Cointegration between macroeconomic factors and the exchange rate USD/CNY
This research paper investigates the effect of macroeconomic variables on the exchange rate USD/CYN using yearly time series data for China economy from 1980 to 2017.
Muhammad Kamran Khan +2 more
doaj +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Permanent Revenue in an Energy‐Exporting Economy: A New Test for Fiscal Equilibrium
ABSTRACT Fiscal disequilibrium arises when permanent expenditures (PEXP) exceed permanent revenue (PREV), a frequent risk in energy‐exporting economies reliant on volatile windfall revenues. However, existing research lacks a clear measure of these concepts and an empirical test for fiscal equilibrium.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley +1 more source
The Consequences of Trade Liberalisation on the Australian Passenger Motor Vehicle Industry [PDF]
This paper is an appraisal of the impact of Australian trade liberalization measures on imports, exports, productivity, and internal demand of the passenger motor vehicle industry. There is clear evidence that this liberalization has increased the volume
Jayanthakumaran, Kankesu, Sanidas, Elias
core
How Regulation and Global Standing Shape Stock Market Co‐Movements: A G20 Panel Study
ABSTRACT Motivated by post‐2020 fragmentation and underexplored institutional‐geopolitical drivers, we examine how regulatory quality (RQ) and global power (GP) shape stock‐market co‐movements across 17 G20 economies. We estimate time‐varying correlations via ADCC‐GARCH, construct a scaled correlation index, and apply panel ARDL. We find that higher RQ
Sama Haddad +4 more
wiley +1 more source
The Impact of Exchange Rate Volatility on Indonesia’s Exports to the USA: An Application of ARDL Bounds Testing Procedure [PDF]
This paper investigates the long-run and short-run impacts of exchange rate volatility on Indonesia’s exports of priority commodities to the United States of America over the monthly period 1997-2005.
Arief Bustaman, Kankesu Jayanthakumaran
core
Determinants of Cigarette Consumption in Turkey: An ARDL Bounds Testing Approach
The purpose of this study is to examine the determinants of cigarette consumption during 1960-2016 in Turkeyby employing the Autoregressive Distributed Lag (ARDL) bounds testing approach. The variables of real GrossDomestic Product (GDP) per capita, real price of cigarettes, tertiary school enrollment (gross %), urban population (% of total), and ...
openaire +2 more sources
Thisii paperii examinesii theii impactii ofii Financialii developmentii on energy consumptionii forii Saudi ii Arabia ii duringii 1971–2014. ii Weii employii bounds ii testing ii cointegration ii procedure ii proposed ii by ii Pesaranii etii al.ii (2001)ii toii computeii the i i short i i and i i long-run i i elasticities i i of i i economic i i growth
AfafiAbdulliJ.ISaaed 1 +2 more
openaire +1 more source
Faster Uptake, Slower Let‐Down: Asymmetric Community Responses to Changing Risks During a Pandemic
ABSTRACT From how public opinion responds to economic outcomes to how risk perception shapes social interactions during a pandemic, many important social processes involve the assimilation of information to form opinions and perceptions, which in turn guide individual and societal actions.
Kian Babaei Shalmani +3 more
wiley +1 more source
Tourism, Health and Income in Malaysia
This study employed the ARDL bounds test and Granger causality test to investigate long- and the short-run relationships among economic development, tourism sector development, and health care sector development in Malaysia.
Cheah Chan-Fatt, Abdul-Rahim A.S.
doaj +1 more source

