Natural Resource Modeling, Volume 39, Issue 1, February 2026.ABSTRACT This study investigates how natural resources, productive capacities, climate resilience, green innovations, and education influence ecological sustainability in China. Using annual data from 2001 to 2023, we apply the Fourier ADF and Fourier ARDL approaches to capture nonlinear dynamics and smooth structural breaks often missed by traditional
Rui Zhang +3 more
wiley +1 more source
Testing for an irrelevant regressor in a simple cointegration analysis [PDF]
This paper investigates the asymptotic behavior of the t-ratio associated to an irrelevant variable in a three-variable cointegration analysis. It is proved that the t-ratio converges to a non-standard distribution suitable for statistical inference ...
Daniel Ventosa-santaulà ria
core
Looking Back to 1991 Economic Forecasting: Introducing Cointegration
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 1, Page 1-21, February 2026.ABSTRACT Originally written in 1991 to advance the formal analysis of macroeconomic forecasting models and methods following the development of cointegration, alternative forecasting devices, conditional and unconditional forecasts, and data accuracy are considered.
David F. Hendry
wiley +1 more source
Macroeconomic Spillovers of Weather Shocks Across U.S. States
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 1, Page 141-156, February 2026.ABSTRACT We estimate the short‐run effects of weather‐related disasters on local economic activity and cross‐border spillovers that operate through economic linkages between U.S. states. To this end, we use emergency declarations triggered by natural disasters and estimate their effects using a monthly global vector autoregressive (GVAR) model for U.S.
Emanuele Bacchiocchi +2 more
wiley +1 more source
Unravelling the nexus between energy prices and exchange rate in Malaysia: Fresh insights from a non-linear perspective using threshold cointegration analysis. [PDF]
HeliyonButt S +4 more
europepmc +1 more source
Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange [PDF]
This paper investigates the long-term financial integration and bivariate extreme dependence between Bovespa and the Istanbul Stock Exchange. While a static cointegration test presents no evidence of long-term cointegration, the introduction of a ...
Ceylan Onay, Gözde Ünal
core
Constructing Country‐Specific Debt Indices for Developing Countries
Review of Development Economics, Volume 30, Issue 1, Page 237-254, February 2026.ABSTRACT Contemporary crises continue to keep governments in protracted periods of borrowing, increasing the stock and flow of sovereign indebtedness. Especially for developing economies and small states, singular metrics of public debt such as the debt‐to‐GDP ratio may not reflect the country's true debt position.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley +1 more source
Tax Competition in EU implies EMTR different: some effects on FDI and Economic Growth Rate [PDF]
Tax base mobility in a globalised economy implies that tax policy influences savings, domestic investments and inter-jurisdictional capital mobility. Assuming the existence of spatial and temporal interdependence, using: a data set of EU countries, after
Maria Rosaria Alfano
core
HOW STABLE IS THE DEMAND FOR MONEY IN CHINA? [PDF]
Different authors have tried to estimate the demand for money in different countries. A common theme of almost all studies since 1987 is the application of cointegration technique.
Mohsen Bahmani-Oskooee, Yongqing Wang
core
Cointegration Approach for Vibration-Based Misalignment Detection in Rotating Machinery Under Varying Load Conditions. [PDF]
Sensors (Basel)Szewczyk S +4 more
europepmc +1 more source