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Monica Defend, Aleksey Min, Lorenzo Portelli, Franz Ramsauer, Francesco Sandrini and Rudi Zagst
This article considers the estimation of Approximate Dynamic Factor Models with homoscedastic, cross-sectionally correlated errors for incomplete panel data. In contrast to existing estimation approaches, the presented estimation method comprises two exp...
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Yi-Chang Chen, Hung-Che Wu, Yuanyuan Zhang and Shih-Ming Kuo
The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used the dynamic conditional correlation model with the mixed-data sampling (DCC-MIDAS) model for the analysis. The evidence demonstrates that...
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Baneng Naape
Pág. 195 - 204
This study aims to scrutinize the interplay between economic freedom and tax revenue performance in 14 SADC countries. The study makes use of dynamic panel data spanning from 2000 ? 2017 with 238 year-country observations. The econometric ...
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Salamatu Bellah Conteh,Yuan Yijun,Brima Sesay
Pág. 34 - 48
In its various publications, the International Monetary Fund (IMF) has vigorously advocated the need for reforming African trade policy from inward oriented strategies to outward oriented ones. While most countries in Africa have long accepted the reform...
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Hiroyuki Taguchi and Ganbayar Gunbileg
This article aims to examine the monetary policy rule under an inflation targeting in Mongolia with a focus on its conformity to the Taylor principle, through two kinds of approaches: a monetary policy reaction function by the generalized-method-of-momen...
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