Results 151 to 160 of about 107,851 (292)
Cointegration in panel data with breaks and cross-section dependence [PDF]
The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is not taken of the presence of structural breaks in the data.
Banerjee, Anindya +1 more
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Natural Resources Forum, EarlyView.ABSTRACT This research investigates the joint environmental impacts of natural resource rents and FinTech in oil‐rich economies. It addresses the carbon curse hypothesis and argues that the integration of FinTech can be a transformative force, improving energy and carbon intensities in these countries.
Kingsley I. Okere +2 more
wiley +1 more source
The empirics of the Solow growth model: Long-term evidence [PDF]
In this paper we reassess the standard Solow growth model, using a dynamic panel data approach. A new methodology is chosen to deal with this problem. First, unit root tests for individual country time series were run.
Eliezer Martins Diniz +2 more
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Natural Resources Forum, EarlyView.ABSTRACT This empirical study examines the impact of green finance on economic growth and renewable energy in a group of 76 developing nations in 2010–2019. Results from a cointegration analysis, vector error correction model, and Granger causality test confirm a cointegrating relationship between green finance, renewable energy, economic growth, and ...
Xuan‐Hoa Nghiem +2 more
wiley +1 more source
The Properties of Cointegration Tests in Models with Structural Change [PDF]
In this paper we examine, by means of Monte Carlo simulation, the properties of several cointegration tests when long run parameters are subject to structural changes.
Luis F. Martins, Vasco J. Gabriel
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Pass‐Through of Cocoa Prices Along the Supply Chain: What's Left for Farmers in Côte d'Ivoire?
Journal of Agricultural Economics, EarlyView.ABSTRACT Most cocoa farmers in Côte d'Ivoire are trapped in a cycle of poverty and farming practices that degrade the environment. This paper aims to provide an in‐depth understanding of the price formation process for cocoa at each stage of the supply chain in the world's largest cocoa‐producing country.
Kathrin Kaestner +2 more
wiley +1 more source
Market Integration and Nonlinear Price Transmission in 19th‐Century British Wheat Markets
Journal of Agricultural Economics, EarlyView.ABSTRACT Important developments in infrastructure and institutions characterized 19th‐Century wheat markets in Great Britain. Among these developments was the construction of the national rail system which enabled cheaper and more efficient transport of grain and other bulky cargoes between inland towns and ports.
Barry K. Goodwin, A. Ford Ramsey
wiley +1 more source
DEMOGRAPHIC TRANSITION IN EUROPE [PDF]
Using panel cointegration analysis, we show that a cointegration relationship exists among fertility choice, infant mortality, real wages and real per capita output.
Evangelia Papapetrou +1 more
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Monetary Policy, Investor Sentiment and Stock Price Bubble: Evidence From China
Accounting &Finance, EarlyView.ABSTRACT The empirical results indicate that an increase in interest rates may stimulate a significant and persistent stock price bubble, which is consistent with rational asset price bubble theory. This finding suggests that central banks should implement anti‐turbulent monetary policy with caution, since inappropriate tightening may unintentionally ...
Jiahao Gong +3 more
wiley +1 more source
Long‐run confidence: Estimating uncertainty when using long‐run multipliers
American Journal of Political Science, EarlyView.Abstract Researchers are often interested in the long‐run relationship (LRR) between variables where the dependent variable has dynamic properties. Though determining the long‐run multiplier (LRM) for an independent variable is straightforward, correctly estimating the significance of the LRM is often difficult, especially when time series are short ...
Mark David Nieman, David A. M. Peterson
wiley +1 more source