Julija Cerović Smolović
Biographic Data
| ID | 3711880 |
|---|---|
| NAME | Julija Cerović Smolović |
| GIVEN NAMES | Julija Cerović |
| FAMILY NAME | Smolović |
| SIGNATURE | SMOLOVIĆ J C |
| AFFILIATIONS | University of Montenegro |
| ORCID | 0000-0001-9547-1750 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2017 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 1 |
Does Public Debt Affect Economic Growth? Panel Evidence from Central and Eastern Europe
The paper employs a form of the panel ARDL-based error correction model (ECM) to explore the short-run and long-run relationship between public debt (and certain macroeconomic variables) and economic growth in Central and Eastern European (CEE) countries. It covers the period 2006Q1−2018Q4. The results indicate both short-term and long-term causality (except for financial development), though the marginal effects are variable-specific…
GARCH models in value at risk estimation: Empirical evidence from the Montenegrin stock exchange
This article considers the adequacy of generalised autoregressive conditional heteroskedasticity (GARCH) model use in measuring risk in the Montenegrin emerging market before and during the global financial crisis. In particular, the purpose of the article is to investigate whether GARCH models are accurate in the evaluation of value at risk (VaR) in emerging stock markets such as the Montenegrin market. The daily return of the Montenegrin stock …
Does Public Debt Affect Economic Growth? Panel Evidence from Central and Eastern Europe
The paper employs a form of the panel ARDL-based error correction model (ECM) to explore the short-run and long-run relationship between public debt (and certain macroeconomic variables) and economic growth in Central and Eastern European (CEE) countries. It covers the period 2006Q1−2018Q4. The results indicate both short-term and long-term causality (except for financial development), though the marginal effects are variable-specific…
GARCH models in value at risk estimation: Empirical evidence from the Montenegrin stock exchange
This article considers the adequacy of generalised autoregressive conditional heteroskedasticity (GARCH) model use in measuring risk in the Montenegrin emerging market before and during the global financial crisis. In particular, the purpose of the article is to investigate whether GARCH models are accurate in the evaluation of value at risk (VaR) in emerging stock markets such as the Montenegrin market. The daily return of the Montenegrin stock …
Does Public Debt Affect Economic Growth? Panel Evidence from Central and Eastern Europe
The paper employs a form of the panel ARDL-based error correction model (ECM) to explore the short-run and long-run relationship between public debt (and certain macroeconomic variables) and economic growth in Central and Eastern European (CEE) countries. It covers the period 2006Q1−2018Q4. The results indicate both short-term and long-term causality (except for financial development), though the marginal effects are variable-specific…
Economics (2 works) · Affect (linguistics) (1 works) · Autoregressive conditional heteroskedasticity (1 works) · Autoregressive model (1 works) · Debt (1 works) · Development economics (1 works) · Econometrics (1 works) · Economic and Fiscal Studies (1 works) · Economic policy (1 works) · Financial Risk and Volatility Modeling (1 works)