Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Olesia Kozlova"'
Publikováno v:
Econometrics, Vol 8, Iss 4, p 43 (2020)
This paper examines the stability of the Bilson–Fama regression for a panel of 55 developed and developing countries. We find multiple break points for nearly every country in our panel. Subperiod estimates of the slope coefficient show a negative
Externí odkaz:
https://doaj.org/article/1a58f2bd6cc440fa8cf299d877a5ca67
Autor:
Jose Noguera, Olesia Kozlova
Publikováno v:
Journal of Policy Modeling. 40:1332-1345
This paper studies the catching up process of the per capita income of Western European countries for the 1870–2014 period. The contribution to the literature is twofold. First, the use of the Kejriwal and Perron (2010) algorithm allows us to detec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::db57df4a2b79109ae58ecaa14a3843f4
https://doi.org/10.1016/j.jpolmod.2018.08.004
https://doi.org/10.1016/j.jpolmod.2018.08.004
Autor:
Olesia Kozlova, Jose Noguera-Santaella
Publikováno v:
Empirical Economics. 57:1997-2012
A dilemma faced by oil exporting countries is the relative efficiency of the traditional OPEC cartel policy of setting quotas to target a certain crude oil price level versus the policy usually followed by non-OPEC countries of choosing the crude oil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3cb9dcbf07e909b542397ee30380fdb8
https://doi.org/10.1007/s00181-018-1537-1
https://doi.org/10.1007/s00181-018-1537-1
Autor:
Jose Noguera-Santaella, Olesia Kozlova
Publikováno v:
Empirical Economics. 57:589-601
This paper studies the catching up process in per capita income of the so-called Asian Dragons and Tigers. It contributes to the literature in several ways. First, it tests the catching up hypothesis using the longest time span ever considered, from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::75ec85b76c7a669cb5b8d53c9dd6c746
https://doi.org/10.1007/s00181-018-1517-5
https://doi.org/10.1007/s00181-018-1517-5
Autor:
Michael D. Goldberg, Olesia Kozlova
Publikováno v:
SSRN Electronic Journal.
This paper provides evidence that the Bilson-Fama regression is not only unstable, but the instability is triggered by novel historical events. The novelty of these events implies that the structural change cannot be characterized ex ante by a probab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3f975068f8684eddf0cd2305ba92c88
https://doi.org/10.2139/ssrn.2857032
https://doi.org/10.2139/ssrn.2857032
Autor:
Jose Noguera, Olesia Kozlova
Publikováno v:
SSRN Electronic Journal.
This paper studies the catching up process of the per capita income of Western European countries during the 1870-2014 period. Unlike the previous literature, which limits the number of possible structural breaks to two, we use the Kejriwal and Perro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f691d4a9afd35d29d41b0554c707aafb
https://doi.org/10.2139/ssrn.2861288
https://doi.org/10.2139/ssrn.2861288
Autor:
Olesia Kozlova, Jose Noguera-Santaella
Publikováno v:
SSRN Electronic Journal.
This paper studies the catching up process in per capita income of the so-called Asian Dragons and Tigers. It contributes to the literature in several ways. First, it tests the catching up hypothesis using the longest time span ever considered, from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1a9385f67bd4d727ac5737d8bfc6521
https://doi.org/10.2139/ssrn.2861285
https://doi.org/10.2139/ssrn.2861285
Autor:
Olesia Kozlova, Jose Noguera
Publikováno v:
SSRN Electronic Journal.
The goal of this paper is to analyze the impact of OPEC’s oil price level versus oil supply strategy on the country’s gross domestic product (GDP) growth rate. Our motivation comes from a fundamental dilemma facing OPEC nations. Its members need
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5ccca000132da8b5ed62a7cac1f008b
https://doi.org/10.2139/ssrn.2861305
https://doi.org/10.2139/ssrn.2861305