Your browser does not support JavaScript!

Home    Search  

Results - Details

Search command : Author="Α."  And Author="Γιαννόπουλος"

Current Record: 2 of 8

Back to Results Previous page
Next page
Add to Basket
[Add to Basket]
Identifier 000373278
Title Determinants of competitiveness in selected major EU countries
Author Ζεάκη, Μαρία
Thesis advisor Α. Γιαννόπουλος
Reviewer Μ. Κουκουριτάκης
Reviewer Α. Παπαδόπουλος
Abstract This paper aims to examine the determinants of competitiveness of some major EU countries. In the present analysis we focus on selected North and South EU members. Using monthly data for France, Germany, Italy, Spain and the UK, the linkage among real effective exchange rate, terms of trade, industrial production and interest rates is investigated. Initially, the variables under consideration are tested for unit roots in the presence of structural breaks, using the two-break LM test developed by Lee and Strazicich. The number of cointegrating relations is examined using the Johansen-Mosconi-Nielsen test, which allows for structural breaks and is based on the Johansen multivariate procedure. Based on that, a long-term relation among the above variables is specified for each country, and the corresponding VECM is estimated.
Language English
Issue date 2012
Collection   School/Department--School of Social Sciences--Department of Economics--Post-graduate theses
  Type of Work--Post-graduate theses
Permanent Link https://elocus.lib.uoc.gr//dlib/a/c/a/metadata-dlib-1333011367-300606-27181.tkl Bookmark and Share
Views 235

Digital Documents
No preview available

Download document
View document
Views : 6