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Advances in Time Series Data Methods in Applied Economic Research

International Conference on Applied Economics (ICOAE) 2018

  • Conference proceedings
  • © 2018

Overview

Editors:
  1. Nicholas Tsounis

    1. Department of International Trade, Western Macedonia University of Applied Sciences, Kastoria, Greece

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Aspasia Vlachvei

    1. Department of International Trade, Western Macedonia University of Applied Sciences, Kastoria, Greece

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  • Presents new methods and applications in applied economics with particular focus on time series data econometric methods
  • Features contributions from the 2018 International Conference on Applied Economics (ICOAE)
  • Covers topics such as International Economics, Microeconomics, Financial Economics and Agricultural Economics
  • Features country-specific studies with potential implications on economic policy

Part of the book series: Springer Proceedings in Business and Economics (SPBE)

Included in the following conference series:

Conference proceedings info: ICOAE 2018.

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Table of contents (37 papers)

  1. Front Matter

    Pages i-xv
    Download chapter PDF

  2. An Analysis of the Status of CSR Practice in the South African Business Context: A Framework for Analysis

    • Elrida Vos, Niël Oberholzer
    Pages 1-13

  3. Asset Structure of Commercial Banks and Its Impact on Profit Levels

    • Mário Papík, Lenka Chorvatovičová
    Pages 15-24

  4. Does Credibility Matter for Interest Rate Changes and Output Gaps? Econometric Experiment for an Emerging Economy

    • Marcos V. N. Montes, Ricardo Ramalhete Moreira
    Pages 25-51

  5. Patents and Enterprise Innovation in Network Industries

    • Adam Karbowski
    Pages 53-61

  6. Banking Concentration and Firm Growth: The Impact of Size, Location and Financial Crisis

    • Sophia Dimelis, Ioannis Giotopoulos, Helen Louri
    Pages 63-72

  7. Brexit and Global Implied Volatility Indices

    • Imlak Shaikh
    Pages 73-88

  8. Credit Crunch Testing in Iranian Banking System

    • Mahshid Shahchera, Fatemeh Noorbakhsh, Homa Monfared
    Pages 89-102

  9. The Philanthropy Tree of Community Foundations from Ancient to Contemporary Times. Roots and Branches of US and Italian Foundations

    • Angela Besana, Annamaria Esposito, Martina Treu
    Pages 103-118

  10. Potential Implications of Brexit: The Case of the Slovak Republic

    • Gabriela Dováľová, Boris Hošoff, Erika Stracová
    Pages 119-134

  11. R&D Activities in a Differentiated Goods Duopoly with Quadratic Cost Function

    • Jacek Prokop
    Pages 135-145

  12. Internationalization Indices and Success Perception of Polish Born Globals

    • Tomasz Sikora, Ewa Baranowska-Prokop
    Pages 147-157

  13. Inflation, Unemployment and the NAIRU in Poland

    • Pavlos Stamatiou, Chaido Dritsaki
    Pages 159-176

  14. On Some Characteristics of Liquidity Proxy Time Series. Evidence from the Polish Stock Market

    • Joanna Olbrys, Michal Mursztyn
    Pages 177-189

  15. Do Emerging and Frontier Stock Markets of Middle East and North Africa (MENA) Region Provide Diversification Opportunities?

    • Nisha Mary Thomas, Smita Kashiramka, Surendra Singh Yadav
    Pages 191-203

  16. Beta, Size and Value Factors in the Chinese Stock Returns

    • Doha Belimam, Ghizlane Lakhnati
    Pages 205-208

  17. Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approach

    • Dimitrios Kartsonakis Mademlis, Nikolaos Dritsakis
    Pages 209-221

  18. The Dynamic Relationship of Defense Expenditure, Energy Consumption, and Economic Growth in Indonesia

    • Muhammad Fikruzzaman Rahawarin, Amarulla Octavian, Supandi Halim
    Pages 223-233

  19. Integration Measures Based on Principal Component Analysis: Example of Eurozone Stock Markets

    • Elzbieta Majewska, Pawel Jamroz
    Pages 235-249

  20. Factors Affecting the Soil Analysis Technique Adopted by the Farmers

    • Moammar Dayoub
    Pages 251-262
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Other volumes

  1. Advances in Time Series Data Methods in Applied Economic Research

Keywords

About this book

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.

Reviews

“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)

Editors and Affiliations

  • Department of International Trade, Western Macedonia University of Applied Sciences, Kastoria, Greece

    Nicholas Tsounis, Aspasia Vlachvei

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