Results 41 to 50 of about 106,356 (205)

The applied perspective for seasonal cointegration testing

Economia Aplicada, 1997
While the literature on cointegration deals exclusively with the case of cointegration at the long-run or zero frequency between series in a vector of economic variables, it may happen that unit-roots are also present at the seasonal frequencies, and ...
Andre Luis Rossi de Oliveira, Paulo Picchetti   +1 more
doaj  

The Impact of Renewable and Non‐Renewable Energy on Economic Growth: Evidence From Sub‐Saharan African Countries Using Multivariate Panel Vector Autoregressive Modeling

Energy Science &Engineering, EarlyView.
This study analyzes energy consumption and economic growth across 39 Sub‐Saharan African countries using a PVAR model. Findings reveal that non‐renewable energy and labor force growth stimulate economic growth, while renewable energy does not stimulate economic growth in the short run.
Amadou Cham, Nana Kena Frempong, Richard Opoku, Francis Davis, Simon Kojo Appiah   +4 more
wiley   +1 more source

Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system [PDF]

Royal Society Open Science, 2018
Microscopic factors are the basis of macroscopic phenomena. We proposed a network analysis paradigm to study the macroscopic financial system from a microstructure perspective.
Xiangyun Gao, Shupei Huang, Xiaoqi Sun, Xiaoqing Hao, Feng An   +4 more
doaj   +1 more source

Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak

Risks, 2021
The main aim of this article is to examine the inter-relationships among the top cryptocurrencies on the crypto stock market in the presence and absence of the COVID-19 pandemic.
Ahmet Faruk Aysan, Asad Ul Islam Khan, Humeyra Topuz   +2 more
doaj   +1 more source

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

Journal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source

Codependence and Cointegration [PDF]

, 2009
We introduce the idea of common serial correlation features among non-stationary, cointegrated variables. That is, the time series do not only trend together in the long run, but adjustment restores equilibrium immediately in the period following a ...
Trenkler, Carsten, Weber, Enzo
core  

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

Geological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu, Mehmet Metin Dam, Serdar Ongan, Andrew Adewale Alola   +3 more
wiley   +1 more source

TÜRKİYE’NİN ÜLKE KREDİ NOTLARI İLE DOĞRUDAN YABANCI YATIRIMLARI ARASINDAKİ UZUN DÖNEMLİ İLİŞKİ: STANDARD&POORS ÖRNEĞİ - THE LONG TERM RELATIONSHIP BETWEEN SOVEREIGN CREDIT RATINGS AND FOREIGN DIRECT INVESTMENT OF TURKEY: SAMPLE OF STANDARD&POORS

Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2018
Bu çalışmada, Türkiye’nin Ocak 2006 - Kasım 2017 yılları arasında gerçekleşen doğrudan yabancı yatırımları ile kredi derecelendirme kuruluşu Standard&Poors’ un ilan ettiği ülke kredi notları arasındaki uzun dönemli ilişki zaman serisi analizleri ...
Asuman Balat, Gizem Vergili, Mutlu Başaran Öztürk   +2 more
doaj   +1 more source

The Energy Dilemma: Does Energy Security Risk and Renewable Energy Affect Fossil Material Footprint? Policy Framework for Securing SDGs

Geological Journal, EarlyView.
Energy security risk has a positive impact on material footprint. Renewable energy consumption reduces material footprint. ABSTRACT Following a high economic growth path, the group of G7 economies is found to be utilising more and more material, causing a material footprint (MF), which in turn contributes to pollution.
Serhat Çamkaya, Faiza Saleem, Afshan Hamid, Magdalena Radulescu, Ahsan Anwar   +4 more
wiley   +1 more source

The Cointegration analysis of per capita trade turnover between the Republic of Azerbaijan and Turkey and the GDPs of these countries [PDF]

Problemi Ekonomiki
The article builds an ECM model (error correction model) of the relationship between Azerbaijan's trade turnover with Turkey per capita and the GDP per capita of these countries for the period 1992–2022.
Yuniszada Roya
doaj   +1 more source