Tag: General Economics, Econometrics and Finance

Airport unit costs in Türkiye rise with revenue and passenger volume
Panel data analysis of 40 Turkish airports reveals economies of scale and cost sensitivity to passenger volume, with limited aircraft movement effects and counterintuitive revenue-cost relationships.

Trade and migration frictions affect unemployment in opposite ways
—
Study comparing how international trade and sectoral allocation frictions differentially affect employment reallocation and unemployment, emphasizing firm productivity sorting mechanisms.

Inflation gaps widen in sticky-price models during rapid inflation
Examines how fixed-weight price indices diverge from true inflation measures in time-dependent pricing models, with implications for monetary policy assessment during high inflation periods.

TV-SCVARMA outperforms classical VARMA in Nigeria
—
in EconometricsTime-varying VARMA framework for macroeconomic forecasting in Nigeria addresses parameter instability from external shocks using state-space estimation with Kalman filtering.

Two inflation regimes detected in WAEMU
Advanced cyclical turning point indicators for inflation in WAEMU using regime-switching models reveal that external factors like oil prices and imported inflation, beyond central bank control.





