Sökning: "Panel unit root tests"
Visar resultat 11 - 15 av 16 avhandlingar innehållade orden Panel unit root tests.
11. Time Series and Macroeconomics: Studies in Demography and Monetary Policy
Sammanfattning : Chapter 1 provides a brief introduction to the topics of the thesis and summarises the main results.Chapter 2 studies the econometric properties of the Taylor (1993) rule when applied to U.S., Australian and Swedish data in order to judge its empirical relevance. LÄS MER
12. Essays on Nonlinearities and Time Scales in Macroeconomics and Finance
Sammanfattning : This thesis consists of four chapters concerning the topics of nonlinearities and time scales in economics. The focus is on market frictions and price rigidities that may cause nonlinearities and different relationships between economic variables over time. It also focuses on applying robust econometrical methods. LÄS MER
13. Asymmetry and multiscale dynamics in macroeconomic time series analysis
Sammanfattning : This thesis consists of three independent articles preceded by an introductory chapter. The first two articles focus on exchange rate dynamics in emerging market and developing economies, taking into account nonlinearities and asymmetries which are relevant for these countries and are potentially due to (i) transaction costs and other market frictions, and (ii) official intervention in the foreign exchange market. LÄS MER
14. Essays on statistical testing using Wavelet methodologies
Sammanfattning : This thesis consists of five essays on the application of wavelet methodology to different tests in time series analysis. Essay I proposes a nonlinear Dickey-Fuller F test for unit roots against the first order Logistic Smooth Transition Autoregressive LSTAR (1) model. LÄS MER
15. Essays on Purchasing Power Parity, Real Exchange Rate, and Optimum Currency Areas
Sammanfattning : This thesis contains three separate papers. Paper I tests whether the theory of Purchasing Power Parity holds in a selected sample of twenty African countries. The paper employs a panel unit root test to test whether the real exchange rates in the panel are mean reverting or not. The test employed is the Im et al (1997) test. LÄS MER