Browsing The Economic and Social Review, Vol. 29, No. 4, October, 1998 by Title

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  • A plea for trade theory in economic history 

    Findlay, Ronald (Economic & Social Studies, Dublin, 1998)
    This paper discusses the applicability of the small-scale general equilibrium models of trade theory to the problems of economic history. The examples are drawn from the experience of the Atlantic economy from its emergence ...

  • Identifying the source of mean and volatility spillovers in Irish equities: a multivariate GARCH analysis 

    Gallagher, Liam A.; Twomey, Cian E. (Economic & Social Studies, Dublin, 1998)
    This paper, using a multivariate VAR-GARCH analysis, examines the role of the UK stock market in the price behaviour of the ten largest Irish stocks. We identify the source of mean and volatility spillovers in Irish stocks ...

  • Pricing to market, exchange rate changes and the transmission of inflation 

    Fitz Gerald, John D.; Shortall, Fergal (Economic & Social Studies, Dublin, 1998)
    This paper examines the short-run pass through of exchange rate changes to consumer prices in Ireland. Reflecting the importance of exchange rate expectations, we develop a model of inflation where the deviation of the UK ...

  • Testing a model parameter when another is unidentified under the null 

    Conniffe, Denis (Economic & Social Studies, Dublin, 1998)
    Some standard test procedures, such as Score and Likelihood Ratio, replace nuisance parameters by their maximum likelihood estimates under the null hypothesis about the parameter of interest. In some models, however, a ...

  • Testing distributional models for the Irish equity market 

    Cotter, John (Economic & Social Studies, Dublin, 1998)
    This study outlines distributional properties and tests the applicability of different models for the ISEQ index and its major constituents. A Stability under Additions procedure is applied to raw, filtered and rescaled ...

  • The industry response to macroeconomic shocks in the UK, Germany and France and the convergence debate 

    Cuthbertson, Keith; Hayes, Simon; Hyde, Stuart (Economic & Social Studies, Dublin, 1998)
    In this paper, we investigate the response of stock returns at an industry level to macroeconomic shocks for the UK, Germany and France. The betas between the stock returns and the macroeconomic factors provide a metric ...