This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics. Featuring contributions presented at the 2018 International Conference on Applied Economics (ICOAE) held in Warsaw, Poland, this book presents contemporary research using applied econometric method for analysis as well as country specific studies with potential implications on economic policy.
Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. ICOAE is an annual conference started in 2008 with the aim to bring together economists from different fields of applied economic research in order to share methods and ideas. Approximately 150 papers are submitted each year from about 40 countries around the world. The goal of the conference and the enclosed papers is to allow for an exchange of experiences with different applied econometric methods and to promote joint initiatives among well-established economic fields such as finance, agricultural economics, health economics, education economics, international trade theory and management and marketing strategies.
Featuring global contributions, this book will be of interest to researchers, academics, professionals and policy makers in the field of applied economics and econometrics.
Arvustused
This text will present new methods and application areas for the experienced analyst and scholar. In that vein, the text can be used as a handbook of new methods and can show a path for performing an analysis, even for experienced scholars, leading to new potential applications of the methods presented. (James P. Howard II, zbMATH 1417.91010, 2019)
Vos, E. and Oberholzer, N: An Analysis of the Status of CSR Practice in
the South African Business Context: A Framework for Analysis.- Papík, M. and
Chorvatoviová, L: Asset Structure of Commercial Banks and its Impact on
Profit Levels.- Nunes Montes, M. V. and Moreira, R. R: Does Credibility
Matter for Interest Rate Changes and Output Gaps? Econometric Experiment for
an Emerging Economy.- Karbowski, A.: Patents and Enterprise Innovation in
Network Industries.- Dimelis, S., Giotopoulos, I. and Louri, H: Banking
Concentration and Firm Growth: The Impact of Size, Location and Financial
Crisis.- Shaikh, I.: Brexit and Global Implied Volatility Indices.-
Noorbakhah, F., Shahchera, M. and Monfared, H: Credit Crunch Testing in
Iranian Banking System.- Besana, A., and Esposito, A. and Treu, M: The
Philanthropy Tree of Community Foundations from Ancient to Contemporary
Times. Roots and Branches of US and Italian Foundations.- Dovalova, G.,
Hooff, B. and Stracová, E: Potential Implications of Brexit: The Case of the
Slovak Republic.- Prokop, J.: R&D Activities in a Differentiated Goods
Duopoly with Quadratic Cost Function.- Sikora, T. and Baranowska-Prokop, E:
Internationalization Indices and Success Perception of Polish Born Globals.-
Stamatiou, P. and Dritsaki, C: Inflation, Unemployment and the NAIRU in
Poland.- Olbrys, J. and Mursztyn, M: On Some Characteristics of Liquidity
Proxy Time Series. Evidence from the Polish Stock Market.- Thomas, N.,
Kashiramka, S. and Yadav, S. S: Do Emerging and Frontier Stock Markets of
Middle East and North Africa (MENA) Region Provide Diversification
Opportunities?.- Belimam, D. and Lakhnati, G: Beta, Size and Value Factors in
the Chinese Stock Returns.- Mademlis, D. K. and Dritsakis, N: Volatility
Between Oil Prices and Stock Returns of Dow Jones index: A Bivariate GARCH
(BEKK) Approach.- Rahawarin, M. F.: The Dynamic Relationship of Defense
Expenditure, Energy Consumption, and Economic Growth in Indonesia.-
Jamroz, P. and Majewska, E: Integration Measures Based on Principal
Component Analysis: Example of Eurozone Stock Markets.- Dayoub, M.: Factors
Affecting on Soil Analysis Technique Adopted by the Southern Region
Farmers-Syria.- Xanthos, G. Moudatsou, A: Revealed Comparative Advantage
BRICS-EU 28: Some New Evidence.- de Wet, M. and Botha, I: The Effect of a
Sovereign Credit Rating Change on Share Prices of the South African Retail
Banks.- Mohsin, M., Naiwen, L., Majeed, M. K. and Naseem, S: Impact of
Macroeconomic Variables on Exchange Rate: An Evidence from Pakistan.-
Rukhaia-Mosemgvdlishvili, N.: A Stimulating Export Oriented Policy of
Agricultural Sector of Developing Countries on Example of Georgia.- Ar, Y.:
Bayesian Estimation of GARCH(1,1) Model using Tierney-Kadanes
Approximation.- Praák, T.: The Potential Threat of Corporate Financial
Distress in Switzerland.- eligová, M.: The Impact of Structure of Debt
Funding Sources on Liquidity of Medium-Sized Companies in the Czech
Republic.- Vasconcelos, M.: Banking Flows and Credit Risk in Southern
European Countries.- da Costa, C. C., Burnquist, H. L. and Guilhoto, J. J. M:
Special Agricultural Safeguards in the International Trade of Meat Analysis
and Impacts on the Brazilian Economy.- Rüttimann, B.G.: Long-term
International Trade Analysis Measuring Spatial Extension of Globalization:
Kuznets or Hysteresis Paradigm?.- Le Roux, C. L.: Empirical Analysis of
Copper Co-movement, Volatility and Hedge Ratios with Top Producing
Countries.- Dritsaki, C. and Stamatiou, P: Cobb-Douglas Production Function:
The Case of Polands Economy.- Michalis, L. and Panetsos, S: The Digitization
of Business and the Industry: Opportunities, Challenges and the Technology
Behind.- Paliderová, M. and Michalikova, K. F: Theoretical Background of
Facility Management.- Antoniadis, I., Sariannidis, N. and Kontsas, S: The
Effect of Bitcoin Prices on US Dollar Index price.- Dayoub, M.,Helminen, J.,
Myllynpaa, V., Apiola, M., Westerlund, T. and Sutinen, E: Prospects for
Climate Service for Sustainable Agriculture in Tanzania.- Krezel, S.: Primary
Producer Welfare following a Policy Paradigm Shift; a review of the
Deregulation of the Australian Wheat Market.- Notta, O., Vlachvei, A. and
Grigoriou, E: Effects of the Greek Financial Crisis to the Food Manufacturing
Firms.
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