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  • Journals
  • Articles  (131)
  • business ethics  (50)
  • C32  (42)
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  • Springer  (131)
  • Economics  (129)
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  • 1
    Electronic Resource
    Electronic Resource
    A dynamic specification of an AIDS import allocation model (1993)
    Springer
    Empirical economics 18 (1993), S. 57-73 
    Details
    ISSN: 1435-8921
    Keywords: C12 ; C32 ; C52 ; F14
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract In this paper we use the first-order autoregressive scheme in order to introduce dynamics into the AIDS model. We also consider the theoretical restrictions of additivity, homogeneity and symmetry, and use two different specifications of the covariance matrix. We estimate the models using import allocation data for the UK 1952–1979 of five EEC countries and test different specifications against each other.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01238879
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  • 2
    Electronic Resource
    Electronic Resource
    Seasonality in macroeconomic time series (1993)
    Springer
    Empirical economics 18 (1993), S. 321-335 
    Details
    ISSN: 1435-8921
    Keywords: Deterministic or stochastic seasonality ; seasonal integration ; C32
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Recently, the seasonal characteristics of macroeconomic time series have drawn a lot of attention. It has been argued that the seasonal component of many macroeconomic time series constitutes a major part of the series measured as a proportion of the variance. In addition it has been found that the seasonal component of most macroeconomic time series is constant and best “explained” by seasonal dummies. Specifically it is often found that a Christmas boom is followed by a beginning of the year trough. Based on quarterly and monthly macroeconomic time series from a large number of countries this paper shows that many macroeconomic time series have seasonal components that are changing over time. Furthermore, the Christmas boom and especially the 1st quarter trough is not found nearly as often as one might expect.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205406
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  • 3
    Electronic Resource
    Electronic Resource
    New developments in time series econometrics: An overview (1993)
    Springer
    Empirical economics 18 (1993), S. 557-564 
    Details
    ISSN: 1435-8921
    Keywords: C1 ; C22 ; C32 ; C52
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205411
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  • 4
    Electronic Resource
    Electronic Resource
    Usefulness of linear transformations in multivariate time-series analysis (1993)
    Springer
    Empirical economics 18 (1993), S. 567-593 
    Details
    ISSN: 1435-8921
    Keywords: C32 ; C51
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Much progress has been made in recent years in multivariate time-series analysis. In this paper we summarize some of the methodological developments that are particularly relevant to empirical economics and highlight especially the usefulness of linear transformations in analyzing multivariate time series. The topics considered include vector ARMA models, principal component analysis, scalar component models, canonical correlation analyses, co-integration, and unit-root tests. We illustrate the methods considered by an example using Taiwan's interest-rate series and provide critiques of these developments.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205412
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  • 5
    Electronic Resource
    Electronic Resource
    Adjustment costs and time-to-build in factor demand in the U.S. manufacturing industry (1993)
    Springer
    Empirical economics 18 (1993), S. 639-671 
    Details
    ISSN: 1435-8921
    Keywords: factor demand models ; adjustment costs ; gestation lags ; C32 ; C5 ; E22
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract In order to explain cyclical behavior of factor demand, the static neoclassical model of the firm has been extended to include either adjustment costs (e.g. Lucas (1967)) or time-to-build considerations as in Kydland and Prescott (1982). This paper presents an intertemporal factor demand model which accounts for adjustment costs and gestation lags. The closed form solution of the model is a highly restricted vector ARMA-process that is estimated using quarterly data for the manufacturing industry in the U.S., 1960–1988. The main conclusion is that both sources of dynamics of factor demand are identifiable and found to be empirically of importance.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205415
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  • 6
    Electronic Resource
    Electronic Resource
    Does exchange rate volatility hinder export growth? (1994)
    Springer
    Empirical economics 19 (1994), S. 371-396 
    Details
    ISSN: 1435-8921
    Keywords: C32 ; F31
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract The paper examines the impact of exchange rate volatility on trade using an ARCH-in-mean model. The advantages of this statistical approach vis-a-vis earlier approaches is that it provides more efficient coefficient estimates and avoids the problem of spurious regressions. Exchange rate volatility was found to have a negative impact on Canadian and Japanese exports to the United States and on Australian exports to the world. For Sweden, the United Kingdom and the Netherlands, the relationship was found to be positive. The magnitude of the impact of a 10% increase in exchange rate volatility on export volumes was found to range from a reduction of 7.4% (Canada) to an increase of 5% (Sweden). The results indicate that exports invoiced in the importer's currency are affected negatively by exchange rate volatility, and exports invoiced in the exporter's currency are affected positively. A partial equilibrium, profit maximization model is derived to support these findings.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205944
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  • 7
    Electronic Resource
    Electronic Resource
    Mechanical detrending by Hodrick-Prescott filtering: A note (1994)
    Springer
    Empirical economics 19 (1994), S. 493-500 
    Details
    ISSN: 1435-8921
    Keywords: C32 ; E32
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract The Hodrick-Prescott filter is widely used to extract cyclical movements about trend in macroeconomic time series. The filter is based on the assumption that nonstationary movements in time series are captured by smooth and slowly changing trends. This note shows that applying the Hodrick-Prescott filter to time series with stochastic trends may extract cyclical movements which are entirely spurious.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205950
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  • 8
    Electronic Resource
    Electronic Resource
    BVAR models with economic priors: An application to the propagation of U.S. regional cycles to Canada (1994)
    Springer
    Empirical economics 19 (1994), S. 675-690 
    Details
    ISSN: 1435-8921
    Keywords: C11 ; C32 ; C53 ; E32 ; F15 ; O18
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract To overcome the over-parameterization problems typically associated with the estimation of large VAR systems, Litterman (1979, 1986) and Doan, Litterman, and Sims (1984) have proposed the inclusion ofstatistical a priori information. In this paper, we investigate how economica priori information based on regional input-output tables and trade flows statistics could help estimate a large U.S.-Canadian regional model. Instead of relying on the usual Choleski factorization, we present the variance decomposition based on a national-regional unobservable variables model. Using monthly series (total employment, 1966:1-1986:12) on five Canadian regions and four U.S. ones, we are able to characterize the north-south propagation mechanism.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205823
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  • 9
    Electronic Resource
    Electronic Resource
    Seasonality and stochastic trends in German consumption and income, 1960.1–1987.4 (1995)
    Springer
    Empirical economics 20 (1995), S. 109-132 
    Details
    ISSN: 1435-8921
    Keywords: C22 ; C32
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract The quarterly time series of German consumption and income are analyzed with respect to seasonality and stochastic trends. It emerges that both variables can be appropriately described by a periodically integrated autoregression. An implication is that the stochastic trend and the seasonal fluctuations are not independent for each of the univariate series. In order to test for cointegration across the two series, we propose several methods which take account of the relationship between seasons and trends in the univariate series. Some of these methods boil down to extracting the stochastic trend from the univariate series in a first step and to relating these trends using cointegration techniques in a second step. Another method is an extension of the Johansen cointegration testing approach to periodic vector autoregressions. Monte Carlo simulations are used to evaluate the empirical performance of the various methods. The main empirical result is that only in the first quarter there seems to be cointegration between German consumption and income.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01235160
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  • 10
    Electronic Resource
    Electronic Resource
    Alcohol content and demand for alcoholic beverages: A system approach (1995)
    Springer
    Empirical economics 20 (1995), S. 75-92 
    Details
    ISSN: 1435-8921
    Keywords: C32 ; O12
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This paper examines how alcohol content affects the consumption of alcoholic beverages in Finland. Three different quality hypotheses are studied and compared: Fisher and Shell, Theil, and an additive one. The comparison of the hypotheses is based on quality elasticities implied by the hypotheses. The results show that, under all hypotheses, alcohol content positively affects the demand for alcoholic beverages, and this effect depends negatively on income. The results of the comparison of the hypotheses show that the additive fits the data best. However, the other hypotheses are almost as good: Fisher and Shell's hypothesis better than Theil's. I would like to thank K. Koskela, A. Nyberg, M. Salo, M. Stenius, and I. Suoniemi for their useful comments and suggestions. The author bears sole responsibility for any remaining errors.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01235158
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