Adelajda Matuka

University of Bologna | UNIBO · Department of Economics DSE

The outbreak of COVID-19 is generating shock waves to financial markets and the real economy all over the world and the depth of the recession coming ahead depends on policy response. This paper investigates the impact of COVID-19 (measured by the number of new cases and deaths) and brent oil prices on the economic policy uncertainty of the United...

This study uses yearly data from 1961 to 2018 to forecast milk production in South Asian countries (including China) using ARIMA/GARCH models and Holt’s Linear approach. It is revealed that not all the methods are equally effective in forecast-ing. Comparison of mean absolute percentage errors between ARIMA and Holt’s Linear model shows that Holt’s...

This paper employed a co-integration analysis and an error correction methodology to examine the impact of external debt on economic growth in Ghana using annual time series from 1970-2017. Estimates show that our normalized long-run co-integrating growth equation coefficients do not differ from our short-run vector error correction coefficients fo...

This paper examines external debt and economic growth relationship in a panel of 48 Sub-Saharan Africa countries (SSA) for the period 1990-2017 using a two-step system General Method of Moments (GMM) technique. Our study shows that contemporaneously, external debt has a negative and statistically significant impact on GDP growth. However, the first...

Based on quarterly data for the period 2006:3-2018:4, the effect of exchange movement on a set of price indices in Ghana is examined via a Bayesian Vector Autoregressive model. Using normal inverted-Wishart priors, the posterior estimates are generated by Markov Chain Monte Carlo draws via a sign restriction algorithm. Findings showed that the resp...

In this study, we employed two multiple criteria decision-making (MCDM) methods, namely the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) and the Analytic Hierarchic Process (AHP), to determine the best management choice for the cultivation of wheat with a regime of conservation agriculture (CA) practices. By combining alt...

This study seeks to determine how economic policy uncertainty (EPU) influences investment decisions and the market value of the Pakistan Stock Exchange. This study examines investment and operational data from 249 energy and petroleum companies between 2015 and 2020 and macroeconomic variables such as EPU. This study investigates the moderating eff...

This study seeks to determine how economic policy uncertainty (EPU) influences investment decisions and the market value of the Pakistan Stock Exchange. The study examines investment and operational data from 249 energy and petroleum companies between 2015 and 2020, in addition to macroeconomic variables such as EPU. This study investigates the mod...

This study examines the impact of renewable and non-renewable energy consumption on carbon emissions, considering the role of population density, urbanisation, foreign direct investment, technological innovation, and trade openness for African countries from 1990 to 2019. We apply an advanced econometric methodology like the cross-sectional autoreg...

The money demand function (MDF) is an inevitable monetary policy tool utilized to examine the impact of the monetary sector on the real sector. However, financial innovation and institutional changes in the late 1970s and early 80s have affected the money demand stability. Henceforth, less importance has been given to money in the new Keynesian mon...

Following the work of Falagiarda, McQuade and Tirpak (2015), I have identified the ECB's unconventional monetary policies (press conferences, press releases and speeches) from 2008-2018.

Exports were the motor of a country's economic growth and development. Therefore, the main goal of all governments was to reach a certain level of economic growth. Therefore, this study aimed to examine the relationship between agricultural and non-agricultural exports and India's economic development indicator (GDP proxy). Different cointegration...

Using annual data for the period 2000-2018, the study employed an autoregressive distributed lag (ARDL) methodology to examine the long-run cointegrating relations between service subsectors and economic growth in Albania. Results are presented both for the short run and long run. Findings indicate that the transport sector, communication and finan...

Using annual data for the period 2000–2018, the study employed an autoregressive distributed lag (ARDL) methodology to examine the long-run cointegrating relations between service sub-sectors and economic growth in Albania. Results are presented both for the short run and long run. Findings indicate that the transport sector, communication and fina...

This study evaluates the determinants of bank credit to the private sector in Albania from 2000 to 2017 using a Vector Error Correction Model which includes both demand and supply-side factors. We perform Augmented Dickey Fuller Test, Phillips-Perron test and Johansen cointegration test to ensure the stationarity and long-run relation between expla...

This paper employed a co-integration analysis and an error correction methodology to examine the impact of external debt on economic growth in Ghana using annual time series for the period 1970-2017. We found that external debt inflows spur growth in Ghana both in the long-run and short-run. Secondly, our study also confirmed the crowding out effec...

This paper estimatesthe impact of exchange rateshocks to prices in Albaniafrom 2000Q1 to 2017Q1. The empirical analysis is based on a Vector Autoregressive approach for Albanian economy following Cholesky decomposition scheme. Impulse-response functions give evidence for an incomplete “pass-through”of exchange rate shocks to prices. Impulse-respons...