Results 11 to 20 of about 16,685 (283)
Asia &the Pacific Policy Studies, Volume 9, Issue 3, Page 447-464, September 2022., 2022 Abstract The valuation effects on international investment position induced by the exchange rate volatility are not uniform or easily manageable in small and vulnerable economies when compared with larger developing or developed countries. To investigate the underlying dynamics, we developed a foreign currency exposure index over the period 2006–2019 ...
Devendra Kumar Jain +4 more
wiley +1 more source
The effect of the informal sector on sustainable development: Evidence from developing countries
Business Strategy &Development, Volume 5, Issue 4, Page 437-451, December 2022., 2022 Abstract This study aims to explore the impact of the informal sector on the sustainability of development. A large panel data set of 50 developing countries that spans over 2010–2019 has been utilized to this end while the informal sector is evaluated in terms of working poverty.
Nahid Sultana +2 more
wiley +1 more source
Business Strategy and the Environment, Volume 32, Issue 1, Page 781-801, January 2023., 2023 Abstract This paper empirically examines the effect of biomass energy consumption and economic complexity on environmental sustainability in G7 economies. The current study attempts to report a comprehensive analysis of biomass energy and economic complexity on ecological and carbon footprints and carbon emissions.
Umer Shahzad +4 more
wiley +1 more source
Life expectancy and human capital: New empirical evidence
Health Economics, Volume 32, Issue 2, Page 395-412, February 2023., 2023 Abstract This paper re‐examines a well‐established hypothesis postulating that life expectancy augments incentives for human capital accumulation, leading to global income differences. A major distinguishing feature of the current study is to estimate heterogeneous panel data models under a common factor framework, which explicitly accounts for ...
Trung V. Vu
wiley +1 more source
Has the current account broken up with its fundamentals in Central and Eastern Europe?
International Journal of Finance &Economics, Volume 28, Issue 1, Page 962-980, January 2023., 2023 Abstract Substantial capital outflows across Europe following the 2007/8 Global Financial Crisis and 2010 European Sovereign Debt crisis raise concerns regarding potential capital outflows from the economies of Central and Eastern European countries. To shed light on country‐level factors that can mitigate crisis and potential capital outflows across ...
Simeon Coleman, Juan Carlos Cuestas
wiley +1 more source
SSRN Electronic Journal, 2002 Possibly hitherto unnoticed cointegrating relationships among integrated components of data series are identified. If the components are cointegrated, the data are said to ahve hidden cointegration. The implication of hidden cointegration on modeling data series themselves is discussed throughwhat we call crouching error correction models. We show that
Granger, Clive W.J., YOON, GAWON
openaire +2 more sources
Cointegration in a historical perspective [PDF]
Journal of Econometrics, 2010 We analyse the impact of the Engle and Granger (1987) article by its citations over time, and find evidence of a second life starting in the new millennium. Next, we propose a possible explanation of the success of this citation classic. We argue that the conditions for its success were just right at the time of its appearance, because of the growing ...
Boswijk, H.P. +2 more
openaire +6 more sources
The Unemployment-Stock Market Relationship in South Africa: Evidence from Symmetric and Asymmetric Cointegration Models [PDF]
Managing Global Transitions, 2017 In this study, we examine linear and nonlinear cointegration and causal relations between unemployment and stock market returns in South Africa using quarterly data collected between 1994:Q1 and 2016:Q1.
Andrew Phiri
doaj +1 more source
The causal relationship between current account and financial account balance in Western Balkan countries: The case of Serbia [PDF]
Bankarstvo, 2020 The Western Balkans (WB) countries registered an increase in the current account (CA) deficit and net capital inflow in the period before the outbreak of the global financial crisis of 2008. The external debt of these countries has increased.
Kovačević Radovan
doaj +1 more source
THE POWER OF COINTEGRATION TESTS [PDF]
Oxford Bulletin of Economics and Statistics, 1992 A cointegration test statistic based upon estimation of an error correction model can be approximately normally distributed when no cointegration is present. By contrast, the equivalent Dickey-Fuller statistic applied to residuals from a static relationship has a non-standard asymptotic distribution. When cointegration exists, the error-correction test
Jeroen J. M. Kremers +2 more
openaire +3 more sources