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14 results for “JEL Classification”
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Research ArticleOpen accessIn the keywordsStock Return, Growth and Inflation in India: Analysis of Stochastic Seasonality, Impulse Response and Multivariate GARCHPanchanan DasThis study analyses the empirical interdependence among asset returns, industrial growth and inflation after controlling for interest rate by considering stochastic seasonality and conditional volatility with monthly time series in India. The HEGY unit root test suggests that industrial growth and inflation experience only stochastic trend and no persistent stochastic behaviour at any other seasonal frequencies, while stock return follows … …American Journal of Applied Sciences, Vol. 18, Issue 1 · 3 May 2021 · 7,344 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMonetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation in GhanaRichard Kwabi Ayisi, Joseph AduMonetary policy assessment in Ghana has been conducted using vector auto-regression. This however, presumes stability of long run outcomes and particularly ignores monetary policy regime changes that has characterized the economy overtime. This study thus introduced the possibility of switches in the long run equilibrium in co-integrated vector auto-regression by allowing both the covariance and weighting matrix in the error-correction … …American Journal of Economics and Business Administration, Vol. 8, Issue 2 · 18 Mar 2017 · 8,548 accessesView PDFCite
Research ArticleOpen accessIn the keywordsThe use of Expected Utility Theory (EUT) in Taxpayers' Behaviour ModellingFarid Ameur, Mohamed TkiouatIn this study, we analyze taxpayers' behaviour regarding tax system. We present a theoretical study of a model pre established by other authors based on the expected utility theory; taxpayer's behavior is assumed to be risk-averse. We have released some conditions of this model and we have introduced a new parameter reflecting the efficiency of tax control; we found that … …American Journal of Applied Sciences, Vol. 14, Issue 2 · 5 Feb 2017 · 7,522 accessesView PDFCite
Research ArticleOpen accessIn the keywordsTesting VaR Accuracy for CDS Portfolios Using Historical Simulation and Delta-Normal ModelsViviane Y. NaimyThis paper studies the accuracy of the VaR using the Delta-Normal and Historical approaches in measuring the risk of CDS portfolios in three different zones, US, Europe and Asia, for the period March 2013-November 2015. The portfolios consist exclusively of CDS of high rated banks and financial institutions. We found that at the 95% confidence level both approaches were accurate … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 16 Apr 2016 · 7,499 accessesView PDFCite
Research ArticleOpen accessIn the keywordsModeling the Impact of Taxes on Economic Growth with Regional Resource PotentialOleg Tsepelev, Maria KakaulinaThis study deals with estimation problems for optimal tax burdens in relation to regional economic growth. Theoretical, methodological and empirical base of the research were the concept of the Laffer curve, the materials of the National Research University, Higher School of Economics of the Russian Federation, Ministry of Natural Resources and Environment of the Russian Federation, Federal Service of State … …American Journal of Applied Sciences, Vol. 12, Issue 5 · 7 Jul 2015 · 6,540 accessesView PDFCite
Research ArticleOpen accessIn the keywordsTrade Linkages between Malaysia and the OIC Member Countries: Empirical Evidence Based on Gravity ModelIrwan Shah Zainal Abidin, Mohd Dan Jantan, Nurulhuda Mohd Satar, Muhammad HaseebThis study examines trade relations between Malaysia and 55 of the Organization of Islamic Cooperation (OIC) member countries for the period of 1995 to 2012. Applying the Trade Gravity Model (TGM), the study will isolate factors that determine Malaysia-OIC trade measured by Malaysian exports to OIC member countries. Since the series are integrated of order 1 and appear to be … …American Journal of Applied Sciences, Vol. 11, Issue 11 · 7 Jan 2015 · 7,599 accessesView PDFCite
Research ArticleOpen accessIn the keywordsDeterminants of Success within an Integrated Business Curriculum Context: An Econometric AssessmentIsmail H. Genc, Selahattin BekmezThis paper studies an ongoing curriculum innovation at the College of Business and Economics at the University of Idaho, with junior level economics and business classes under one common team taught course, the Integrated Business Curriculum (IBC), instead of independent classes. In our study, there were six modules (classes) within IBC. The students were required to form teams, along with … …Journal of Social Sciences, Vol. 4, Issue 3 · 30 Sep 2008 · 7,671 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Laboratory Study of Bayesian Updating in Small Feedback-Based Decision ProblemsTakemi Fujikawa, Sobei H. OdaThis study explores small feedback-based decision problems experimentally. Conducted were the experiments in which the decision-maker’s payoff distribution was limited to either favorable distribution or unfavorable distribution. The first remarkable observation revealed complexity/loss aversion in the experiment. The second observation included the law of small numbers. Deviations from maximization were also observed. Finally, we investigated the imperfect Bayesian decision-makers observed … …American Journal of Applied Sciences, Vol. 2, Issue 7 · 31 Jul 2005 · 6,754 accessesView PDFCite
Research ArticleOpen accessIn the keywordsDuration Modeling in Undergraduate Econometrics Curriculum via ExcelIsmail H. GencThe main goal of an Econometrics course is to prepare students for more advanced levels of study and make them able to cope with the empirical problems they are likely to face. In recent years, there has been a tendency to purge merely theoretical topics from the econometric textbooks by including only time honored methods. Survival analysis, however, has so … …American Journal of Applied Sciences, Vol. 1, Issue 4 · 31 Dec 2004 · 7,053 accessesView PDFCite
Research ArticleOpen accessIn the keywordsRevisiting the Unit Root Hypothesis and Structural Break: Asia and Emerging Economies Foreign Exchange MarketsChristopher Gan, Sirimon Treepongkaruna, Hue Hwa Au YongThis study examines the stationary of ten Asian and for emerging Foreign Exchange (FX) rates during the 1990s. The paper employs the Augmented Dickey-Fuller (ADF) unit root test to the following FX rates: Hong Kong Dollar (HKD) Japanese Yen (JPY), South Korean won (KRW) new Taiwan dollar (TWN), Chinese Renminbl (CHR), Indonesia Rupiah (IDR), Malaysian Ringgit (MYR), Singapore Dollar (SGD), … …American Journal of Applied Sciences, Vol. 1, Issue 1 · 31 Mar 2004 · 6,952 accessesView PDFCite