Financial variables and real economic activity

dc.contributor.author	Παρέλλης, Ιωάννης
dc.date.accessioned	2006-04-03T12:21:28Z
dc.date.available	2005-Sep-26T11:14:36Z
dc.date.issued	2005-01-01T11:14:36Z
dc.identifier.uri	https://dione.lib.unipi.gr/xmlui/handle/unipi/522
dc.description.abstract	The purpose in this paper is to non-parametrically estimate the temporal correlations between financial variables and output growth in two different groups of countries and then to compare this non-parametric method with the VAR model. These two groups of countries are the emerging and the developed counties, respectively. Financial variables examined are those that are very often associated with future output growth (industrial production), such as stock prices, interest rates, interest rate spreads, and monetary aggregates. The monthly data on the financial we use are available and obtained from DataStream.
dc.format.mimetype	application/pdf
dc.language.iso	en
dc.rights	Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.el
dc.subject	Finance -- Econometric models
dc.subject	Dissertations, Academic
dc.title	Financial variables and real economic activity
dc.type	Master Thesis
europeana.isShownAt	https://dione.lib.unipi.gr/xmlui/handle/unipi/522
europeana.type	IMAGE
dc.format.bytes	1301034 bytes

Except where otherwise noted, this item's license is described as
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές