... the impact of new technologies has varied across time and countries. The paper addresses the objective of the study with four different types of econometric approaches, specifically the ordinary least squares (hereinafter, OLS) model, the static panel data approaches regarding individual and time effects...

... 2011 Portugal National economy Econometrics Real exchange rate Fundamental equilibrium exchange rate Labour as a factor of production may as well be subject to this rationale. Compensation per worker per unit of output corresponds to the price of labour, with real effective exchange...

... between interest rate and inflation rate. Thus, a general and clear‐cut conclusion about the presence of long‐run relationship between the nominal interest rate and the inflation rate cannot be drawn. Owing to the development of new econometrics techniques that investigate the long‐run cointegration...

... and exchange rate volatility in both the short and the long run by applying econometrics techniques. Findings This study further suggests the link between macroeconomic factors and exchange rate volatility in both the short and the long run for the selected economies. The empirical results, however...

... in five major Middle Eastern emerging markets, by applying a range of statistical and econometrics techniques. Findings In general, the results reject the RWH for all markets and instead suggest that the stock returns in these countries exhibit calendar effects. However, the evidence for the Israel...

... for individual stocks. An econometric approach is adopted that models the slope of the excess demand curve within an econometric framework using signed market maker transactions data between 1 August 1994 and 31 July 1995. Findings The findings confirm that the demand curves for individual stocks do slope...