Applied Econometrics
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Recent papers in Applied Econometrics
This study investigates the relationship between exports, foreign direct investments (FDI) and economic growth in five Eurozone countries (Greece, Portugal, Ireland, Spain, and Italy) using panel data for the period 1970 to 2011. The... more
Purpose – The purpose of this paper is to examine the short-run and the long-run relationships between Islamic banking development and economic growth in the case of Indonesia. Design/methodology/approach – Using quarterly data... more
Bangladesh being a developing country, always tries to control the market prices of coarse rice for stable political and social condition. The main aim of this paper is to find out appropriate deterministic time series model using the... more
A wide variety of wines are sold in the Argentine retail wine market, both in specialized stores and supermarkets. There are several wine segments according to their degree of vertical differentiation, each with additional differentiation... more
This study contributes to the stock returns-inflation relation literature in developing countries by revisiting the issue with reference to the emerging economy, India. More specifically, it tests whether the Indian stock market provides... more
Background: Helicobacter pylori may cause many gastrointestinal problems in developing countries such as Iran. We aimed to analyze the cost-effectiveness and cost-utility of the test-and-treat and empirical treatment strategies in... more
The paper has provided theoretical extensions to the computations of nominal effective exchange rate and the real effective exchange rate over time. The extension took cognizance of the common base currency (USD) to which all currencies... more
Recent research argues that robots could replace workers in dangerous work environments to reduce occupational injuries. However, robot development and usage in most developing countries remain at an infant stage, robots may increase the... more
This paper presents several methods and discusses salient issues pertaining to the use of reduced-form models to estimate overcharges in antitrust matters (e.g., price-fixing) where “but-for” prices may be less than actual prices during... more
This research work is a contribution to the study of the problem of economic growth in Haiti. Indeed, since the end of the 20th century, the country has suffered from "economic dwarfism" characterized, among other things, by a relatively... more
This paper employs a recently developed parametric technique to obtain density forecasts for the Brazilian exchange rate, using the exchange rate options market. Empirical results suggest that the option market contains useful information... more
The main purpose of this study is to examine the effects of the exchange rates, international prices, and the demand shocks on inflation in Fiji Island. The study covered the annual data from 1975 to 2010.The variables are found to be... more
The paper examines the effect of FDI and its interaction with trade openness on income inequality in Nigeria. In doing this, the DOLS estimator is employed to analyse annual time series data covering the period from 1981 to 2015. The... more
The aim of the study is the relationship between foreign direct investments, exports and economic growth. The analysis of this study included E7 (Emerging 7) the so-called developing countries are Turkey, Mexico, China, India, Brazil,... more
The theft of electrical energy is one of the main problems faced by electricity distribution utilities, especially in developing countries. Aware of the difficulties in combating non-technical losses (NTLs) in Brazil, the National... more
Brazil, Russia, China, India, and the Republic of South Africa (BRICS) represent developing economies facing different energy and economic development challenges. The current study aims to predict energy consumption in BRICS at aggregate... more
In consideration of Nigeria's low access to electricity which has consistently been below 60% for nearly three decades, the study examines the development effect of energy poverty in the country. The S-estimation method of the robust... more
The power of Sectoral indices computed and published by stock exchanges, in the pricing of asset had been overlooked and existing literature on sectoral indices had been limited to influence of macroeconomic factors on them. The Single... more
ABSTRACT The increasing popularity of the stated preference (SP) approach, together with the strong recommendation to practitioners that whenever possible SP data should be mixed with revealed preference (RP) data, has revived old doubts... more
This paper analyzes empirically whether the exchange rates and crude oil prices have explanatory power over Indian Stock market prices or not. The data used for this study are daily stock price indexes of BSE Sensex, Crude oil price and... more
The rise of modern capitalism in the late eighteenth and early nineteenth centuries has brought significant changes to almost every aspect of social life, allowing women to enter the labour market and diminishing traditional gender-based... more
Through our project, we want to investigate the effect of policy uncertainty on the unemployment level and we expect to find a positive causal effect. An interesting debate has risen recently since many scholars argued that the... more
This study investigates the determinants of FDI inflows in sixteen Central and Eastern European (CEEC) by incorporating the traditional factors (GDP size and trade openness) with economic freedoms over the period 1996-2009. The study uses... more
In consideration of the adverse effect of currency substitution on the effectiveness of monetary policy, the determinants of currency substitution in Nigeria are investigated using a single linear regression model estimated with the fully... more
El presente trabajo propone la identificación de los factores que tienen efecto en la demanda de entradas al fútbol de primera división para el período comprendido entre agosto de 2006 y diciembre de 2016. Se trabaja con un panel de datos... more
Among other factors such as the employer’s willingness and ability to pay employees, as well as the employee’s acceptance rate, the important institutional role played by labour organizations has been identified through existing empirical... more
The purpose of this project is to construct an investment portfolio including 10 O&G equity instruments by minimising the risks in form of volatility and VaR. We shall namely collect historical share price data for 5 years in order to... more
Relatively little is known about the youth labour market in Mongolia. This paper studies returns to education of 15-29-year-olds by taking advantage of a recent ad hoc School to Work Transition Survey. Based on augmented Mincerian... more
Resumen El objetivo de esta investigación fue determinar el rendimiento académico percibido de los estudiantes universitarios y conocer si existe relación con las variables sexo, carrera y semestre, así como la relación con el promedio y... more