JER, 第 2 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 1997 |
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第 1 到 3 筆結果,共 63 筆
第 12 頁
... estimate the error correction term by Johansen's method . However , the rank as well as the estimated long - run equilibrium are unstable and causes difficulty in the interpretation again . The long - run equilibrium and the rank depend ...
... estimate the error correction term by Johansen's method . However , the rank as well as the estimated long - run equilibrium are unstable and causes difficulty in the interpretation again . The long - run equilibrium and the rank depend ...
第 13 頁
... estimated by the OLS method directly applied to each equation in the VAR system such as equation ( 3 ) . In the OLS estimation , the rank is assumed to be one , and the single cointegration is estimated repeatedly as many times as the ...
... estimated by the OLS method directly applied to each equation in the VAR system such as equation ( 3 ) . In the OLS estimation , the rank is assumed to be one , and the single cointegration is estimated repeatedly as many times as the ...
第 21 頁
... estimated equation is different from the VAR estimation but may be interpreted as the Hendry - type ECM . Some ... estimated equation . Firstly , the estimated coefficient of the error correction term is much smaller than those of the ...
... estimated equation is different from the VAR estimation but may be interpreted as the Hendry - type ECM . Some ... estimated equation . Firstly , the estimated coefficient of the error correction term is much smaller than those of the ...
內容
Ejaz Ghani and Hyoungsoo Zang Fiscal and Debt | 135 |
Jinsup Kim Evaluation of the Price Trend under | 149 |
UNIVERSITY OF CALIFORNIA | 177 |
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Additive Outlier adjustment cost AFTA Akaike Information Criterion attorneys banks business cycle CGE model coefficient cointegration common cycle competition convex cost of credit current income debt disturbances dynamic economic activity effects equation equilibrium estimated exchange credit exchange rate exports F-Statistics Figure Firm 1's forecast free-issue regime growth Hanyang University HKAB Hong Kong Hong Kong dollar imperfect competition imperfectly-competitive implies increase individual inflation Innovative Outliers interest rates interest-rate agreement Japan Journal of Economic lagged law firms long-run macroeconomic marginal mentor mentor/protege relationship menu cost monetary base money demand function money supply null hypothesis optimal outlier variables outliers output paper parties partners percent permanent income price adjustment price level product upgrading profits proteges protegeship quit threat ratio regression sample SAN DIEGO sector shirking significant statistically Table time-series trade trend U.S. dollar unit root velocity of money welfare YDEV zero