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Determinants of Crude Oil Prices: - United States Association ...

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Determinants of Crude Oil Prices: - United States Association ...

Determinants of crude oil prices between ... (2006) and Dees et al. (2007) attempt to explain the rise in oil price using macroeconomic supply and demand frameworks. Other analysts ... M. H., Peseran, B. (2010). Time Series Econometrics using Microfit 5.0, Oxford: Oxford University ...

http://www.usaee.org/usaee2012/submissions/ExtendedAbs/Nourah%20AlYousef.doc

Date added: May 4, 2013 - Views: 27

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CURRICULUM VITAE - USC Dana and David Dornsife College of ...

Review of Economic Studies, International Economic Review, The Economic Journal, Econometrica, Cambridge Journal of Economics, Economics of Planning, Journal of Econometrics, Journal of the American Statistical Association, European Economic Review, American Economic Review, Biometrika, Journal ...

http://dornsife.usc.edu/tools/mytools/PersonnelInfoSystem/DOC/Faculty/ECON/vita_1003600.docx

Date added: July 23, 2014 - Views: 10

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homepages.strath.ac.uk

After having generated the series in Excel, use PcGive or Microfit to analyse graphically their characteristics. Plot each of the five generated time series separately. Look at their Autocorrelation Functions.

http://homepages.strath.ac.uk/~hbs96127/Tutorial1.doc

Date added: May 3, 2013 - Views: 10

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Determinants of Malaysian Trade Balance: An Ardl Bound ...

Pesaran, H.M., and Pesaran, B. (1997), Microfit 4.0, Oxford University Press, England. Pesaran, H.M., Shin, Y. and Smith, R.J. (2001), “Bounds Testing Approaches to the Analysis of Level Relationships”, Journal of Applied Econometrics, Vol. 16, 289-326.

http://www.gcbe.us/6th_GCBE/data/Determinants%20of%20Malaysian%20Trade%20Balance%20An%20Ardl%20Bound%20Testing%20Approach.doc

Date added: December 13, 2011 - Views: 40

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An empirical analysis of the integration process of the ...

The starting point in the empirical analysis involves both time-series and panel data stationarity tests, followed by bivariate time-series and panel cointegration analysis. Furthermore, ...

http://www.eu-financial-system.org/fileadmin/content/Dokumente_Events/Prague_2008_11th_conference/Rughoo.doc

Date added: February 16, 2012 - Views: 30

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ABSTRACT - Τμήμα Οικονομικών Επιστημών

This paper examines the long-run relationship of export and import demand of Malaysia using time series analysis techniques that address the problem of non-stationarity. Specifically, ...

http://economics.soc.uoc.gr/macro/8conf/docs/Greece%5b1%5d.doc

Date added: August 28, 2013 - Views: 1

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Economic Policy and Applications 31 473 - University Of ...

The properties of time series: integrated processes; stationary and non-stationary series. (JB) The properties of time series: unit roots, integrated processes and spurious regression. (JB) 6 The properties of time series: unit root testing.

http://homepages.strath.ac.uk/~hbs96127/AppliedEconometricsCourseOutline20032004.doc

Date added: July 3, 2013 - Views: 1

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Autoregressive Distributed Lags Model - Fordham University

DISTRIBUTED LAG MODELS. Lags. are present in econometrics for several reasons. Psychological inertia (habit), permanent vs. transitory income, ... Write the distributed lag model as . ADL(0,(): Yt = ( +(0 Xt+(1Xt-1 + ...

http://www.fordham.edu/economics/vinod/autoregressiveDL.doc

Date added: September 1, 2011 - Views: 150

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I

The (ARDL) approach to cointegration is considered an ideal technique in estimating small time series model for its ability to correct biases in the estimates due to contemporaneous and serial correlation, ...

http://www2.southeastern.edu/orgs/ijae/index_files/IJAE%20SEPT%2009%20NASIR%2011-22-09%20Dynamic_Draft_resubmitAug08.doc

Date added: November 10, 2012 - Views: 35

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THE DOMINANT ROLE OF SAUDI ARABIA IN THE OIL MARKET 1997-2010

Microfit 5.0: Interactive Econometric Analysis, Oxford: Oxford University Press. Pesaran, M. H., Y. Shin, & R. J. Smith, (1996). Testing for the existence of a long-run relationship. DAE Working Paper No. 9622, Department of Applied Economics, University of Cambridge.

http://www.usaee.org/usaee2011/submissions/Abs/abstract%20IAEE%202011.doc

Date added: May 9, 2013 - Views: 11

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FINANCIAL LIBERALISATION - Journal of Policy Modeling

establishing whether interest rate liberalisation has any positive influence on economic growth in Nigeria. This paper uses data from 1969 and 2008, thus covering both the periods of financial repression and interest rate liberalisation.

http://www.econmodels.com/upload7282/8cf426c5e918c94b06dbf366af58ec04.docx

Date added: September 16, 2012 - Views: 23

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CHAPTER 1:

INTRODUCTION. WHAT IS MICROFIT, AND HOW SHOULD YOU USE THIS BOOKLET? Microfit is a computer program, for carrying out econometric analysis: it was designed for economists.

http://course.shufe.edu.cn/jpkc/jrjlx/ref/MicrofitManual.doc

Date added: January 29, 2012 - Views: 23

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Gujarati Damodar N. (1988) Basic Econometrics, McGraw-Hill.

The Autoregressive Distributed Lag (ARDL) model is applied on time series data over the period 1975 to 2009. Our results firstly show that the services sector contributes positively to economic growth with a larger growth impact from whole sale and retail trade, ...

http://vcampus.uom.ac.mu/researchweek/conference2009/uploads/paper583115.docx

Date added: August 16, 2013 - Views: 9

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WP/02/05 - AES - African Econometric Society

of the integration properties of the individual series used in the empirical analysis. Instead, it relies on a bounds-testing procedure. In this setting, inference is based on an F-test on the significance of lagged levels of variables in the error-correction form.

http://www.africametrics.org/documents/conference07/Day%203/Session%207/Mokoena%20microstruture.doc

Date added: May 9, 2013 - Views: 8

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Handbook for FIN 4640

understand the methods of modern financial time series analysis and critically evaluate the use of these methods in current finance literature . use specialised, technical and academic skills in the analysis of specific problems in the area of empirical finance.

http://mubsweb.mdx.ac.uk/www/modules/handbooks/BS/FIN4425.doc

Date added: September 18, 2014 - Views: 1

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STOCK MARKET – PRIVATE SECTOR INVESTMENT

However, their over all conclusion is that a 10% rise in stock prices is generally followed by GDP increases of 0.5 to 1.0 percent in the following year. Some recent studies, on the other hand, have cast doubt on the importance of stock prices as a leading indicator.

http://hrcak.srce.hr/file/74263

Date added: May 4, 2013 - Views: 11

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The effects of privatisation and FDI on economic growth in Egypt

This paper uses time-series model to estimate the effects of privatisation and FDI on economic growth in Argentina over the period 1971- 2000.

http://www.eefs.eu/conf/Warsaw/Papers/599.doc

Date added: February 16, 2013 - Views: 9

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EXPORTS AND ECONOMIC GROWTH: AN ERROR CORRECTION MODEL

Additionally, this study by using an extensive sample period and large information set proposes to obtain more robust results than those of the earlier studies. ... Journal of Econometrics. 72: 116-125. Marin, D., 1992.

http://coin.wne.uw.edu.pl/krosiak/index_pliki/4_vecm/VECM_Anoruo_Ramchander.doc

Date added: February 17, 2014 - Views: 3

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Advances in Arts, Social Sciences and Education Research

The objective of the study is to estimate the demand for money in Ghana using the autoregressive distributed lag (ARDL) ...

http://ejournal.sedinst.com/index.php/asedu/article/download/186/173

Date added: August 7, 2013 - Views: 3

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www.nuff.ox.ac.uk

... its main aim is to derive elasticities of demand and supply for manufactured exports using time series data. These can be used as inputs into other studies, especially in the growing computable general equilibrium model arena.

http://www.nuff.ox.ac.uk/users/behar/rw/workingpaper.doc

Date added: November 20, 2013 - Views: 2

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INDIA'S EXPORT COMPETITIVENESS IN ASEAN MARKET : AN ...

... Unit root tests have been performed using Microfit 4.0 ... Maddala, G. S. Introduction to Econometrics. Second Edition. New York:Macmillan . Publishing Co., 1992. Marquez, J. (1990), “Bilateral Trade Elasticities”, Review of Economics and .

http://www.hss.iitb.ac.in/ties07/paper/ts1/psE/2.doc

Date added: March 29, 2013 - Views: 7

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How does Financial Liberalisation Impact on Money Demand and ...

Oshikoya (1992) used time series econometrics to see how interest rate liberalization had affected economic growth in Kenya using data from 1970 to 1989. The results showed a negative and insignificant coefficient for the real interest rate.

http://docs.mak.ac.ug/sites/default/files/FINANCIAL%20LIBERALISATION,%20MONEY%20DEMAND%20AND%20ECONOMIC%20GROWTH..doc

Date added: September 10, 2012 - Views: 16

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www.nuff.ox.ac.uk

5. DATA ISSUES 34 6. ESTIMATIONS 52. 7. CONCLUSION 80. BIBLIOGRAPHY AND DATA SOURCES 82. I would like to thank Professors Nicoli Nattrass and Murray Leibbrandt for their helpful comments. I particularly ...

http://www.nuff.ox.ac.uk/users/behar/cv/exportsvecm.doc

Date added: November 4, 2013 - Views: 3

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www.hkimr.org

Introduction. In this exercise we demonstrate how GMM models are estimated in EViews. Data from two advanced econometrics texts are used: Hayashi’s Econometrics and Favero’s Applied Macroeconometrics.

http://www.hkimr.org/uploads/conference_detail/836/n_paper_0_92_11may-ccbs_docs_9916_1-doc.doc

Date added: April 11, 2013 - Views: 16

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Table 1 - uoc.gr

With data, pt, t=1, …n and the weights, k are dependent upon m. Microfit computes the Bartlett, Tukey and Parzen estimates. 4 Empirical Results. Table 3 presents the time series properties of the data. Unit Root Tests. Table 3.

http://economics.soc.uoc.gr/macro/8conf/docs/stock%20market2.doc

Date added: August 5, 2013 - Views: 2

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時間序列分析

Applied Econometrics: a Modern approach using EViews and Microfit

http://faculty.stust.edu.tw/~files/cour/doc/10002/08/10002_08_80M03801.doc

Date added: September 11, 2014 - Views: 1

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Remittances And Poverty Nexus: Evidence From Pakistan

Using macroeconomic determinants, Amjad and Kemal (1997) and afterwards Akhter and Ahmad (1999) to explain poverty trends in Pakistan, utilized simple econometric techniques. Recently, Jamal, (2004) calculated the time series data of poverty trends in Pakistan through interpolation method.

http://www.gcbe.uswww.gcbe.us/2008_OBEC/data/Rukhsana%20Kalim,%20Mohammad%20Shahbaz.doc

Date added: November 18, 2012 - Views: 7

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eprints.uwe.ac.uk

Their saving retention estimate is within the range of 0.85 and 0.95, indicating low capital mobility in the sample of countries. A comprehensive review of the relevant literature is presented by Apergis and Tsoumas (2009) ...

http://eprints.uwe.ac.uk/15886/1/Applied%20Economics%20Revised%2016%2D04%2D10.doc

Date added: September 28, 2013 - Views: 1

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The world food crises awoke the world - EUR.nl

“Applied Econometrics A Modern Approach Using Eviews and Microfit.” Londen: Palgrave Macmillan. Bond, Marian E. (1983). “Agricultural responses to prices in Sub-Saharan African countries.” International Monetary Fund 30(4): 703-26 .

http://thesis.eur.nl/pub/5236/Heuvelen%20,%20G.%20287480%209-4-2009-id%20thesis5236.doc

Date added: April 8, 2014 - Views: 2

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eprints.uwe.ac.uk

... Phillip Hansen’s Fully Modified Ordinary Least Squares and Johansen’s time series techniques illustrate statistical robustness and an income elasticity between 0.56 and 0.84.

http://eprints.uwe.ac.uk/15885/1/App%20Econ%20Revised%202%2D3%2D10%20names%20removed.doc

Date added: October 6, 2014 - Views: 1

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Dr Geoffrey Pugh - Staffordshire University

... (focussing on time series analysis); advice and assistance to the Research Department with three projects in preparation for the 2007 IMF visit. One month full time, September-October 2007. UNDP office in Bosnia. and the .

http://www.staffs.ac.uk/assets/Geoff_Pugh_full_academic_CV_February_2014_tcm44-74969.docx

Date added: April 21, 2014 - Views: 10

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Cointegration and market integration: an application to the ...

Recent developments in the time series analysis have suggested some improvements in the standard Granger test. The first step is to check for the stationary of the original variables and then to test cointegration between them.

http://profdoc.um.ac.ir/articles/a/164.doc

Date added: May 22, 2012 - Views: 7

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A Comparative Analysis of EU Export Demand Elasticities in ...

Estimation has been performed by using Microfit 3.0. * Indicates significance at 5 percent level; critical values are based on Osterwald-Lenum (1992).

http://www.alde.es/encuentros/anteriores/vieea/autores/C/87.doc

Date added: March 22, 2012 - Views: 5

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www.northsouth.edu

His field of interest ranges from International Finance (Open Economy Macroeconomics), Public Debt Management, Time Series Forecasting to Development Economics. Dr. Gour started his professional career as a fulltime . Lecturer.

http://www.northsouth.edu/assets/files/Faculty-CV/Long-CV-Dr.-Gour-Gobinda-Goswami.docx

Date added: June 3, 2014 - Views: 5

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Hizmet ve Mal sektörleri Enflasyonları Arasındaki Farkı ...

At the end of 2001 GDP shrank by 5.7%, Consumer Prices Index (CPI) rose by 68.5%, domestic currency depreciated by 112% against the US dollar and the exchange rate reached the level 1 US$=1.44 Turkish lira. Furthermore, ...

http://econ.bilkent.edu.tr/wp-content/uploads/2012/03/09-01-DP_KivilcimMetin-Ozcan.doc

Date added: January 21, 2014 - Views: 1

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New empirical insights into the growth effects of economic ...

Thus takes value of 1 if there is no form of economic integration within or with the EU and 0,75 when there is at least an FTA (we take into account FTAs of the EU with third parties as well as more advanced stages of economic integration for instance within the European Economic Area).

http://gnu.univ.gda.pl/~brod/brod_wroc.doc

Date added: January 28, 2012 - Views: 16

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Book Review: - Lahore School of Economics

This paper investigates the relationship between human capital and economic growth in Pakistan with aggregate time series data. Estimated with the Johansen (1991) approach, ...

http://www.lahoreschoolofeconomics.edu.pk/JOURNAL/Vol13-No1/Vol.13%20No.1.doc

Date added: October 30, 2011 - Views: 87

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Economic Globalization, Wages and Wage Inequality in Tunisia ...

Due to the lack of long time series data on wages by occupation, we have constructed three different wage inequality indicators, based on annual real wages. The first one, denoted WII1, has been inspired from Bigsten and Durevall (2006).

http://www.gcbe.us/2012_CBEC/data/Ousama%20Ben%20Salha.docx

Date added: March 30, 2013 - Views: 9

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ANALIZY I OPRACOWANIA

Analizy i Opracowania. Econometric Analysis of Impact of Relative Location on the Growth Effects of Economic Integration. The case of the EU. Tomasz Brodzicki

http://gnu.univ.gda.pl/~keie/ao9.doc

Date added: April 21, 2012 - Views: 6

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NewRef - Central European University

Applied econometrics : a modern approach using EViews and Microfit / Dimitrios Asteriou. – Houndmills, Basingstoke, Hampshire ; New York, N.Y. : Palgrave Macmillan, 2005. – xix, 423 p. 24 cm. Asset pricing / John H. Cochrane.

http://www.library.ceu.hu/downloads/january.doc

Date added: August 19, 2011 - Views: 123

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计量软件评述、经验(强烈推荐),不看会 ...

Microfit This is a general econometrics package, developed by B. and M. Hashem Pesaran, for Windows platforms. This package has a very good mix of estimators for ARCH, GARCH, cointegrating VAR models, and other time series models.

http://web.cenet.org.cn/upfile/107454.doc

Date added: November 23, 2011 - Views: 15

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Determining economic values of King George whiting ...

Pesoran, M.H. and B. Pesoran, (1991), Microfit: User Manual, Oxford University Press, Oxford. Poirer, D.E. (ed.), (1990), “A Conversation on Econometric Methodology”, (with David Hendry and Edward Leanur), Econometric Theory, p. 6.

http://frdc.com.au/research/Documents/Final_reports/1995-140-DLD.DOC

Date added: April 11, 2014 - Views: 1

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... View Doc

... Business Economics ECS3450 Applied Econometrics ECS3855 Level Three options International Finance ECS3350 ...

http://www.mdx.ac.uk/__data/assets/word_doc/0020/58304/Business-Economics-BSc.doc

Date added: July 31, 2014 - Views: 15

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www.unizg.hr

U prvih 5 razdoblja (jedna godina i tri mjeseca) ostvaruje se pozitivan utjecaj šoka u varijabli državna potrošnja na varijablu državna potrošnja.

http://www.unizg.hr/rektorova/upload_2011/Ekonometrijska%20analiza%20djelovanja%20Wagnerovog%20zakona%20u%20Hrvatskoj.docx

Date added: July 16, 2013 - Views: 2

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Does Energy Consumption Fuel Economic Growth in India

However, on the basis of application of two econometric tools, the study with little more conviction could suggest for reducing oil and natural gas consumption for achieving higher rate of economic growth in the economy. Keywords: Energy Consumption, ...

http://www.hss.iitb.ac.in/ties07/paper/ts2/psB/5.doc

Date added: November 20, 2012 - Views: 7

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ΕΘΝΙΚΟ ΚΑΙ ΚΑΠΟΔΙΣΤΡΙΑΚΟ ...

eco301 Προχωρημένη Οικονομική Ανάλυση 5 pec301 Πολιτική Οικονομία της Ανάπτυξης και της Μεγέθυνσης 5 eco302 Δημόσια Οικονομική 6 eco303 Διεθνής Οικονομική 5 ...

http://www.econ.uoa.gr/fileadmin/econ.uoa.gr/uploads/anakoinwseis/od.spoudwn_2012-13__29-04___ver_1.doc

Date added: October 28, 2012 - Views: 49

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1

Facultad de Ciencias Agrarias. Escuela de Graduados. Valoración económica del servicio ecosistémico de producción de agua, del bosque de la cuenca de Llancahue, Décima Región

http://cybertesis.uach.cl/tesis/uach/2004/egn973v/sources/egn973v.doc

Date added: August 28, 2014 - Views: 1

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www.inf.unideb.hu

www.inf.unideb.hu

http://www.inf.unideb.hu/valseg/dolgozok/ispany/TanulmanyiBizottsag/2013_03_04/gi_msc_angol_elokeszites.docx

Date added: August 24, 2014 - Views: 3