Results 31 to 40 of about 16,685 (283)
Linking institutional quality to environmental sustainability
Sustainable Development, Volume 30, Issue 6, Page 1749-1765, December 2022., 2022 Abstract This study investigates the influence of democracy, autocracy, and globalization on carbon dioxide (CO2) emissions in 69 developing countries from 1990 to 2018. We used the unit root approaches to scrutinize the level of stationarity and recognize that all concern variables were unified at first difference.
Atif Jahanger +2 more
wiley +1 more source
Regime-switching cointegration [PDF]
Studies in Nonlinear Dynamics & Econometrics, 2015 AbstractWe 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). An important aspect of our approach is that we allow both the cointegrating vectors and the number of cointegrating relationships to change when the regime ...
Jochmann M, Koop G
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Sustainable Development, Volume 30, Issue 6, Page 1766-1778, December 2022., 2022 Abstract The world has witnessed a significant rise in greenhouse gas emissions since the end of the 20th century as several economies begin to emerge into industrial hubs and manufacturing giants across the globe. Thus, in the wake of global interest in clean energy development and campaign for sustainable climate and ecosystem, the role of the ...
Stephen Taiwo Onifade +1 more
wiley +1 more source
Cointegration in frequency domain [PDF]
Journal of Time Series Analysis, 2002 Existence of a cointegration relationship between two time series in the time domain imposes restrictions on the series zero‐frequency behaviour in terms of their squared coherence, phase and gain, in the frequency domain. I derive these restrictions by studying cross‐spectral properties of a cointegrated bivariate system.
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Impact factors and space‐time characteristics of income inequality in a global sample
Sustainable Development, Volume 30, Issue 6, Page 1850-1868, December 2022., 2022 Abstract Inequality has been of growing interest in the political debate and in theoretical and empirical studies for some decades. Therefore, the study of regional inequality raises some relevant questions related to the spatial nature of the data.
Byron Quito +3 more
wiley +1 more source
Interdependencies of markets in southeastern Europe and buyback of shares on shallow capital markets: The application of cointegration and causality tests [PDF]
Panoeconomicus, 2015 Due to the global financial crisis the stock exchange indices of Southeastern European (SEE) countries are stagnating or are slowly recovering. The issuers of securities, namely banks that achieve good business results, may be in a dilemma ...
Đukić Đorđe, Đukić Mališa
doaj +1 more source
Monitoring Stationarity and Cointegration [PDF]
SSRN Electronic Journal, 2015 We propose a monitoring procedure to detect a structural change from stationary to integrated behavior. When the procedure is applied to the residuals of a relationship between integrated series it thus monitors a structural change from a cointegrating relationship to a spurious relationship. The cointegration monitoring procedure is based on residuals
Martin Wagner +3 more
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Persistence of Bank Credit Default Swap Spreads
Risks, 2019 Credit default swap (CDS) spreads measure the default risk of the reference entity and have been frequently used in recent empirical papers. To provide a rigorous econometrics foundation for empirical CDS analysis, this paper applies the augmented Dickey&
Xin Huang
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Investigating Exchange Rate Pass-through to Consumer Prices in Nigeria
Folia Oeconomica Stetinensia, 2021 Research background: There have been several studies on the degree of exchange rate pass-through (ERPT) to consumer prices, as well as macroeconomic environment with yet no clear direction.
Ugwu Ephraim +2 more
doaj +1 more source
COINTEGRATION AND UNIT ROOTS [PDF]
Journal of Economic Surveys, 1990 Abstract. This paper provides an updated survey of a burgeoning literature on testing, estimation and model specification in the presence of integrated variables. Integrated variables are a specific class of non‐stationary variables which seem to characterise faithfully the properties of many macroeconomic time series.
Dolado, J +2 more
openaire +4 more sources