Results 171 to 180 of about 115,443 (288)

Cointegration and causality analysis of tur (Pigeon pea) in neighboring states [PDF]

open access: green, 2018
Sudha Singh   +5 more
openalex  

Macroeconomic Spillovers of Weather Shocks Across U.S. States

open access: yesOxford Bulletin of Economics and Statistics, Volume 88, Issue 1, Page 141-156, February 2026.
ABSTRACT We estimate the short‐run effects of weather‐related disasters on local economic activity and cross‐border spillovers that operate through economic linkages between U.S. states. To this end, we use emergency declarations triggered by natural disasters and estimate their effects using a monthly global vector autoregressive (GVAR) model for U.S.
Emanuele Bacchiocchi   +2 more
wiley   +1 more source

Constructing Country‐Specific Debt Indices for Developing Countries

open access: yesReview of Development Economics, Volume 30, Issue 1, Page 237-254, February 2026.
ABSTRACT Contemporary crises continue to keep governments in protracted periods of borrowing, increasing the stock and flow of sovereign indebtedness. Especially for developing economies and small states, singular metrics of public debt such as the debt‐to‐GDP ratio may not reflect the country's true debt position.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley   +1 more source

Fractional Integration and Cointegration in US Financial Time Series Data [PDF]

open access: yes
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Guglielmo Maria Caporale   +1 more
core  

The decline of 'Deaths of Despair' in Italy: unveiling this phenomenon in a new context. [PDF]

open access: yesPopul Health Metr
Lanfiuti Baldi G   +3 more
europepmc   +1 more source

Regime-Switching Cointegration [PDF]

open access: yes
We develop methods for Bayesian inference in vector error correction models which are subject to a variety of switches in regime (e.g. Markov switches in regime or structural breaks).
Gary Koop, Markus Jochmann
core  

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