Results 91 to 100 of about 43,332 (309)
Effect of Depreciation of the Exchange Rate on the Trade Balance of Albania
Naše Gospodarstvo, 2017 The paper investigates the effect of the real effective exchange rate depreciation of the lek on the trade balance of Albania using quarterly data from 1994 to 2015. Bounds testing cointegration approach, vector error correction model (VECM), and impulse
Kurtović Safet +2 more
doaj +1 more source
Sustainable Development, EarlyView.ABSTRACT Holistic approaches to meeting human needs while also protecting environmental resources and securing the ecological capacity needs of future generations are critical for sustainable development. Therefore, it is a strategic priority for firms to develop production and management practices that focus on sustainability at both economic and ...
Şeyma Bozkaya, Stephen Taiwo Onifade
wiley +1 more source
Testing for Stochastic Cointegration and Evidence for Present Value Models [PDF]
Using the stochastic integration/cointegration framework of Harris, McCabe and Leybourne (2002) we revisit the problem of assessing the empirical evidence for or against the present value class of models in the bond and stock markets.
Stephen Leybourne +2 more
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A model of fractional cointegration, and tests for cointegration using the bootstrap [PDF]
Journal of Econometrics, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Sustainable Development, EarlyView.ABSTRACT Illegal gold mining has emerged as a major sustainability threat in the Amazon, eroding Indigenous rights, forest integrity, and climate mitigation efforts. This study examines how international market incentives relate to the expansion of illegal mining and associated deforestation within the Yanomami Indigenous Territory (YIT) from 2008 to ...
Shirléia Lago Santos +2 more
wiley +1 more source
Structural breaks, cointegration and the Fisher effect [PDF]
There is scant empirical support in the literature for the Fisher effect in the long run, though it is often assumed in theoretical models. We argue that a break in the cointegrating relation introduces a spurious unit root that leads to a rejection of ...
Haug, Alfred A. +2 more
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Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017 The aim of the paper is to empirically examine if the causal relationship between economic activity and stock market development exists in the selected 11 EA countries.
Veronika Kajurová
doaj +1 more source
Sustainable Development, EarlyView.ABSTRACT Urbanization is a defining feature of contemporary development, shaping economic opportunities, social structures, and health outcomes. This study examines the influence of urbanization on life expectancy in Bangladesh, with particular attention to the role of the energy mix and industrialization.
Md. Hasanur Rahman +3 more
wiley +1 more source
Omitted variables in cointegration analysis
, 2003 This paper investigates the effects of the omission of relevant variables from the statistical model on cointegration analysis, proposed by Johansen (1988, 1991).
Pashourtidou, Nicoletta
core
THE RANK OF A SUBMATRIX OF COINTEGRATION [PDF]
Econometric Theory, 2005 Summary: This paper proposes a test of the rank of the submatrix of \(\beta\), where \(\beta\) is a cointegrating matrix. In addition, the submatrix of \(\beta_\perp\), an orthogonal complement to \(\beta\), is investigated. We construct the test statistic by using the eigenvalues of the quadratic form of the submatrix.
openaire +4 more sources