Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan [PDF]
There is a growing literature on how macroeconomic variables can have effects on equity returns in both developed and emerging stock markets. We test for the long run relationship between some key macroeconomic indicators and equity returns in Jordan ...
Hassan, Gazi, Hisham, Al refai
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Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003 [PDF]
This paper examines the major sources of economic growth in Iran using annual time series data (1960 to 2003). The time series properties of the data are analysed by Perron’s innovational outlier and additive outlier models.
Pahlavani, M.
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Estimating Import Demand Function in Developing Countries: A Structural Econometric Approach with Applications to India and Sri Lanka [PDF]
Due to the unavailability of time series data on domestic market clearing price of imports, the estimation ofnotional price and income elasticities of aggregate import demand remains a daunting task for a large number of developing countries.
Forhad Shilpi, M. Shahe Emran
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Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia [PDF]
The paper compares one-period ahead forecasting performance of linear vector-autoregressive (VAR) models and single-equation Markov-switching (MS) models for two cases: when leading information is available and when it is not.
Bušs, Ginters
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Retraction Note: Evaluating the trilemma nexus of digital finance, renewable energy consumption, and CO2 emission: evidence from nonlinear ARDL model. [PDF]
Environ Sci Pollut Res IntMo T, Ke H.
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The Education-growth Nexus Across OECD Countries: Schooling Levels and Parameter Heterogeneity [PDF]
More education is good for growth but what kind of education? This paper tries to contribute to this discussion along two dimensions. We try to disentangle the relative growth returns of primary, secondary and tertiary education, while at the same time ...
Marta Simões
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Retraction notice to "Investigating the subsistence of environmental Kuznets curve in the midst of economic development, population, and energy consumption in Bangladesh: Imminent of ARDL model" [Heliyon 8 (2022) e10357]". [PDF]
HeliyonVoumik LC, Rahman MH, Hossain MS.
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The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach [PDF]
In this paper, we re-examine the validity of both short and long run monetary models of exchange rate for the case of the Philippines by using new approach called Autoregressive Distributed Lag (ARDL) to cointegration.
Long, Dara, Samreth, Sovannroeun
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