Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados AgEcon (4) Autor Barossi-Filho, Milton (1) Carrera, Jorge Eduardo (1) Curwen, Reece (1) Diniz, Eliezer Martins (1) Feliz, Mariano (1) Goncalves Silva, Ricardo (1) Mugera, Amin W. (1) Panigo, Demian (1) Power, Gabriel J. (1) Turvey, Calum G. (1) White, Benedict (1) Wongsasutthikul, Paitoon (1) Mais... Palavra-chave Unit root (4) Structural breaks (2) Agribusiness (1) And C52 (1) Argentine macroeconomic variables (1) C3 (1) C33 (1) C5 (1) Cointegration and convergence (1) Cycles (1) Demand and Price Analysis (1) Deregulation (1) E3 (1) Economic growth (1) Financial Economics (1) Fractional Brownian Motion (1) Hurst exponent (1) Marketing (1) O47 (1) O50 (1) Mais... Tipo do documento Journal Article (2) Conference Paper or Presentation (1) Working or Discussion Paper (1) Ano 2011 (1) 2010 (1) 2005 (1) 2003 (1) País United States (4) Idioma Inglês (4)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 4 Primeira ... 1 ... Última The empirics of the Solow Growth Model: Long-term evidence. AgEcon Barossi-Filho, Milton; Goncalves Silva, Ricardo; Diniz, Eliezer Martins. In this paper we reassess the standard Solow growth model, using a dynamic panel data approach. A new methodology is chosen to deal with this problem. First, unit root tests for individual country time series were run. Second, panel data unit root and cointegration tests were performed. Finally, the panel cointegration dynamics is estimated by (DOLS) method. The resulting evidence supports roughly one-third capital share in income, a. Tipo: Journal Article Palavras-chave: Economic growth; Panel data; Unit root; Cointegration and convergence; O47; O50; O57; C33; And C52. Ano: 2005 URL: http://purl.umn.edu/37227 Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables AgEcon Carrera, Jorge Eduardo; Feliz, Mariano; Panigo, Demian. The low power of available econometric tests is an important problem in applied research on unit roots and related issues. Based on the principle of methodological triangulation, the problem should be analyzed from different points of view in order to increase the validity of the results. Following this approach a strategy to test the order of integration in time series is presented using a sequence of eleven consolidated tests. In this way it is possible to determine the persistence of shocks, to specify the best strategy for trend-cycle decomposition and to obtain additional information useful for public policies. As an application of the methodology, the integration properties in the main 14 Argentine macroeconomic variables are studied. A... Tipo: Journal Article Palavras-chave: Unit root; Persistence; Cycles; Structural breaks; Argentine macroeconomic variables; Research Methods/ Statistical Methods; C3; C5; E3. Ano: 2003 URL: http://purl.umn.edu/43989 Deregulation of the Australian Wheat Export Market: What Happened to Wheat Prices? AgEcon Curwen, Reece; Mugera, Amin W.; White, Benedict. This paper investigates whether deregulation of the Australian wheat export market induced a structural change in the price data generation process. We examine the unit root properties of Western Australian wheat prices by testing for the possibility of single and double structural breaks in the price series. Daily prices for the period 20th of May 2003 to 14th of September 2010 are used. We find that the wheat price series has a unit root with two structural breaks but neither break coincided with the time when the Wheat Export Marketing Act 2008 came into effect on 1 July 2008. We conclude that change in local market behaviour would have started prior to actual deregulation with subsequent effect on local price. Tipo: Working or Discussion Paper Palavras-chave: Deregulation; Unit root; Structural breaks; Wheat price; Agribusiness; Demand and Price Analysis; Marketing; Q13; Q18. Ano: 2011 URL: http://purl.umn.edu/102023 Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion AgEcon Wongsasutthikul, Paitoon; Turvey, Calum G.; Power, Gabriel J.. Economists who deal with time-series data usually take the unit root test as the ‘prerequisite’ test for a Brownian motion. It is typical for any researchers to apply a battery of well-known unit root tests to their models to confirm stationarity in the model specification. Nonetheless, often times, we see a conclusion that fail to reject the null in favor of the existence of unit root even though the model specification is such that the lag coefficients of an AR(q) process do not sum up to unity. In this study, we show that having the sum of the lag coefficients equals to unity is indeed a necessary and sufficient condition for the existence of a unit root. Hence, the aforementioned incident will lead to a type II error in the unit root determination. On... Tipo: Conference Paper or Presentation Palavras-chave: Unit root; Hurst exponent; Fractional Brownian Motion; Financial Economics; Risk and Uncertainty. Ano: 2010 URL: http://purl.umn.edu/60984 Registros recuperados: 4 Primeira ... 1 ... Última

Empresa Brasileira de Pesquisa Agropecuária - Embrapa Todos os direitos reservados, conforme Lei n° 9.610 Política de Privacidade Área restrita		Embrapa Parque Estação Biológica - PqEB s/n° Brasília, DF - Brasil - CEP 70770-901 Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco