nguyen

“…This study examines the short-run and long-run inflation hedging effectiveness of gold in the United States and Japan during the period of January 1971 to…”
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Health care expenditure and economic growth: Quantile panel-type analysis by Wang, Kuan-Min

“…This study uses international total health care expenditure data of 31 countries from 1986 to 2007 for exploring the causality between an increase in health…”
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The Feldstein–Horioka puzzle: A panel smooth transition regression approach by Fouquau, Julien, Hurlin, Christophe, Rabaud, Isabelle

“…This paper proposes an original framework to determine the relative influence of five factors on the Feldstein and Horioka result of OECD countries with a…”
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How's life?: Combining individual and national variables to explain subjective well-being by Helliwell, John F

“…This paper attempts to explain international trends and differences in subjective well-being over the final fifth of the twentieth century. This is done in…”
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In search of FDI-led growth in developing countries: The way forward by Herzer, Dierk, Klasen, Stephan, Nowak-Lehmann D., Felicitas

“…This paper challenges the widespread belief that FDI generally has a positive impact on economic growth in developing countries. It addresses the limitations…”
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A panel data analysis of the growth effects of remittances by Rao, B. Bhaskara, Hassan, Gazi Mainul

“…Many development economists believe that remittances by the migrant workers are an important source of funds for long run growth. Therefore, recent studies…”
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What are the effects of fiscal policy on asset markets? by Afonso, António, Sousa, Ricardo M.

“…We investigate the link between fiscal policy shocks and asset markets. Our results show that spending shocks have: a positive and persistent effect on GDP in…”
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A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries by Sollis, Robert

“…Existing tests of the unit root hypothesis against the alternative hypothesis of exponential smooth transition autoregressive (ESTAR) nonlinearity implicitly…”
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