Wealth, health expenditure and cancer: an econometric analysis for European countries. [PDF]
Aydın B, İlkin Aydın E.
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Dissertation title: decoupling analysis of building carbon emissions and economic growth based on Tapio model and EKC curve. [PDF]
Sun W, Huo Z, Zhang S.
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Health, wealth, and nature in harmony? a method of moments quantile regression approach to the obesity-income-environment trinity in the G7 panel. [PDF]
Gönenç S.
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Harnessing artificial intelligence for environmental sustainability via human capital and renewable energy. [PDF]
Khan Z, Khan N, Zhu X.
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Public health policy pathways for balancing ecological challenges, healthcare systems, and social development in rapidly urbanizing economies. [PDF]
Ge X, Wu H.
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Agricultural carbon footprints, renewable energy and sustainable development in Asia. [PDF]
Liu H, Liu Y.
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Summary: We consider a model in which there is discontinuous adjustment to a long-run equilibrium. Here, the equilibrium error follows a threshold autoregression that is mean-reverting outside a given range and has a unit root inside the range. We suggest a two-step approach for examining threshold cointegration.
Nathan S. Balke, Thomas B. Fomby
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Cointegration, Fractional Cointegration, and Exchange Rate Dynamics
The Journal of Finance, 1994ABSTRACTMultivariate tests due to Johansen (1988, 1991) as implemented by Baillie and Bollerslev (1989a) and Diebold, Gardeazabal, and Yilmaz (1994) reveal mixed evidence on whether a group of exchange rates are cointegrated. Further analysis of the deviations from the cointegrating relationship suggests that it possesses long memory and may possibly ...
Baillie, Richard T, Bollerslev, Tim
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Canonical Cointegrating Regressions
Econometrica, 1992zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Abstract 9.1.1. As another important application of our method let us consider the problem of whether micro cointegration implies macro cointegration. We do not want to deal with the problem at a high level of generality. However, the reader will be easily convinced that our results, obtained in the two variable case, can be extended ...
Mario Forni, Marco Lippi
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