Results 71 to 80 of about 43,332 (309)
Cointegração e Descoberta de Preços de ADR Brasileiros [PDF]
RAC: Revista de Administração Contemporânea, 2009 This paper examines double-listing contribution for the price discovery of Brazilian stocks negotiated at the NYSE through ADRs. It examines whether the prices of stock/ADR pairs have their own common long term relation or, alternatively, whether the ...
Claudio Akira Kawamoto +1 more
doaj
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the impact of trade liberalisation on income inequality across 24 Sub‐Saharan African (SSA) countries from 2000 to 2020. Using IV‐Tobit and 2SLS models, we consistently find that greater trade openness significantly exacerbates inequality in the region. Critically, we document an inverted U‐shaped relationship between trade
Guivis Zeufack Nkemgha +2 more
wiley +1 more source
Impact of Sovereign Debt Maturity on Fiscal Sustainability
International Journal of Finance &Economics, EarlyView.ABSTRACT This study is the first to investigate the impact of the term structure of public debt on fiscal sustainability. We adopt the widely used backward‐looking measure of fiscal sustainability—fiscal responsiveness as proposed by Bohn. Using data from De Graeve and Mazzolini and focusing on a sample of 19 most developed countries, we demonstrate ...
António Afonso +3 more
wiley +1 more source
Cointegration Analysis with State Space Models [PDF]
This paper presents and exemplifies results developed for cointegration analysis with state space models by Bauer and Wagner in a series of papers. Unit root processes, cointegration and polynomial cointegration are defined.
Wagner, Martin
core
International Studies of Economics, EarlyView.Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley +1 more source
Tests for cointegration in panels with regime shifts [PDF]
In the paper we extend Gregory and Hansen’s (1996)ADF, Za, Zt cointegration tests to panel data, using the method proposed in Maddala and Wu (1999). We test the null hypothesis of no cointegration for all the units in the panel against the alternative ...
Luciano Gutierrez
core
Sustainable Development, Volume 34, Issue 3, Page 3699-3719, June 2026.ABSTRACT This study examines the asymmetric effects of eco‐innovation on income‐based carbon emissions inequality within G7 economies over the period 1990–2023. Theoretically grounded in innovation diffusion theory and political economy frameworks, we argue that green technological advancements exert non‐linear, directional effects on emissions ...
Brahim Bergougui +5 more
wiley +1 more source
Omitted variables in cointegration analysis [PDF]
This paper investigates the effects of the omission of relevant variables from the statistical model on cointegration analysis, proposed by Johansen (1988, 1991).
Pashourtidou, Nicoletta
core
Elasticities of VAT Collection and Mexican Imports: Analysis by subchapters in the period 2010-2022
The Anáhuac Journal, 2023 This article obtained the elasticities of the Value Added Tax (VAT) collection with respect to merchandise imports classified in the 689 subchapters of the International Harmonized System 2010-2022.
Javier Moreno Espinosa +3 more
doaj
Women's Empowerment, Governance, and the Economics of Clean Cooking Transitions in Africa
Sustainable Development, EarlyView.ABSTRACT Over the past few decades, the global economy, particularly in developing nations, has persistently grappled with rising dependence on conventional energy resources, thus rendering the realization of Sustainable Development Goals 5 and 7 (SDGs 5 and 7) an elusive aspiration for the international community.
Stephen Kelechi Dimnwobi +2 more
wiley +1 more source