Results 81 to 90 of about 43,332 (309)
Cointegration and long-horizon forecasting [PDF]
It is widely believed that imposing cointegration on a forecasting system, if cointegration is, in fact, present, will improve long-horizon forecasts.
Francis X. Diebold +1 more
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Sustainable Development, EarlyView.ABSTRACT This study evaluates the dynamic relationship between Green Finance (proxied by green Official Development Assistance) and the expansion of Renewable Energies on biodiversity conservation across 48 African countries over the period 2000–2017.
Mounkaila Gourouza Nana Hadiza +1 more
wiley +1 more source
Explaining Cointegration Analysis: Part II [PDF]
We describe the concept of cointegration, its implications in modelling and forecasting, and discuss inference procedures appropriate in integrated-cointegrated vector autoregressive processes (VARs).
Katarina Juselius, David F. Hendry
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Testing for cointegration using induced-order statistics [PDF]
, 2008 Unit root tests, Cointegration tests, Nonlinearity, Robustness, Induced order statistics, Engle and Granger test,
Alvaro Escribano +5 more
core +1 more source
The Impacts of Economic Growth, Energy Consumption and Openness on the Environmental Quality In I. R. Iran [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2012 Countries efforts to achieve rapid economic growth and lack of adequate attention to environmental issues in recent years have caused serious damage to the countries environment.
Mohammad Ali Motafakkerazad +1 more
doaj
Temporal Dynamics of Tourism Sustainability: Economic and Environmental Evidence From Greece
Sustainable Development, EarlyView.ABSTRACT Tourism is a resource‐intensive sector that generates substantial economic benefits while exerting long‐term pressure on energy systems and the environment. This study examines the sustainability of tourism in Greece by analyzing how tourism growth affects economic performance, energy consumption, and carbon emissions across different time ...
Stylianou Tasos
wiley +1 more source
Unbalanced Cointegration [PDF]
Recently, increasing interest on the issue of fractional cointegration has emerged from theoretical and empirical viewpoints. Here, as opposite to the traditional prescription of unit root observables with weak dependent cointegrating errors, the orders ...
Javier Hualde
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Nonlinear Adjustment Towards Purchasing Power Parity [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2002 The objective of this paper is to investigate the dynamics of adjustment to long-run purchasing power parity (PPP)in a nonlinear framework using the Iranian data over the period 1959-2000.
Mohammad Ali Moradi
doaj
Sustainable Development, EarlyView.ABSTRACT This study examines the dynamic interactions between climate risk, oil price uncertainty (OPU), and technological innovation in shaping Sustainable Development Goals (SDGs) related to Sustainable Cities and Communities (SCC) across Gulf Cooperation Council (GCC) countries from 2005 to 2024. Using a panel Time‐Varying Interactive Fixed Effects (
Mohamed Sami Ben Ali +2 more
wiley +1 more source
Comparison of Panel Cointegration Tests [PDF]
The main aim of this paper is to compare the size and size-adjusted power properties of four residual-based and one maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations.
Deniz Dilan Karaman Örsal
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