Journal of
Economics and International Finance

  • Abbreviation: J. Econ. Int. Finance
  • Language: English
  • ISSN: 2006-9812
  • DOI: 10.5897/JEIF
  • Start Year: 2009
  • Published Articles: 356

Table of Content: May 2011; 3(5)

May 2011

Validation Panzar-Rosse Model in determining the structural characteristics of Tunisian banking industry

  This paper investigates the market structure of banking industry in Tunisia and evaluates the degree of competition. The current analysis employs a widely used non-structural methodology put forward by Panzar and Rosse (1987), the so-called H-statistic, and draws upon a comprehensive panel dataset of Tunisian banks covering the period 1999 to 2008. The estimated H statistics for the whole sample periods are...

Author(s): Raoudha Abbes Hamza

May 2011

The long run effects of monetization on the Nigerian economy

  This article uses a dynamic, dual-economy general equilibrium model that is adapted and modified to suit Nigeria’s situation to analyze the long-run effect of monetization policy on the Nigerian economy.  The model provides a complete analysis of how output equation using Generalized Moments Method (GMM) variations affect aggregate consumption expenditure, investment, capital stock, labor, job cuts...

Author(s): Abdulrasaki Saka

May 2011

Training and utilization of staff and job performance in post primary education board, in North Senatorial District of Delta State, Nigeria

  This is an empirical study which examined the relevance of training and utilization of staff for job performance in Post Primary Education Board, in North Senatorial District of Delta State, Nigeria. To guide this study, three null hypotheses were formulated. The design of the study was survey. The sample of the study was 20 (13.24%) schools / offices and 200 (3.5%) staff, drawn from 5,734 staff of Post...

Author(s): E. D. Nakpodia

May 2011

The nature of inflation in Malawi up to the early 2000s

  This paper examines the possible sources of inflation in Malawi’s economy since 1970s. Using vector autoregressive models of order two in changes of the variables, impulse response functions as well as error variance decomposition analysis, this study has established that changes in money supply, exchange rates, past values of inflation, recessions and booms were the main determinants of inflation....

Author(s): Greenwell C. Matchaya

May 2011

Modelling daily value-at-risk using realized volatility, non-linear support vector machine and ARCH type models

  The aim of this paper is to compare the performance of the daily nonlinear support vector machines, the new semi-parametric tool for regression estimation, heterogeneous autoregressive (SVM-HAR)-ARCH type models based on the daily realized volatility (which uses intraday returns) with the performance of the classical HAR-ARCH type models by using different innovation distribution when the one-day ahead...

Author(s): Md. Ashraful Islam Khan

May 2011

External debt and economic growth in Iran

  In this paper, balance relation and the long term of five variables (gross domestic product, private investment, public investment, external debt and imports) and also their influences on each other in Iran for the period of 1974 to 2007, were analyzed. As such, the vector autoregressive model (var) was used. First, stability of variables by the use of dickey-fuller test was examined, after which analysis of...

Author(s): Mehdi Safdari and Masoud Abouie  Mehrizi

May 2011

ARIMA (autoregressive integrated moving average) approach to predicting inflation in Ghana

  Inflation is defined as an increase in the general price level of goods and services within a period of time. For any economic agent to formulate a policy, it must take into consideration inflation and the aim of this study is to use autoregressive integrated moving average (ARIMA) model to predict inflation in Ghana. In order to fulfil this objective, monthly inflation figures were collected from Ghana...

Author(s): Samuel Erasmus Alnaa and Ferdinand Ahiakpor