Time Series Analysis of Export Demand Equations

Download Time Series Analysis of Export Demand Equations PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1451923589
Total Pages : 30 pages
Book Rating : 4.4/5 (519 download)

DOWNLOAD NOW!


Book Synopsis Time Series Analysis of Export Demand Equations by : Mr.Abdelhak Senhadji

Download or read book Time Series Analysis of Export Demand Equations written by Mr.Abdelhak Senhadji and published by International Monetary Fund. This book was released on 1998-10-01 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper estimates export demand elasticities for a large number of developing and developed countries, using time-series techniques that account for the nonstationarity in the data. The average long-run price and income elasticities are found to be approximately -1 and 1.5, respectively. Thus, exports do react to both the trade partners’ income and to relative prices. Africa faces the lowest income elasticities for its exports, while Asia has both the highest income and price elasticities. The price and income elasticity estimates have good statistical properties.

Time Series Analysis of Export Demand Equations

Download Time Series Analysis of Export Demand Equations PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (129 download)

DOWNLOAD NOW!


Book Synopsis Time Series Analysis of Export Demand Equations by : Abdelhak Senhadji

Download or read book Time Series Analysis of Export Demand Equations written by Abdelhak Senhadji and published by . This book was released on 2006 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper estimates export demand elasticities for a large number of developing and developed countries, using time-series techniques that account for the nonstationarity in the data. The average long-run price and income elasticities are found to be approximately -1 and 1.5, respectively. Thus, exports do react to both the trade partners` income and to relative prices. Africa faces the lowest income elasticities for its exports, while Asia has both the highest income and price elasticities. The price and income elasticity estimates have good statistical properties.

Time-Series Estimation of Structural Import Demand Equations

Download Time-Series Estimation of Structural Import Demand Equations PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1451855346
Total Pages : 30 pages
Book Rating : 4.4/5 (518 download)

DOWNLOAD NOW!


Book Synopsis Time-Series Estimation of Structural Import Demand Equations by : Mr.Abdelhak Senhadji

Download or read book Time-Series Estimation of Structural Import Demand Equations written by Mr.Abdelhak Senhadji and published by International Monetary Fund. This book was released on 1997-10-01 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper derives a structural import demand equation and estimates it for a large number of countries, using recent time series techniques that address the problem of nonstationarity. Because the statistical properties of the different estimators have been derived only asymptotically, econometric theory does not offer any guidance when it comes to comparing different estimators in small samples. Consequently, the paper derives the small-sample properties of both the ordinary-least-squares (OLS) and the fully-modified (FM) estimators using Monte Carlo methods. It is shown that FM dominates OLS for both the short- and long-run elasticities.

Quantitative International Economics

Download Quantitative International Economics PDF Online Free

Author :
Publisher : Routledge
ISBN 13 : 1351495224
Total Pages : 209 pages
Book Rating : 4.3/5 (514 download)

DOWNLOAD NOW!


Book Synopsis Quantitative International Economics by : Edward E. Leamer

Download or read book Quantitative International Economics written by Edward E. Leamer and published by Routledge. This book was released on 2017-09-04 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: This distinctive book sets forth, on an advanced level, various methods for the quantitative measurement of important relationships at issue in areas of the balance of payments and international trade and welfare. The results achieved in recent studies are presented and the directions for new research are indicated. This book is composed of two main parts.Part I deals with the balance of payments and consists of the first half of the book. One of the longest and almost important chapters of this part talks about, at length the time-series analysis of the demand for imports and exports from the point of view of an individual country. This subject has a long and somewhat checkered history dating from the 1940's, when a number of estimates using least squares multiple regression methods were made of import and export demand functions for the interwar period. The noteworthy feature of many of these estimates was that they suggested relatively low price elasticities of demand in international trade. The implication was thus drawn that the international price mechanism could not be relied on for balance-of payments adjustment purposes.This book talks about the topics of theory and measurement of the elasticity of substitution in international trade, estimating the international capital movements, and forecasting and policy analysis with econometric models. Part II deals with international trade and welfare. While, there are many other books dealing with trade theory, this title focuses on a narrower range of topics that are not always mentioned or understood by individuals, such as the theory and measurement of trade dependence and interdependence, the analysis of the component factors a country has that affects how its export growth is over time, and the welfare effects of trade liberalizationThis book serves as a guide and reference work for economics graduate students, academicians, and practicing economists in private and governmental circles. They will find this book

Time-Series Estimation of Structural Import Demand Equations

Download Time-Series Estimation of Structural Import Demand Equations PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (129 download)

DOWNLOAD NOW!


Book Synopsis Time-Series Estimation of Structural Import Demand Equations by : Abdelhak Senhadji

Download or read book Time-Series Estimation of Structural Import Demand Equations written by Abdelhak Senhadji and published by . This book was released on 2006 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper derives a structural import demand equation and estimates it for a large number of countries, using recent time series techniques that address the problem of nonstationarity. Because the statistical properties of the different estimators have been derived only asymptotically, econometric theory does not offer any guidance when it comes to comparing different estimators in small samples. Consequently, the paper derives the small-sample properties of both the ordinary-least-squares (OLS) and the fully-modified (FM) estimators using Monte Carlo methods. It is shown that FM dominates OLS for both the short- and long-run elasticities.

Time-series Estimations of Structural Import Demand Equations

Download Time-series Estimations of Structural Import Demand Equations PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (99 download)

DOWNLOAD NOW!


Book Synopsis Time-series Estimations of Structural Import Demand Equations by : Abdelhak Senhadji

Download or read book Time-series Estimations of Structural Import Demand Equations written by Abdelhak Senhadji and published by . This book was released on 1997 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Empirical Literature on the U.S. Balance of Trade

Download Empirical Literature on the U.S. Balance of Trade PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 130 pages
Book Rating : 4.3/5 (512 download)

DOWNLOAD NOW!


Book Synopsis Empirical Literature on the U.S. Balance of Trade by : Charles K. Harley

Download or read book Empirical Literature on the U.S. Balance of Trade written by Charles K. Harley and published by . This book was released on 1967 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:

IMF Staff papers, Volume 46 No. 3

Download IMF Staff papers, Volume 46 No. 3 PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1451973683
Total Pages : 104 pages
Book Rating : 4.4/5 (519 download)

DOWNLOAD NOW!


Book Synopsis IMF Staff papers, Volume 46 No. 3 by : International Monetary Fund. Research Dept.

Download or read book IMF Staff papers, Volume 46 No. 3 written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 1999-01-01 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines determinants and leading indicators of banking crises. The paper examines episodes of banking system distress and crisis in a large sample of countries to identify which macroeconomic and financial variables can be useful leading indicators. The best warning signs of the recent Asian crises were proxies for the vulnerability of the banking and corporate sector. Full-blown banking crises are shown to be associated more with external developments, and domestic variables are the main leading indicators of severe but contained banking distress.

Time Series Analysis in Measurement of Demand (Classic Reprint)

Download Time Series Analysis in Measurement of Demand (Classic Reprint) PDF Online Free

Author :
Publisher : Forgotten Books
ISBN 13 : 9781390320527
Total Pages : 26 pages
Book Rating : 4.3/5 (25 download)

DOWNLOAD NOW!


Book Synopsis Time Series Analysis in Measurement of Demand (Classic Reprint) by : Anthony S. Rojko

Download or read book Time Series Analysis in Measurement of Demand (Classic Reprint) written by Anthony S. Rojko and published by Forgotten Books. This book was released on 2018-09-13 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from Time Series Analysis in Measurement of Demand In econometric literature, these equations are usually referred to as reduced form equations. Reduced form equations are equations that result when each endogenous variable in a system of equations is written as a linear function of all of the predetermined variables in the system. The circumstances, they may be (1) algebraically derived from the structural coefficients or (2) fitted by least squares. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

Modern Time Series Analysis in Forest Products Markets

Download Modern Time Series Analysis in Forest Products Markets PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 9401147728
Total Pages : 220 pages
Book Rating : 4.4/5 (11 download)

DOWNLOAD NOW!


Book Synopsis Modern Time Series Analysis in Forest Products Markets by : Jens Abildtrup

Download or read book Modern Time Series Analysis in Forest Products Markets written by Jens Abildtrup and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume comprises fifteen papers exploring the consequences of applying modern time-series methods, particularly co-integrated time-series methods, for the analysis of forest economics problems. The methods represent the forefront of econometrics in this area, and the volume is the first of its kind. An introductory paper explains the econometrics of unit-root processes. Much of what follows in the other papers depends upon only a few of the ideas presented in the introduction. The volume includes tests of, e.g., the Law of One Price, land valuation models, demand and supply models, Granger-causality, and forecast models. The reader will learn a great deal about forest economies, particularly in Northern Europe, and about the practical use of modern time-series methods. The methods presented are applicable to other fields of economics. The volume is aimed at researchers in applied economics and as a supplement to (advanced) theoretical textbooks, mainly in Natural Resource Economics.

Advances in Management Research

Download Advances in Management Research PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 1000736490
Total Pages : 305 pages
Book Rating : 4.0/5 (7 download)

DOWNLOAD NOW!


Book Synopsis Advances in Management Research by : Avinash K. Shrivastava

Download or read book Advances in Management Research written by Avinash K. Shrivastava and published by CRC Press. This book was released on 2019-11-18 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers advancements across business domains in knowledge and information management. It presents research trends in the fields of management, innovation, and technology, and is composed of research papers that show applications of IT, analytics, and business operations in industry and in educational institutions. It offers a combination of scientific research methods and concepts, with contributions from globally renowned authors; presents various management domains from a number of countries for a global perspective; and provides a unique combination of topics and methods while giving insights on the management domain using a holistic approach. The book provides scholars with a platform to derive maximum utility in the area of management, research, and technology by subscribing to the idea of managing business through performance and management technology.

A Method for Calculating Export Supply and Import Demand Elasticities

Download A Method for Calculating Export Supply and Import Demand Elasticities PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1455202142
Total Pages : 42 pages
Book Rating : 4.4/5 (552 download)

DOWNLOAD NOW!


Book Synopsis A Method for Calculating Export Supply and Import Demand Elasticities by : Mr.Stephen Tokarick

Download or read book A Method for Calculating Export Supply and Import Demand Elasticities written by Mr.Stephen Tokarick and published by International Monetary Fund. This book was released on 2010-07-01 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trade elasticities are often needed in applied country work for various purposes and this paper describes a method for estimating import demand and export supply elasticities withoutusing econometrics. The paper reports empirical estimates of these elasticities for a large number of low, middle, and upper income countries. One task for which trade elasticities are needed is in developing exchange rate assessments and this paper shows how the estimated elasticities can be used for this purpose.

Demand and Supply of Aggregate Exports of Goods and Services

Download Demand and Supply of Aggregate Exports of Goods and Services PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 9783540222941
Total Pages : 262 pages
Book Rating : 4.2/5 (229 download)

DOWNLOAD NOW!


Book Synopsis Demand and Supply of Aggregate Exports of Goods and Services by : Hubert M. Strauss

Download or read book Demand and Supply of Aggregate Exports of Goods and Services written by Hubert M. Strauss and published by Springer Science & Business Media. This book was released on 2004 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Exchange Rate Volatility and International Agricultural Trade

Download Exchange Rate Volatility and International Agricultural Trade PDF Online Free

Author :
Publisher : Captus Press
ISBN 13 : 9781553220435
Total Pages : 184 pages
Book Rating : 4.2/5 (24 download)

DOWNLOAD NOW!


Book Synopsis Exchange Rate Volatility and International Agricultural Trade by : Suchada Vichitakul Langley

Download or read book Exchange Rate Volatility and International Agricultural Trade written by Suchada Vichitakul Langley and published by Captus Press. This book was released on 2002 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Price Elasticity of Export Demand

Download Price Elasticity of Export Demand PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (31 download)

DOWNLOAD NOW!


Book Synopsis Price Elasticity of Export Demand by : Walter H. Gardiner

Download or read book Price Elasticity of Export Demand written by Walter H. Gardiner and published by . This book was released on 1987 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Cambridge Multisectoral Dynamic Model

Download The Cambridge Multisectoral Dynamic Model PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521330046
Total Pages : 540 pages
Book Rating : 4.3/5 (3 download)

DOWNLOAD NOW!


Book Synopsis The Cambridge Multisectoral Dynamic Model by : Terry Barker

Download or read book The Cambridge Multisectoral Dynamic Model written by Terry Barker and published by Cambridge University Press. This book was released on 1987 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 1998 book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain range). Such variables are involved, for example, in models of occupational choice, choice of tenture in housing, and choice of type of schooling. Models with regulated prices and rationing and models for program evaluation also represent areas of application for the techniques presented by the author.

Income and Exchange Rate Elasticity of Imports and Exports

Download Income and Exchange Rate Elasticity of Imports and Exports PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 35 pages
Book Rating : 4.:/5 (129 download)

DOWNLOAD NOW!


Book Synopsis Income and Exchange Rate Elasticity of Imports and Exports by : Sandeep Ramesh

Download or read book Income and Exchange Rate Elasticity of Imports and Exports written by Sandeep Ramesh and published by . This book was released on 2006 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the income and exchange rate elasticities of imports and exports for India. We use annual time series data to estimate the Import and Export demand functions for India to investigate income and exchange rate elasticities. Due to non-stationarity of data series used in the estimation (as verified by Augmented-Dickey-Fuller [ADF] test) Johansen Co-integration Test is used to establish the cointegration between hypothesized multi-variate log-linear import and export demand function. The cointegration coefficients are estimated using the Vector Error Correction Model [VECM]. Although considerable variations exist in the results, exchange rate elasticity of imports and exports suggest that Marshall-Lerner condition does not hold in India at present. Varying degree of J-curve effects are seen in the case of devaluation of Rupee [1966 amp; 1991]. Income elasticity of imports establishes that Elasticity Puzzle does not exist in the case of India. These results are contrary to the existing empirical studies. The observed statistics have been intuitively reasoned in light of India's current macroeconomic scenario.