Results 151 to 160 of about 23,114,135 (294)

Permanent Revenue in an Energy‐Exporting Economy: A New Test for Fiscal Equilibrium

Review of Development Economics, EarlyView.
ABSTRACT Fiscal disequilibrium arises when permanent expenditures (PEXP) exceed permanent revenue (PREV), a frequent risk in energy‐exporting economies reliant on volatile windfall revenues. However, existing research lacks a clear measure of these concepts and an empirical test for fiscal equilibrium.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley   +1 more source

Iteratively Learning Reconstruction of Blade Tip-Timing Signals and Cointegration-Based Damage Detection Under Variable Conditions

IEEE Access
Blade tip-timing (BTT) is a direct blade vibration monitoring technique and how to use under-sampled BTT signals for blade damage detection is still challenging under variable conditions. Compressed sensing (CS) has been introduced for reconstructing BTT
Zhongsheng Chen, Haopeng Liu, Lianying Liao   +2 more
doaj   +1 more source

Tourism's Impact on Long-Run Mexican Economic Growth [PDF]

Tourism is one of the most important factors in the productivity of Mexican economy with significant multiplier effects on economic activity. This paper investigates possible causal relationships among tourism expenditure, real exchange rate and economic
Edgar J Sanchez Carrera, Juan Gabriel Brida, W. Adrian Risso   +2 more
core  

Structural vector autoregressive analysis for cointegrated variables

Allgemeines Statistisches Archiv, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 more sources

Forecasting Carbon Prices: A Literature Review

Journal of Forecasting, Volume 45, Issue 2, Page 496-529, March 2026.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

Nacimientos y necesidades de vivienda en España. Un análisis de causalidad

Rect@, 2013
The study analyzes the relationship between the housing market and births in Spain (January 1986- December 2009).The process of analysis follows traditional patterns in time series studies. An error correction model is specified.
Díaz Fernández, Montserrat, Llorente Marrón, Mar   +1 more
doaj  

Detecting long memory co-movements in macroeconomic time series [PDF]

Cointegration analysis tests for the existence of a significant long-run equilibrium among some economic variables. Standard econometric procedures to test for cointegration have proven unreliable when the long-run relation among the variables is ...
Gianluca Moretti
core  

When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market

Journal of Futures Markets, Volume 46, Issue 3, Page 529-544, March 2026.
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro, Antonio A. Golpe, Jose Carlos Vides   +2 more
wiley   +1 more source

Domestic Financial Investment, Resource-Backed Capital Flows, and Economic Growth in Niger: An ARDL Approach

Resources
Using the Autoregressive Distributed Lag (ARDL) model cointegration framework, this paper examines the long- and short-run impact of domestic financial investment and natural resource rents on economic growth in Niger within the period 1990–2021.
Nesrine Gafsi
doaj   +1 more source

Determination of Cointegrating Rank in Fractional Systems [PDF]

This paper develops methods of investigating the existence and extent of cointegration in fractionally integrated systems. We focus on stationary series, with some discussion of extension to nonstationarity.
Peter M Robinson, Yoshihiro Yajima
core