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THE ROLE OF INCOME GROWTH IN EMERGING MARKETS AND THE BRICS IN AGRIFOOD TRADE
Emerging economies BRIC economies Food trade Income elasticities Economic growth
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2014/4/11
This study develops an import demand model to explore the role of income in explaining the trade performance of low, middle and high-income countries witha special emphasis on Brazil, Russia, India ...
Multivariate GARCH Estimation Using Orthogonal Transformation –Empirical Analysis for Emerging Markets
Volatility Multivariate GARCH Model Orthogonal Transformation Principal Component Analysis
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2010/10/20
This text concentrates on practical aspects of multivariate GARCH mod¬eling, specifically the orthogonal GARCH (O-GARCH) model. After initial minimal exposure of the related theory, it is centered...