Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, prob…
Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, prob…
Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. Unit Roots, Cointegration, and Structural Change is a ma…
This dissertation presents an empirical investigation of the behavior of the real exchange rate and extent of exchange rate misalignment in Egypt. Two behavioral-based models of equilibrium real exchange rate determination are estimated. First, we use the Equilibrium Real Exchan…
Agricultural market risk is the theme shared by the three self-contained essays presented in this dissertation. The focus of the first essay in this dissertation is to investigate the impacts of monetary policy on the price of cocoa and coffee, which are two important commoditie…
This dissertation consists of three essays in housing, trade, and time series econometrics. The first essay empirically investigates cointegrating relation between housing prices and economic fundamental variables in the US housing market. Employing simple yet rigorous econometr…