Results 51 to 60 of about 107,851 (292)
Studies and Scientific Researches: Economics Edition, 2023 The purpose is to examine the long-term relationship & cointegration among gross domestic product (GDP), gross capital formation (GFC), and gross national savings (GNS) at the current price level in Oman.
Neetu Kwatra
doaj
Business Strategy and the Environment, EarlyView.ABSTRACT Despite the growing interest in ESG performance, limited research explores the mediating role of government policy in the relationship between Fintech, green finance and ESG outcomes. We address this gap by examining how Fintech and green finance influence ESG performance through government policies.
Mandella Osei‐Assibey Bonsu +4 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Energy is a fundamental driver of economic growth, shaping productivity, industrialization, and long‐term economic resilience. In sub‐Saharan Africa (SSA), where energy access remains uneven and infrastructure is underdeveloped, understanding sector‐specific energy demand is essential for designing sustainable energy strategies.
Michael Appiah +3 more
wiley +1 more source
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 +1 more
doaj
Interpreting cointegrated models [PDF]
Journal of Economic Dynamics and Control, 1988 Abstract Error-correction models for cointegrated economic variables are commonly interpreted as reflecting partial adjustment of one variable to another. We show that error-correction models may also arise because one variable forecasts another. Reduced-form estimates of error-correction models cannot be used to distinguish these interpretations. In
Shiller, Robert, Campbell, John
openaire +3 more sources
Combining non‐cointegration tests [PDF]
Journal of Time Series Analysis, 2012 The local power of many popular non‐cointegration tests has recently been shown to depend on a certain nuisance parameter. Depending on the value of that parameter, different tests perform best. This paper suggests combination procedures with the aim of providing meta tests that maintain high power across the range of the nuisance parameter.1 We ...
Bayer, Christian, Hanck, Christoph
openaire +5 more sources
On the robustness of cointegration tests when series are fractionally integrated [PDF]
, 1996 This paper shows, analytically and numerically, the effects of a misspecification in the degree of integration on testing for cointegration. Johansen LR tests tend to find too much spurious cointegration while the Engle-Granger test shows a more robust ...
Gonzalo, Jesús, Lee, Tae-Hwy
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT The United States (U.S.) faces challenges in achieving its ambitious net‐zero carbon emissions target by 2050, with current emissions having fallen by less than 1% in 2024. Despite an investment of $500 billion in low‐carbon resources while holding the second‐largest green technology patent portfolio globally, it is further imperative to ...
Md Zubair Ahmad +5 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 +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 +2 more
doaj +1 more source