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Wednesday, July 8, 2020 | History

2 edition of Non-cointegration and econometric evaluation of models of regional shift and share found in the catalog.

Non-cointegration and econometric evaluation of models of regional shift and share

Scott J. Brown

Non-cointegration and econometric evaluation of models of regional shift and share

by Scott J. Brown

  • 385 Want to read
  • 5 Currently reading

Published by National Bureau of Economic Research in Cambridge, MA .
Written in English

    Subjects:
  • Shift-share analysis.,
  • Regional economics -- Forecasting -- Econometric models.,
  • Industries -- United States -- Econometric models.

  • Edition Notes

    StatementScott J. Brown, N. Edward Coulson, Robert F. Engle.
    SeriesNBER working paper series -- working paper no. 3291, Working paper series (National Bureau of Economic Research) -- working paper no. 3291.
    ContributionsCoulson, N. Edward., Engle, R. F., National Bureau of Economic Research.
    The Physical Object
    Pagination27 p. ;
    Number of Pages27
    ID Numbers
    Open LibraryOL22437058M

    “Non-cointegration and México: Comercio Exterior, Banco Nacional de econometric evaluation of models of regional shift Comercio Exterior, S.N.C. and share”. Working Paper , NBER, Cambridge, Mass. 5 Para una mayor elaboración sobre las implicaciones Cáceres, R. & O. Núñez (). Typically, econometric techniques, logit models and "gravity" modelling have extensively been used in this field. In this paper, the use of models based on artificial neural networks is discussed for the important problem of forecasting the air transport passenger demand.

    Laos. PubMed. Focus in this discussion of Laos is on geography, the people, history, the government, the economy, foreign relations, and relations between the US and L. The offsetting advantage, that they investment in Uganda (Collier and Pradhan, paid interest, was modest since interest rates were Chapter 9). During the early post-war years, the set low. Hence, they offered little advantage and evaluation reports on the major category of public particular costs compared to domestic currency.

    With the development of econometric techniques, the discussion of bubble tests is resuscitated in recent work. Taylor and Peel () raised a new non-cointegration test for periodically collapsing bubbles to weaken the size distortion of foregoing tests. Shiller’s () data are duplicated in their work to reject the presence of bubbles. The Economics of Exchange Rates In the last few decades, exchange rate economics has seen a number of developments, with substantial contributions to both the theory theory and empiri empirics cs of exchan exchange ge rate rate determ determina inatio tion. n. Import Important ant developments in econometrics and the increasing availability of high-quality data have also been responsible for.


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Non-cointegration and econometric evaluation of models of regional shift and share by Scott J. Brown Download PDF EPUB FB2

Downloadable. This paper tests for cointegration between regional output of an industry and national output of the same industry.

An equilibrium economic theory is presented to argue for the plausibility of cointegration, however, regional economic forecasting using the shift and share framework often acts as if cointegration does not exist. Get this from a library.

Non-cointegration and econometric evaluation of models of regional shift and share. [Scott J Brown; Norman Edward Coulson; R F Engle; National Bureau of Economic Research.].

Get this from a library. Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share. [Scott J Brown; N Edward Coulson; R F Engle; National Bureau of Economic Research.] -- Abstract: This paper tests for cointegration between regional output of an industry and national output of the same industry.

An equilibrium economic theory is presented to argue for the plausibility. Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share NBER Working Paper No.

w Number of pages: 28 Posted: 19 Jun Last Revised: 01 Jul Scott J. Brown & N. Edward Coulson & Robert F. Engle, "Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share," NBER Working PapersNational Bureau of Economic Research, Inc.

Cited by: Liang, Chyi-Lyi (Kathleen) & Feuz, Dillon M. & Taylor, R. Garth, N. Edward Coulson. Pennsylvania State University The Long Run Shift-Share: Modeling the Sources of Metropolitan Sectoral Fluctuations Non-Cointegration and Econometric Evaluation of Models. Non- cointegration and econometric evaluation of models of regional shift and share.

Working paper No 3. National Bureau of Economic Research. Doan T, Litterman R. Econometric Review 3: 1. Regional Studies 2. Halsted Press, New York.

Google Scholar. Harvey AC (1. Forecasting structural time series models and the Kalman filter. An equilibrium economic theory is presented to argue for the plausibility of cointegration, however, regional economic forecasting using the shift and share framework often acts as if Author: Gabriel Rodríguez.

Non-cointegration and econometric evaluation of models of regional shift and share On the determination of regional base and regional base multipliers On the theory of growth controls.

Versions of this paper have been presented at the Conferences `The Econometrics of Policy Evaluation' in Paris 10–, the Norwegian Economists' Conference at the Norwegian School of Business and Administration, Bergen 04‐, The Project LINK Fall Meeting in Athens –, Econometric Society European Meeting in Cited by: 9 Switching models Motivations Seasonalities in financial markets: introduction and literature review Modelling seasonality in financial data Estimating simple piecewise linear functions Markov switching models A Markov switching model for the real exchange rate A Markov switching model for the gilt--equity yield.

This paper is organised as follows: Section 2 provides the theoretical background for the possible interaction between ICT infrastructure and economic growth; the third section presents a review of the related literature; the data and empirical models are presented in Section 4; an econometric analysis of the scenario and the empirical results Cited by: In contrast to the models proposed by Oh and Lee () a considerable amount of the economic development literature has paid attention to agglomeration special effects in developing markets.

According to Moreno-Monroy () urbanization is a major indicator of the home country viewpoint of emerging markets. We used the Bootstrap Autoregressive Distributed Lagged Model (ARDL) method to test the relationship among BRICS (Brazil, Russia, India, China, and South Africa) countries’ trade, foreign direct investment (FDI), and CO2 emissions.

We found that Brazil’s CO2 emissions and FDI have a cointegration relationship with the trade on the lag of : Fumei He, Ke-Chiun Chang, Min Li, Xueping Li, Fangjhy Li. (b) The null hypothesis for the ADF and Z t tests is non-stationarity (or non-cointegration). The critical values (from Phillips and Ouliaris ()) are − at the 5 per cent level and − at the 10 per cent level.

For the other imports equation without relative prices. Full text of "USPTO Patents Application " See other formats. Simulation studies corroborate the theory and the asymptotics.

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Long-run income convergence is investigated in the US context. We employ a novel pair-wise econometric procedure based on a probabilistic definition of convergence.

The time-series properties of all the possible regional income pairs are examined by means of unit root and non-cointegration tests where inference is based on the fraction of. Commentaires. Transcription. Untitled. Other titles in the series: G. Maddala Limited-dependent and qualitative variables in econometrics, 0 5 Gerard Debreu Mathematical economics: Twenty papers of Gerard Debreu, 0 2 Jean-Michel Grandmont Money and value: A reconsideration of classical and neoclassical monetary economics, 0 3 Franklin M.

Fisher. Financial Econometrics Set against a backdrop of rapid expansions of interest in the modelling and analysis of financial data and the problems to which they are applied, this textbook, now in its second edition, offers an overview and discussion of the contemporary topics surrounding financial econometrics, covering all major developments in the area in recent years in an informative and.Time Series Econometrics Using Microfit Ma | Author: mahram | Category: Vector Autoregression, Ordinary Least Squares, Instrumental Variable.

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