Results 41 to 50 of about 1,719 (118)
Applied cointegration analysis in the mirror of macroeconomic theory [PDF]
Journal of Applied Econometrics, 1996 SUMMARY Cointegration analyses of macroeconomic time series are often not based on fully specified theoretical models. We use a theoretical model to scrutinize common procedures in applied cointegration analysis. Monte Carlo experiments show that (1) some tests of the cointegration vectors do not work well on series generated by an equilibrium business
Söderlind, Paul, Vredin, Anders
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Religiosity and Income: A Panel Cointegration and Causality Analysis [PDF]
SSRN Electronic Journal, 2013 In this paper we examine the long-run relationship between religiosity and income using retrospective data on church attendance rates for a panel of countries from 1925 to 1990. We employ panel cointegration and causality techniques to control for omitted variable and endogeneity bias and test for the direction of causality. We show that there exists a
Herzer, Dierk, Strulik, Holger
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Torun International StudiesPurpose: The aim of this article is to examine whether there were asymmetric price transmissions between the market prices of crude oil and wholesale prices, as well as between wholesale and retail fuel prices in Poland between 2007 and 2024 ...
Bartosz Totleben
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The empirical study of the tax competition in the European Union
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2007 The increase in the capital mobility forces the Member States to decrease tax burden on capital. Lower revenues from capital taxation have to be compensated by the increase in tax burden on labor.
Danuše Nerudová, Svatopluk Kapounek
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EMPIRICAL TESTING OF PERMANENT INCOME HYPOTHESIS FOR PAKISTAN AND U.S ECONOMIES
Pakistan Journal of Applied Economics, 2023 The permanent income hypothesis (PIH) has been empirically tested widely, but, the results are mixed. The probable reason for mixed results is different methodologies that make different underlying assumptions.
M. Fahad MALIK, Muhammad Mazhar IQBAL
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Aging and personal finance: a long-term behavior model of the Spanish population
Revista CEA, 2019 The aging of a population determines the characteristics of its economic environment and, according to the life-cycle hypothesis, it may affect the level of aggregate saving.
Montserrat Díaz-Fernández +2 more
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Mathematics, 2021 This paper examines the world wheat market leadership using price discovery occurring in wheat futures markets of the United States (U.S.) and Europe. An error correction model (ECM) generalized autoregressive conditional heteroskedasticity (GARCH), and ...
Osama Ahmed
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Covid-19 Pandemisinin Seçilmiş Borsa Endeksleri Üzerine Etkisinin İncelenmesi
Gaziantep Üniversitesi Sosyal Bilimler Dergisi, 2020 2019 yılının sonlarında Çin’in Wuhan şehrinde görülen ve tüm dünyaya yayılarak küresel bir sorun haline gelen ölümcül ve bulaşıcı özelliğe sahip Covid-19 hastalığının bireyleri, ülkeleri ve dünya ekonomisini olumsuz yönde etkileyeceği tahmin edilmektedir.
Abdulkadir Barut, Ceyda Yerdelen Kaygın
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Panel cointegration analysis with xtpedroni [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2014 In this article, I introduce the new command xtpedroni, which implements the Pedroni (1999, Oxford Bulletin of Economics and Statistics 61: 653–670; 2004, Econometric Theory 20: 597–625) panel cointegration test and the Pedroni (2001, Review of Economics and Statistics 83: 727–731) group-mean panel-dynamic ordinary least-squares estimator.
Neal, Timothy, Neal, Timothy
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Ekonomi, Politika & Finans Araştırmaları Dergisi, 2018 Bu çalışmada Kırgızistan ekonomisi enerji tüketimi ve ekonomik büyüme arasındaki ilişki sürdürülebilirlik açısından incelenmiştir. Yani çalışmanın amacı ekonomik büyümenin hem enerji üretimi hem de tüketimi açısından uzun dönem ilişkilerinin ...
Aziz Bostan, Afşin Ravanoğlu
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