Corpus ID: 150921187

Modelling Dynamic Systems Using PcGive

  title={Modelling Dynamic Systems Using PcGive},
  author={J. Doornik and D. Hendry},
The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal
The purpose of this paper is to test the (rational) expectations hypothesis of the term structure of interest rates using Portuguese data for the interbank money market. The results obtained supportExpand
The Role of Remittances in Migration Decision: Evidence from Turkish Migration
In this study we analyse the impact of workers’ remittances on the decision to migrate by means of cointegration analysis. In traditional migration theories, especially in human capital models, theExpand
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union
This paper provides evidence on price markup and inflation dynamics in Italy over the period 1970-1998. We investigate the price mark-up on imported and labor costs and its relation to inflation,Expand
Progress from Forecast Failure - the Norwegian Consumption Function
After a forecast failure, a respecification is usually necessary to account for the data ex post, in which case there is a gain in knowledge as a result of the forecast failure. Using NorwegianExpand
Migration-Induced Women's Empowerment: The Case of Turkey
Migration not only contributes to development through financial remittances, but also through flows of knowledge and through the diffusion of social, cultural and political norms and values. In fact,Expand
Common Stochastic Trends and Long-Run Price Leadership in the US Gasoline Market
This paper investigates long-run price leadership in the US gasoline market. Cointegration and common stochastic trends are reviewed, and the concept of longrun price leadership is discussed in theExpand
I ( 2 ) Cointegration Analysis in the Presence of Deterministic Shifts
This paper investigates limit theory for the likelihood analysis of an I(2) cointegrated vector autoregressive (VAR) model in the presence of deterministic shifts. A log likelihood ratio (logLR) testExpand
A Comparison of the Translog and Almost Ideal Demand Models
A version of the Translog demand system is compared with the Almost Ideal demand model within a time series setting, where variables are nonstationary, by testing both models for the theoreticalExpand
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview
The notion of cointegration has lead to a renewed interest in the identification and estimation of structural relations among economic time series, a field to which Henri Theil has made manyExpand
An empirical analysis of Diaspora bonds By Ş ule AKKOYUNLU
This study is the first to investigate theoretically and empirically the determinants of Diaspora Bonds for eight developing countries (Bangladesh, Ethiopia, Ghana, India, Lebanon, Pakistan, theExpand