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Browsing by Subject "C22"
Now showing items 1-8 of 8
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(Routledge, 2001)This paper estimates a simple model of exchange rate policy where the Central Bank optimises an objective function which takes into account competitiveness, its commitment to the EMU and the cost of adjustment. We allow ...
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(University College Dublin. School of Economics, 2005-11)This paper analyses the pure time-series properties of doctors’ fees in Ireland to assess whether a structural change in the series is observed at the time of the change in reimbursement in 1989. Such a break would be ...
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(University College Dublin. School of Economics, 2009-01-15)Deciding whether a time series that appears nonstationary is in fact fractionally integrated or subject to structural change is a diffcult task. However, various tests have recently been introduced for distinguishing long ...
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Is macroeconomic uncertainty bad for macroeconomic performance? Evidence from five Asian countries (University College Dublin. School of Business. Centre for Financial Markets, 2007-03)We use a very general bivariate GARCH-M model and quarterly data for five Asian countries to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth. Our evidence supports a number ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-02)We use a very general multivariate GARCH-M model and G7 monthly data covering the 1957-2003 period to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth.Our evidence supports ...
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(University College Dublin. School of Economics, 2007-11-17)This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (Ppp), focusing particularly on ...
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(University College Dublin. School of Economics, 2008-01)This paper shows that nonlinearity can provide an explanation for the forward exchange rate anomaly (Fama, 1984). Using sterling-Canadian dollar data, and modelling nonlinearity of unspecified form by means of a random ...
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(University College Dublin. School of Economics, 1994-08)This note examines the sensitivity of tests for homogeneity in demand systems to such factors as omitted variables and dynamic and stochastic specification. It estimates demand systems for Ireland using time-series data ...
Now showing items 1-8 of 8