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Working paper

DEPOCEN has conducted research projects on a wide range of issues from macroeconomic policies, public finance, public policy, corporate innovation and competitiveness, econometric modelling and forecasting, trade liberalization, public service, to state-of-the-art impact evaluation of intervention programs in poverty reduction, household welfare, education, public health, water supply and sanitation, and survey methods. Our research outputs have been published in international refereed journals.

DEPOCEN has signed strategic partnership agreements with a number of international think-tanks, such as Oxford Economics (UK) and the Korean Institute of Economic Policy (South Korea). DEPOCEN has also established partnerships with internationally-known institutions including the University of Lancaster, the Institute of Development Studies under the University of Sussex, Centre d’Economie de la Sorbonne-CES, Maison des Sciences Economiques, and the Policy Studies Institute. DEPOCEN since 2014 has become an institution member of the EGAP network (http://e-gap.org/), an international network specialised in survey and impact evaluation managed by the University of Columbia and University of California at Berkeley. Since 2008 we have been the organiser and host of the Vietnam Economist Annual Meeting (http://www.veam.org). We are also the founding member of the International Society of Vietnam Economist (http://www.isve.info)

Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets

Xuất bản: 27 July, 2022

In this paper we examine the dynamic linkages of international monetary markets over the 2004 – 2009 period using daily short-term interbank interest rates of three of the most advanced countries (France, United Kingdom and United States). Empirical...

Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long...

Xuất bản: 27 July, 2022

This paper investigates whether structural breaks and long memory are relevant features in modeling and forecasting the conditional volatility of oil spot and futures prices using three GARCH-type models, i.e., linear GARCH, GARCH with structural breaks...

Measuring the effective rate of protection in Vietnam’s economy with emphasis on the manufacturing...

Xuất bản: 27 July, 2022

In recent years, Vietnam has modernized its economic policies. Positive results include an economic growth rate averaging more than 7% per annum, increased foreign investment and improved living standards for its citizens. Having moved from a traditional...

Do tropical typhoons smash community ties? Theory and Evidence from Vietnam

Xuất bản: 27 July, 2022

In rural economies, risk-sharing arrangements through networks of relatives and friends are common. Monitoring issues seem to impede the development of informal insurance mechanisms at higher level. As such, after a large and covariate shock, the prerequisites...

Current Global Crisis, Fiscal Stimulus Package and Implication for Vietnam

Xuất bản: 27 July, 2022

In the year 2008 and the first half of 2009, the world witnessed the unfolding and heavy repercussions of the global financial crisis. Being a small open, FDI-reliant and export-dependant economy, Vietnam has not been spared from this external shock....

Day-Of-The-Week Effects in Different Stock Markets: New Evidence on Model-Dependency in Testing Seasonalities...

Xuất bản: 27 July, 2022

This paper investigates the day-of-the-week effects in the stock indexes of both developed and emerging markets as well as the MSCI world index from March 2002?May 2008 using regression models. The results show many daily effects, occurring from Monday...