Seminar paper from the year 2008 in the subject Business economics - Investment and Finance, grade: 95.00%, , language: English, abstract: This project examines in the first part the covered and uncovered interest parity between US dollar and Swiss Franc. We present simple summary statistics, unit root tests, deviations from covered interest parity, regression analysis, threshold autoregression and exponential transition autoregression. Then we present the uncovered interest parity and, as in the case of covered interest parity, we apply some tests to examine if it’s valid. We apply Johansen cointegration tests between spot and forward rates, but also between forward premia and interest rates differentials and we test if there is a cointegration equation and we estimate the vector error correction model. After this procedure we present the impulse responses. Next we test if there is a threshold cointegration relation between the above variables. Finally in the last section we apply a dynamic OLS (DOLS) estimation with Newey-West HAC standard errors. In the second part the purchasing power parity (PPP) hypothesis is examined with a similar methodology followed, where additionally we present a long span study, unit root tests allowing for structural breaks in data, panel unit root tests as also Markov switching regime autoregressive model is examined in the category of the non linear models

Recent Developments in Cointegration.

1. Introduction and methods of work.-- 2. Alcohol: equity and social determinants.-- 3. Cardiovascular disease: equity and social determinants.-- 4. Health and nutrition of children: equity and social determinants.-- 5. Diabetes: equity and social determinants.-- 6. Food safety: equity and social determinants.-- 7. Mental disorders: equity and social determinants.-- 8. Neglected tropical diseases: equity and social determinants.-- 9. Oral health: equity and social determinants.-- 10. Unintended pregnancy and pregnancy outcome: equity and social determinants.-- 11. Tobacco use: equity and social determinants.-- 12. Tuberculosis: the role of risk factors and social determinants.-- 13. Violence and unintentional injury: equity and social determinants.-- 14. Synergy for equity.

Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

This two-volume book presents an unusually diverse selection of research papers, covering all major topics in the fields of information and communication technologies and related sciences. It provides a wide-angle snapshot of current themes in information and power engineering, pursuing a cross-disciplinary approach to do so. The book gathers revised contributions that were presented at the 2018 International Conference: Sciences of Electronics, Technologies of Information and Telecommunication (SETIT'18), held on 20–22 December 2018 in Hammamet, Tunisia. This eighth installment of the event attracted a wealth of submissions, and the papers presented here were selected by a committee of experts and underwent additional, painstaking revision. Topics covered include: · Information Processing · Human-Machine Interaction · Computer Science · Telecommunications and Networks · Signal Processing · Electronics · Image and Video This broad-scoped approach is becoming increasingly popular in scientific publishing. Its aim is to encourage scholars and professionals to overcome disciplinary barriers, as demanded by current trends in the industry and in the consumer market, which are rapidly leading toward a convergence of data-driven applications, computation, telecommunication, and energy awareness. Given its coverage, the book will benefit graduate students, researchers and practitioners who need to keep up with the latest technological advances.

This series focuses on population studies carried out by the United Nations, its specialized agencies and other organizations. This issue deals with the guidelines for the projection of fertility. The publication aims to increase understanding of likely fertility trends in the diverse countries of the world.