Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions
ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
wiley +1 more source
Do CO<sub>2</sub> emissions, per capita GDP, public and private health expenditures matter for the health of older adults: empirical evidence from the E7 countries. [PDF]
Köroğlu MA +3 more
europepmc +1 more source
The Mathematical History Behind the Granger–Johansen Representation Theorem
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
Medical insurance and its impact on tourism: evidence from Vietnam. [PDF]
Wu H, Van Trung H.
europepmc +1 more source
SCARFISH: A new SCAR action group to co‐ordinate Antarctic fish research
Journal of Fish Biology, EarlyView.
Jilda Alicia Caccavo +57 more
wiley +1 more source
What Are The Drivers of Labor Productivity in Italy?
ABSTRACT This paper introduces a novel sign restriction identification within a structural Bayesian vector autoregression (VAR) to analyse how labour productivity responds to supply and demand shocks and to quantify the contribution of shocks to cyclical fluctuations.
Josué Diwambuena, Francesco Ravazzolo
wiley +1 more source
Dynamic links between economic complexity, technological innovation, structural transformation and energy sustainability in newly industrializing countries. [PDF]
Zirui Y, Mao J, Li Y.
europepmc +1 more source
Advancing low-carbon economies in the Persian Gulf: the role of clean energy, industry 4.0, and fintech. [PDF]
Li Z, Tian G, Ayub B, Khan ST.
europepmc +1 more source
What is the global causality between geopolitical risks, government governance, and energy transition? Empirical evidence from cross-country data. [PDF]
Wang H, Zhang T, Zhang Z, Feng Y.
europepmc +1 more source

