Results 111 to 120 of about 33,497 (250)
Journal of Economic Surveys, EarlyView.ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar +4 more
wiley +1 more source
Does oil price matter for Indian stock markets? [PDF]
This paper investigates the long run relationship between oil prices and stock prices for India over the period April 2000- June 2011. We employ Auto Regressive Distributed Lag (ARDL) Model that takes into consideration the long run relationship.
Chittedi, Krishnareddy
core +1 more source
MODELING DOMESTIC TOURISM DEMAND IN GALICIA USING THE ARDL APPROACH
Tourism & Management Studies, 2011 Tourism is one of the most important sectors for the economy of Galicia (North-west of Spain). The aim of our study is to find the most important socio-economic factors that statistically influence the domestic tourism demand for Galicia. For this purpose, we make use of the ARDL bounds testing cointegration approach (Pesaran et al., 2001).
González-Gómez, Manuel +2 more
openaire +2 more sources
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.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
The causal relationship between patent growth and growth of GDP with quarterly data in the G7 countries: cointegration, ARDL and error correction models [PDF]
This empirical study investigates the dynamic link between patent growth and GDP growth in G7 economies. ARDL model showed that there exist positive relationship in long run between quarterly growth of patents and quarterly GDP growth.
Josheski, Dushko, Koteski, Cane
core +1 more source
Metroeconomica, EarlyView.ABSTRACT This paper examines the complex relationship between government debt and income distribution within a post‐Keynesian framework. Extending the model of You and Dutt (1996), we model both capitalists and workers as holders of government bonds, enabling a more nuanced analysis of income distribution dynamics.
Hagen M. Krämer +2 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
Permanent Revenue in an Energy‐Exporting Economy: A New Test for Fiscal Equilibrium
Review of Development Economics, EarlyView.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