Search results for "C33"

showing 10 items of 16 documents

New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks

2006

This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q2-1998:Q4. The econometric methods applied consist of combining the use of several unit root or stationarity tests designed for panels valid under cross-section dependence and presence of multiple structural breaks. Our results strongly support the fulfillment of the weak version of the RIRP for the studied period once dependence and structural breaks are accounted for.

Econometric methodsEconomicsEconometricsjel:F21jel:F32jel:C32Unit rootOecd countriesjel:C33Real interest rateParity (mathematics)Real interest rate parity economic integration panel data unit root tests structural breaks cross-section dependenceSSRN Electronic Journal
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How globalization is changing digital technology adoption: An international perspective

2021

Abstract This paper examines how globalization influences the adoption of digital technologies. The purpose of the paper is to explain how globalization affects new technology adoptions. We use country-level data from the globalization index (KOF), digital adoption index (DAI), global competitiveness index (GDI), and total factor productivity (TFP) on 183 countries and using advanced panel data modeling. Empirical findings show globalization can significantly affect technology adoption in all countries. The study's findings show globalization positively affects technology transfers and spillovers; here, using digital technology. Countries undergoing significant technological changes achieve…

Economics and EconometricsIndex (economics)GlobalizationDigital technology adoptionManagement of Technology and Innovation0502 economics and businessAZ20-999ddc:650EconomicsEconomic geographyBusiness and International ManagementTotal factor productivityC33Panel dataMarketingH1-99Technological change05 social sciencesPerspective (graphical)Convergence (economics)O14Social sciences (General)Random effect050211 marketingHistory of scholarship and learning. The humanitiesF6Globalization050203 business & managementPanel data
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A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data

2008

The aim of this paper is to consider multivariate stochastic volatility models for large dimensional datasets. We suggest the use of the principal component methodology of Stock and Watson [Stock, J.H., Watson, M.W., 2002. Macroeconomic forecasting using diffusion indices. Journal of Business and Economic Statistics, 20, 147–162] for the stochastic volatility factor model discussed by Harvey, Ruiz, and Shephard [Harvey, A.C., Ruiz, E., Shephard, N., 1994. Multivariate Stochastic Variance Models. Review of Economic Studies, 61, 247–264]. We provide theoretical and Monte Carlo results on this method and apply it to S&P data.

Economics and EconometricsMultivariate statisticsPrincipal componentsStochastic volatilityjel:C32jel:C33jel:G12Factor modelPrincipal component analysisEconometricsEconomicsStochastic volatility Factor models Principal componentsStochastic volatilityforecasting; stochastic volatility; large datasetFinanceFactor analysis
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Understanding german fdi in latin america and asia: a comparison of glm estimators

2020

The growth of Foreign Direct Investment (FDI) in developing countries over the last decade has attracted an intense academic and policy-oriented interest for its determinants. Despite the gravity model being considered a useful tool to approximate bilateral FDI flows, the literature has seen a growing debate in relation to its econometric specification, so that which is the best estimator for the gravity equation is far from conclusive. This paper examines the determinants of German outward FDI in Latin America and Asia for the period 1996-2012 by evaluating the performance of alternative Generalized Linear Model (GLM) estimators. Our findings indicate that Negative Binomial Pseudo Maximum …

Generalized linear modelLatin Americansfdi determinantsEconomics Econometrics and Finance (miscellaneous)gravity modelsNegative binomial distributionDeveloping countryForeign direct investmentDevelopmentgermany:CIENCIAS ECONÓMICAS [UNESCO]German0502 economics and businessddc:330EconometricsEconomicsC13050207 economicsC33050208 financelcsh:HB71-7405 social sciencesEstimatorlcsh:Economics as a scienceUNESCO::CIENCIAS ECONÓMICASgeneralized linear modelslanguage.human_languageGravity model of tradelanguageF21F23outward foreign direct investment
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A total of 220 patients with autosomal dominant spastic paraplegia do not display mutations in the SLC33A1 gene (SPG42).

2010

The most frequent causes of autosomal dominant (AD) hereditary spastic paraplegias (HSP) (ADHSP) are mutations in the SPAST gene (SPG4 locus). However, roughly 60% of patients are negative for SPAST mutations, despite their family history being compatible with AD inheritance. A mutation in the gene for an acetyl-CoA transporter (SLC33A1) has recently been reported in one Chinese family to cause ADHSP-type SPG42. In this study, we screened 220 independent SPAST mutation-negative ADHSP samples for mutations in the SLC33A1 gene by high-resolution melting curve analysis. Conspicuous samples were validated by direct sequencing. Moreover, copy number variations affecting SLC33A1 were screened by …

GeneticsParaplegiamedicine.diagnostic_testgenetics [Membrane Transport Proteins]Hereditary spastic paraplegiaSLC33A1 protein humanShort ReportMembrane Transport ProteinsLocus (genetics)BiologyGene mutationmedicine.diseaseGene dosagegenetics [Paraplegia]MutationGeneticsmedicineHumansCopy-number variationddc:610Family historyGeneGenetics (clinical)Genetic testingGenes Dominant
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Interest rate co-movements, global factors and the long end of the term spread

2012

The disconnect between rising short and low long interest rates has been a distinctive feature of the 2000s. Both research and policy circles have argued that international forces, such as global monetary policy (e.g. Rogoff, 2006); international business cycles (e.g. Borio and Filardo, 2007); or a global savings glut (e.g Bernanke, 2005) may be responsible. In this paper, we employ recent advances in panel data econometrics to document the disconnect and link it explicitly to the existence of a global latent factor that dominates the long end of the term spread for the recent period; the saving glut story emerges as the most likely contender for the global factor.

InflationEconomics and Econometricsmedia_common.quotation_subjectYield (finance)jel:E43Short interest rates Long interest rateInternational economicsjel:C33Short and Long Interest Rates Financial Globalization Panel Data Factor Modelsjel:F36Factor modelsHGjel:F01Term (time)Interest ratejel:G15EconomicsEmerging marketsFinanceFinancial globalizationPanel dataPanel dataFactor analysismedia_commonFinancial globalizationJournal of Banking & Finance
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Disaggregate Real Exchange Rate Behaviour

2007

In this paper, we re-examine the “PPP Puzzle” using sectoral disaggregated data. Specifically, we first analyse the mean reversion speeds of real exchange rates for a number of different sectors in eleven industrial economies and then focus on relating these rates to variables identified in the literature as key determinants of CPI-based real exchange rates, namely: the trade balance, productivity and the mark up. In particular, we seek to understand to what extent the relationships existing at the aggregate level are borne out at the disaggregate level. We believe that this analysis can help shed light on the PPP puzzle.

MacroeconomicsEconomics and EconometricsExchange rateMean reversionEconomicsBalance of tradejel:F31Aggregate leveljel:F41jel:C33Real Exchange Rates Sectoral Prices Panel Data MethodsProductivity
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A panel cointegration approach to the estimation of the peseta real exchange rate

2001

Abstract In this paper we estimate different specifications of a model for the determination of the bilateral real exchange rate of the peseta relative to nine European Union members. The model is based on Meese and Rogoff (The Journal of Finance 43 (1988) 933) monetary approach as extended by MacDonald (Journal of International Financial Markets, Institutions and Money 8 (1998) 117). The applied econometric techniques are the recent panel cointegration tests developed by Kao (Journal of Econometrics 90 (1999) 1), McCoskey and Kao (A Monte Carlo comparison of tests for cointegration in panel data. Journal of Propagations in Probability and Statistics 1 (2001) 165) and Pedroni (Oxford Bullet…

MacroeconomicsEconomics and Econometricsreal exchange rate European Monetary Union panel cointegrationCointegrationFinancial marketMonte Carlo methodjel:F31Probability and statisticsjel:C33Exchange rateEconometricsEconomicsmedia_common.cataloged_instanceEuropean unionReal interest ratemedia_commonPanel dataJournal of Macroeconomics
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The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS

2012

In this paper, we investigate whether better information about the macroeconomic environment of an economy has a positive impact on its capital inflows, namely portfolio and foreign direct investment (FDI). The purpose of our study is to explicitly quantify information asymmetries by compliance with the IMF's Special Data Dissemination Standard (SDDS). For FDI, we fi nd statistically signi cant and robust support for this hypothesis: SDDS subscription increased inflows by an economically relevant magnitude of about 60 percent. We also find evidence of aversion against political and macroeconomic risk as determinants of portfolio and FDI flows and use a non-parametric test for spatial correl…

Macroeconomicsmedia_common.quotation_subjectjel:F21Monetary economicsForeign direct investmentPortfolio investmentjel:C33Interest rateInformation asymmetryjel:G14determinants of capital flows; information; panel data; risk; SDDS; IMF; FDI; portfolio investment; spatial econometricsCapital (economics)EconomicsGeneral Earth and Planetary SciencesPortfolioEconomic modelSpatial econometricsGeneral Environmental Sciencemedia_commonPanel dataSSRN Electronic Journal
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Irreducible induction and nilpotent subgroups in finite groups

2019

Suppose that $G$ is a finite group and $H$ is a nilpotent subgroup of $G$. If a character of $H$ induces an irreducible character of $G$, then the generalized Fitting subgroup of $G$ is nilpotent.

Pure mathematicsFinite groupAlgebra and Number Theory010102 general mathematicsMathematics::Rings and Algebras01 natural sciencesFitting subgroupNilpotentMathematics::Group TheoryCharacter (mathematics)Simple group0103 physical sciencesFOS: Mathematics010307 mathematical physics0101 mathematicsRepresentation Theory (math.RT)Mathematics::Representation TheoryMathematics - Representation Theory20C15 20C33 (primary) 20B05 20B33 (secondary)Mathematics
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