Essays about: "Panel cointegration"

Showing result 21 - 25 of 27 essays containing the words Panel cointegration.

  1. 21. An Empirical Study on Market Segmentation and Information Diffusion in Chinese Stock Markets

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Chen Cao; [2010]
    Keywords : Information diffusion; Premium; A and B shares; Panel data;

    Abstract : The efficacy and accuracy of information is very important for making decision in stock markets. In this paper, we study on the effect of information diffusion in Chinese stock market before and after the owership release in February 19, 2001, by testing the stationary of A share premium and cointegration between A and B share prices. READ MORE

  2. 22. Trade and FDI Effect on Wages: Evidence from 20 OECD Countries

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ahmet Enes Tekcan; [2010]
    Keywords : Wages; Trade; Foreign Direct Investment; Panel Unit Root; Panel Cointegration; Panel Estimation; Business and Economics;

    Abstract : This study analyzes trade and FDI effect on wages in the 20 OECD countries. These countries are divided into six samples according to their geographical position. Panel cointegration and panel OLS methods are conducted during the study. The empirical model is built up on the base of the study of Onaran and Stockhammer (2006). READ MORE

  3. 23. The Impacts of FDI on Productivity and Economic Growth: A Comparative Perspective

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Cem Tintin; [2010]
    Keywords : Foreign Direct Investment; Productivity; Economic Growth; Panel Cointegration; Panel Estimation.; Business and Economics;

    Abstract : This study investigates the impacts of FDI on productivity and economic growth in comparative perspective by using two samples, namely “developing” and “developed” countries. The study employs panel cointegration and panel estimation methods. READ MORE

  4. 24. The Monetary Model – A panel data approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Ellström; NIklas Engblad; [2010]
    Keywords : economic theory; econometrics; nominal exchange rate; Economics; Panel Data; Cointegration; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy; economic systems; Business and Economics;

    Abstract : Abstract The purpose of this paper is to determine if effective exchange rate pricing can be based on the (flexible) monetary model. If so, it implies a cointegration relationship with a cointegrating vector between the spot exchange rate and the non-stationary determining variables of the monetary model; relative money supplies and relative national incomes. READ MORE

  5. 25. A Panel Cointegration Analysis of the Euro area money demand

    University essay from Lunds universitet/Statistiska institutionen

    Author : Hossain Ahmad Sobhen Morshed; [2010]
    Keywords : Mathematics and Statistics;

    Abstract : Using panel cointegration structure for eleven European monetary union (EMU) countries we check Driscoll money demand model (where three different types of variables are used) that the variables of this model has a long run relationship or not. These variables are Real M3, Real GDP and opportunity cost. READ MORE