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Showing 1 to 5 of 5 for “"SIMULTANEOUS EQUATIONS SYSTEM"”.
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Rational Expectations, Supply Effect, and Stock Price Adjustment Process: A Simultaneous Equations System Approach
The capital asset pricing model of Sharpe (1964), Lintner (1965), and Mossin (1966) is a single-period equilibrium analysis in which the behavior of security demand, conditional upon a postulated probability distribution of returns, is examined. Thus the model is too restrictive in its omission of …
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An Economic Theory of Insurance Regulation
… insurance industry through the use of a simultaneous equations system. Insurance profitability and regulation are the endogenous variables in the system. Regulation is measured both as the type of rate regulatory law in effect and a subjective assessment of the restrictiveness of …
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Growth equilibrium modeling of urban sprawl on agricultural lands in West Virginia
… approach where the population-employment simultaneous equations system is estimated using two-stages-least-squares while changes in agricultural land is estimated using OLS on West Virginia data. Results of the study indicate that population and employment growth induce reallocation of …
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The effect of trade liberalisation and foreign direct investment in Mexico
… techniques and estimations of a dynamic simultaneous equations system were conducted using quarterly data (from 1980 to 2002). In a VAR framework, calculations showed that only exports do Granger cause GDP. Under NAFTA, it emerged that exports and GDP do Granger cause FDI. Variance …
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ΑΝΙΣΟΚΑΤΑΝΟΜΗ ΤΟΥ ΕΙΣΟΔΗΜΑΤΟΣ ΚΑΙ ΜΑΚΡΟΟΙΚΟΝΟΜΙΑ. Η ΠΕΡΙΠΤΩΣΗ ΤΗΣ ΕΛΛΑΔΟΣ
… BY GNP. THE NEW ELEMENT WAS THE USE OF A FIVE EQUATIONS MACROECONOMIC SYSTEM (WITHOUT AN IDENTITY EQUATIONS) USING MONEY SUPPLYAND PUBLIC EXPENDITURE AS EXOGENOUS VARIABLES. WE HAVE ESTIMATED IMPACT AND DYNAMIC MULTIPLIERS. A STRATEGIC SIMULATION EXPERIENCE HAS TOOK PLACE.