time series evidence
The Effects of Social Security on Private Savings: A Reappraisal of the Time Series Evidence
... using time series evidence to estimate Social Security‟s impact on private ...Wealth series using both an approximation of Martin Feldstei n‟s original algorithm and t wo additional methods ...
17
Consumption Dynamics, Interest Rate Behavior and the Euler Equation: Time Series Evidence for Nigeria
... The purpose of this paper is to provide evidences of Consumption-Interest rate Euler relationship for a developing economy like Nigeria using annual time series data from 1980 to 2015. At present, studies ...
10
New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy
... clear-cut evidence in the opposite direction can be ...the time period, the more significant in a statistical sense is the causal relationship running from the inflation uncertainty to the level of ...
20
Public Expenditure and National Income: Time Series Evidence from Nigeria
... annual time series data for the sampled countries (Ghana [1963–1988], Kenya [1964– 1989] and South Africa ...showed evidence of GE being influenced by national ...
6
Effects of schooling levels on economic growth: time series evidence from Guatemala
... macroeconomic evidence on human capital and growth comes almost entirely from cross-country ...the time-series dynamics of macroeconomic ...unique time-series dataset for Guatemala for ...
37
RURAL INFRASTRUCTURAL DEVELOPMENT AND ECONOMIC GROWTH: A TIME-SERIES EVIDENCE FROM PAKISTAN (1981-2010)
... of time series data set of Pakistan from 1981 to 2010, we employ OLS methodology so as to measure the impact of rural infrastructural development on economic growth of ...
7
Inward foreign direct investment and aggregate imports: time series evidence from Pakistan
... The above estimates reported in Table 4.2 are super consistent, because it has been shown that application of OLS to I (1) variables yields estimates that converge to their true values at a faster rates than it would be ...
19
Does Financial Development Lead to Poverty Reduction in China? Time Series Evidence
... Various structural reforms, events, banking consolidation, and policy initiatives have helped transformed Hong Kong ’s banking system in the past three decades. The first significant reform entails shifting from a ...
22
Financial Development and Economic Growth: Time Series Evidence from Egypt
... Furthermore, evidence of a significant positive correlation is also consistent with financial development following economic growth (Robinson, ...1952). Evidence concerning the effect of financial ...
37
Growth Volatility and Financial Repression: Time Series Evidence from India
... annual time series data, the results show that the implementation of financial repressionist policies are strongly associated with lower consumption volatility in ...further evidence to support this ...
25
Human Capital and Economic Growth: Time Series Evidence from Pakistan
... Human capital is generally considered as a positive contributor in the economic growth. In this study, we estimate this relationship using time series data of Pakistan for the period 1978 to 2007. A health ...
18
Time Series Forecasting Using Fuzzy Time Series With Hedge Algebras Approach
... From the empirical results in the list, applying the second type gives the better forecasting accuracy rate than others. Thus, recent researches focus on the second method. There have been many methods of partitioning ...
9
Algorithms in time series
... The choice of algorithm depends on the application and, in practice, an algorithm would be implemented in a form modified to cater for specific requirements. However, an important factor in any application is whether the ...
170
Analysis of a cross section of time series using structural time series models
... 1 ANALYSIS OF A CROSS SECTION OF TIME SERIES USING STRUCTURAL TIME SERIES MODELS by Pablo Marshall Rivera London School of Economics and Political Science 1990 Submitted to the University of London fo[.] ...
247
FDI AND ECONOMIC GROWTH IN MACEDONIA: AN EMPIRICAL INVESTIGATION
... This evidence was further supported from the results of Trevino and Upadhyaya (2003) in their study of five developing countries in Asia, who found that the positive impact of FDI on economic growth is greater in ...
16
Time Series. Prediction
... Totuşi să observăm că acest model implică respectarea unor condiţii de liniaritate şi metodele de determinare a componentelor un sunt satisfăcătoare în toate cazurile. Teoria generală [r] ...
105
Download Download PDF
... the time series of returns of the JSE are not ...the time series of its return will be heavily influenced by the large market cap companies, and therefore will exhibit characteristics similar ...
12
FDI, TRADE, AND ECONOMIC GROWTH IN SINGAPORE--EVIDENCE FROM TIME-SERIES CAUSALITY ANALYSES
... of time – series variable is a precondition for the existence of a long run or equilibrium economic relationship between two or more variable having unit roots (is integrated of order one) Two or more ...
19
A time series causal model
... a time series casual model to explore casual relations among economic time ...The time series causal model is grounded on the theory of inferred causation that is a probabilistic and ...
25
The dynamic impact of macroeconomic factors on initial public offerings: evidence from time-series analysis
... Applying time-series econometrics techniques to monthly IPO activities in the U.S. during the period from January 1970 to December 2005, we find the existence of long-run equilibrium relationships between ...
31