Results 151 to 160 of about 107,092 (336)
ABSTRACT This study examines the impact of regional transition and multilateral cooperation mechanisms on green development (GD) and climate change mitigation across 64 Belt and Road Initiative (BRI) partner nations (21 Asia, 22 Europe, 21 Africa and Middle East) from 2006 to 2021.
Atta Ullah+3 more
wiley +1 more source
The Relationship between Terms-of-Trade and Trade Balance in Asean-5
This study investigated the relationship between terms-of-trade and trade balance in the ASEAN-5, namely Indonesia, Malaysia, the Philippines, Singapore, and Thailand, using time series data.
Wong Hock Tsen
doaj
Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test [PDF]
This study is able to uncover long-run cointegration relationship for Singapore and South Korea, based on the Breitung (2001) rank test procedures. Breitung (2001) rank test can detect both linear and nonlinear cointegration relationships, added value to
Chong Mun Ho+2 more
core
Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets [PDF]
Barry K. Goodwin, Ted C. Schroeder
openalex +1 more source
ABSTRACT Assuring environmental sustainability is essential for the continuity of the ecosystem. Every sector of the economy has some degree of impact on environmental sustainability. The United Nations (UN)’ Sustainable Development Goals (SDGs) have placed these objectives within a broader global framework, offering a global plan aimed at ensuring ...
Ali Çelik, Metehan Özırmak
wiley +1 more source
A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices
Energy commodities and their futures naturally show cointegrated price movements. However, there is empirical evidence that the prices of futures with different maturities might have, e.g., different jump behaviours in different market situations ...
Daniel Leonhardt+2 more
doaj +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.
Brendan McCabe+2 more
core
Cointegration, exogeneity, and policy analysis: An overview [PDF]
Neil R. Ericsson
openalex +1 more source
ABSTRACT Despite fiscal reforms aimed at achieving Sustainable Development Goal Target 17.1—strengthening domestic resource mobilization for development—the impact of fiscal autonomy on local economic development (LED) in South Africa remains underexplored. Therefore, this study examines the impact of fiscal autonomy across 248 municipalities from 2009
Nara Monkam, Charles Shaaba Saba
wiley +1 more source
Cointegrated Matrix Autoregression Models [PDF]
We propose a novel cointegrated autoregressive model for matrix-valued time series, with bi-linear cointegrating vectors corresponding to the rows and columns of the matrix data. Compared to the traditional cointegration analysis, our proposed matrix cointegration model better preserves the inherent structure of the data and enables corresponding ...
arxiv