ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH

By A. Stoian, E. Câmpeanu. 2009

315 citations recorded by the source corpus.

Public finance theory states that, related to the causality relationship between budgetary revenues and expenditures, it could be investigated if revenues adjust due to changes in expenditures, or otherwise, depending on the sense of the causality. This theory could, also, be applied to the components of current account in order to analyze the synchronization between inflows and outflows of international trade. In the case where the two time series are cointegrated, classical Granger causality test could reveal distorted results. Consequently, it can be used an adjusted Granger test based on cointegration equation between the two variables. The aim of this paper is to investigate the causal relationship between exports and imports of Romanian current account, according to the methodology of Engle and Granger. The results could reveal some insights related to the formation of current account deficit, based on the adjustments of inflows caused by changes in outflows, or, otherwise. Abstract. This paper is organised as follows: first, it is given a brief introduction of a simple model for European options price and next, the parallel algorithms applied to this model. Considering the idea given by odd%even cyclic reduc tion, we start from an explicit scheme obtained by means of finite differences, and give an alternative of evaluating the approximate values using an odd%even cyclic reduction which generates a logarit hmic time of execution. Also, it is solved numerically using a parallelised domain decomposition method. The spatial domain is splitted among several processors, with data communicated among the processors using MPI. Interface conditions between domains are calculated using finite differences. For smaller sized problems the communication time is much longer than the computation time.

Subfields: Information Systems, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/4708718c54f15ac264f8a234d4122e5e1f7abb07

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In Information Systems

  1. Edmundas Kazimieras Zavadskas
  2. Shankar Chakraborty
  3. Alper Aslan

In Strategy and Management

  1. Edmundas Kazimieras Zavadskas
  2. Shankar Chakraborty
  3. Alper Aslan

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