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Time-Series Econometrics Applied to Macroeconomic Issues
Jönköping University, Jönköping International Business School.
2001 (English)Doctoral thesis, monograph (Other scientific)
Abstract [en]

This doctoral dissertation is a collection of six articles. Special attention is paid to model specification and the time-series properties of the data applied in each case. The first two articles deal with fiscal policy in Sweden and the effects of EMU criteria convergence. Besides considering the integral and cointegral properties of the macroaggregates, fixed coefficients as well as random coefficients models are used to test the underlying hypotheses. The third article investigates the import demand function using the Johansen and Juselius procedure. The approach applied here is claimed to reveal the pertinent demand elasticities with more accuracy and reliability than other methods. In the fourth article, the long-run convergence between the trade balance and the terms of trade is explored. The fifth article investigates Balassa's export-led growth hypothesis for a panel of five countries by constructing VAR models. The Granger causality procedure, developed by Toda and Yamamoto, is used to improve the standard F-statistics in the causality test process. The objective of the last article is to test for informational efficiency of the Korean stock market by the bootstrap simulation technique.

Place, publisher, year, edition, pages
Jönköping: Internationella Handelshögskolan , 2001.
Series
JIBS Dissertation Series ; 7
Identifiers
URN: urn:nbn:se:hj:diva-203ISBN: 91-89164-21-0 (print)OAI: oai:DiVA.org:hj-203DiVA, id: diva2:3906
Public defence
2001-02-23, Sal B103, Internationella Handelshögskolan i Jönköping, 00:00
Available from: 2001-02-23 Created: 2001-02-23
List of papers
1. Fiscal Policy in Sweden: Effects of EMU Criteria Convergence
Open this publication in new window or tab >>Fiscal Policy in Sweden: Effects of EMU Criteria Convergence
2002 (English)In: Economic Modelling, ISSN 0264-9993, E-ISSN 1873-6122, Vol. 19, no 1, p. 121-136Article in journal (Refereed) Published
Identifiers
urn:nbn:se:hj:diva-1441 (URN)10.1016/S0264-9993(00)00066-3 (DOI)
Available from: 2001-02-23 Created: 2001-02-23 Last updated: 2017-12-11Bibliographically approved
2. Is Government's Budget Constraint Fulfilled in Sweden?: An Application of the Kalman Filter
Open this publication in new window or tab >>Is Government's Budget Constraint Fulfilled in Sweden?: An Application of the Kalman Filter
(English)Manuscript (Other academic)
National Category
Social Sciences
Identifiers
urn:nbn:se:hj:diva-1442 (URN)
Available from: 2001-02-23 Created: 2014-08-04 Last updated: 2010-01-13Bibliographically approved
3. Time-Series Support for Traditional Import Demand Behaviour: Evidence from Sweden
Open this publication in new window or tab >>Time-Series Support for Traditional Import Demand Behaviour: Evidence from Sweden
2000 (English)In: Southern Business and Economic Journal, ISSN 0743-779X, Vol. 23, no 2, p. 124-131Article in journal (Refereed) Published
Identifiers
urn:nbn:se:hj:diva-1443 (URN)
Available from: 2001-02-23 Created: 2001-02-23 Last updated: 2010-05-07Bibliographically approved
4.
The record could not be found. The reason may be that the record is no longer available or you may have typed in a wrong id in the address field.
5. Time-Series Evidence for Balassa's Export-Led Growth Hypothesis
Open this publication in new window or tab >>Time-Series Evidence for Balassa's Export-Led Growth Hypothesis
2000 (English)In: Journal of International Trade and Economic Development, ISSN 0963-8199, E-ISSN 1469-9559, Vol. 9, no 3, p. 355-365Article in journal (Refereed) Published
Identifiers
urn:nbn:se:hj:diva-1445 (URN)10.1080/09638190050086195 (DOI)
Available from: 2001-02-23 Created: 2001-02-23 Last updated: 2017-12-11Bibliographically approved
6. Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology
Open this publication in new window or tab >>Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology
2002 (English)In: Journal of Economic Integration, ISSN 1225-651X, Vol. 17, no 3, p. 517-526Article in journal (Refereed) Published
Identifiers
urn:nbn:se:hj:diva-1446 (URN)
Available from: 2001-02-23 Created: 2001-02-23 Last updated: 2010-05-07Bibliographically approved

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Citation style
  • apa
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Output format
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