Results 111 to 120 of about 16,685 (283)
One size may not fit all: Financial fragmentation and European monetary policies
Abstract This article investigates the impact of European Central Bank policies on credits considering financial and banking fragmentation. Using European data from the past decade, we estimate SVAR models to analyze the regional impact of conventional and unconventional measures on price and volume indicators of fragmentation.
Marie‐Hélène Gagnon, Céline Gimet
wiley +1 more source
Pipeline Access and Market Integration in the Natural Gas Industry: Evidence from Cointegration Tests [PDF]
Arthur De Vany, W. David Walls
openalex +1 more source
ABSTRACT The global transition towards cleaner energy such as solar, wind and biomass play a crucial role in mitigating environmental damage and fostering green economic growth. This study explores the impact of solar, wind and biomass energy on green economic growth in the top five renewable energy‐consuming economies, namely China, United States ...
Xiaoli Liao+4 more
wiley +1 more source
Cointegration, exogeneity, and policy analysis: An overview [PDF]
Neil R. Ericsson
openalex +1 more source
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach [PDF]
This paper introduces a representation of an integrated vectortime series in which the coefficient of multiple correlation computed fromthe long-run covariance matrix of the innovation sequences is a primitiveparameter of the model. Based on this representation, a notion of nearcointegration is proposed and three separate applications of the model ...
Jansson, Michael, Haldrup, Niels, Prof.
openaire +3 more sources
ABSTRACT Advancing ecological sustainability, a major focus of the SDGs, necessitates evaluating the influence of green energy, sustainable technology, and resource utilization on ecological load capacity factors—an area that has remained underexplored in existing research.
Emmanuel Uche+2 more
wiley +1 more source
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration [PDF]
Philip Hans Franses, Niels Haldrup
openalex +1 more source
ABSTRACT Good governance indicators such as controlling corruption, establishing the rule of law, and ensuring political stability are central to social well‐being as they affect both sustainable income growth and non‐income indicators of human development.
Ali Celik, Ahmet Kostekci
wiley +1 more source
A method to select between periodic cointegration and seasonal cointegration [PDF]
Philip Hans Franses
openalex +1 more source
Bivariate FIGARCH and fractional cointegration [PDF]
Celso Brunetti, Christopher L. Gilbert
openalex +2 more sources