This paper develops a long‐run output relation for a major oil‐exporting economy where the
oil income‐to‐output ratio remains sufficiently high over a prolonged period. It extends the …

This paper presents an error-correcting macroeconometric model for the Iranian economy
estimated using a new quarterly data set over the period 1979Q1–2006Q4. It builds on a …

This study documents the SNB's ARIMA model based on disaggregated CPI data used to
produce inflation forecasts over the short-term horizon, and evaluates its forecasting …

The study focuses on the macro-economic impact of leading economic globalization
indicators on the Nigerian economy, during the period from 1980 to 2012. The findings from …

This paper studies the transmission of bank capital shocks to loan supply in Indonesia.
Using bank data for the period 2001: Q1 to 2018: Q4, we estimate dynamic panel data …

We propose an approach where, by imposing a rich longrun structure to a structural vector
error-correction model (SVEC), we find a response of the exchange rate to monetary policy …

This paper uses vector error correction models of Switzerland for forecasting output, inflation
and the short-term interest rate. It considers three different ways of dealing with forecast …

This paper studies the transmission of bank capital shocks to loan supply in Indonesia. A
series of theoretically founded dynamic panel data models are estimated and find nonlinear …

This paper provides a contribution to the discussion on appraised values vs. transaction
prices by comparing the driving factors of appraisal-based capitalization rates with those of …

This article extends the long-run growth model of Esfahani, Mohaddes, and Pesaran
(Journal of Applied Econometrics, 2012a, forthcoming) to a labor-exporting country that …