Search
Now showing items 1-3 of 3
Economic activity and the terms of trade. Argentina, a case study
(2015-11)
We address the influence of terms of trade (TOT) on GDP in Argentina using an 1810-2014 annual database. Eighteen multivariate VAR econometric models are estimated under diverse hypotheses for the relationship among economic ...
Cointegration and rolling window cointegration analysis of a selected group of stock market indices
(2015-10)
In order to explore the degree of integration of international stock markets we select a group formed by the most important indices considering their market capitalization and geographical distribution. After testing for ...
Granger causality testing for Argentina MERVAL index and the major world stock markets
(2015-10)
In this paper are analyzed the causal links among a selected group of global stock market indices, with special focus on the role of Argentina MERVAL index. With this objective in mind, two types of non-conventional Granger ...