Empirical Analysis by Country

Marcel Wiedmann ()
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Marcel Wiedmann: McKinsey and Company

Chapter Chapter 6 in Money, Stock Prices and Central Banks, 2011, pp 75-274 from Springer

Abstract: Abstract This chapter covers the empirical analysis. It is structured as follows. It is organized primarily by country. Each country analysis is conducted completely (long-run equilibria, short-run dynamic adjustments and long-run impact) before moving on to the next economic region. The structure of each country analysis is the same. They all begin with a presentation of the data and model specifications that guarantee a statistically well-specified model. To achieve this, the variables of the system are defined and deterministic terms and the lag length are specified and tested. Once a well-specified model is obtained, the cointegration rank is determined.1

Date: 2011
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DOI: 10.1007/978-3-7908-2647-0_6

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