Results 121 to 130 of about 67,836 (307)
Analysis of Factors Affecting House Prices in Türkiye: Evidence from the Fourier Approach
Hitit Sosyal Bilimler DergisiIn developing countries such as Türkiye, the housing sector plays a crucial role in shaping both the macroeconomic balance and the quality of life of individuals.
Lütfü Sizer
doaj +1 more source
Residual-based tests for cointegration and multiple regime shifts [PDF]
In this paper we examine the properties of several cointegration tests when long run parameters are subject to multiple shifts, resorting to Monte Carlo methods.
Martin Sola +2 more
core
A Conformity Test for Cointegration
, 1995 This paper formulates a conformity test for cointegration in the context of a VAR specification for a multivariate I(1) process. The test statistic is a function of the characteristic roots of the sample covariance matrix of a linear transformation of the cointegral vector; the latter is obtained from unrestricted estimator of the underlying parameters
openaire +3 more sources
Sustainable Development, EarlyView.ABSTRACT This study examines the socioeconomic determinants of agricultural CO2 emissions in the 10 highest‐emitting agricultural economies from 1992 to 2022. Using the LM bootstrap cointegration method and the method of moments quantile regression (MMQR), the analysis identifies long‐run relationships and heterogeneous effects across the emissions ...
Ugur Korkut Pata +3 more
wiley +1 more source
Sustainable Development, EarlyView.ABSTRACT Property rights play a crucial role in protecting natural resources by enhancing individuals' and organizations' awareness of their responsibilities. Social globalization influences environmental sustainability by shaping consumption patterns.
Tunahan Degirmenci +4 more
wiley +1 more source
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity [PDF]
We test long¨Crun PPP within a general model of cointegration of linear and nonlinear form. Nonlinear cointegration is tested with rank tests proposed by Breitung (2001).
Alfred A. Haug, Syed A. Basher
core
Sustainable Development, EarlyView.ABSTRACT The pursuit of Sustainable Development Goals (SDGs) 7, 9, 12, and 13, centered on affordable clean energy, industrial innovation, responsible production, and climate action, has gained momentum across Latin American economies. However, the region continues to face the dual challenge of achieving economic growth while mitigating rising carbon ...
Agyemang Kwasi Sampene +2 more
wiley +1 more source
The Relationship between Shadow Economy and Unemployment Rate. A Ardl Causality Analysis for the Case Of Romania [PDF]
Revista Română de Statistică, 2015 The paper aims to investigate the nature of the relationship between the shadow economy (SE) and unemployment rates (both registered and ILO) for the case of Romania using Pesaran et al.(2001) bounds tests approach for cointegration.
Adriana AnaMaria DAVIDESCU
doaj
Sustainable Development, EarlyView.ABSTRACT In recent years, transition to renewable energy has emerged as a vital strategy for achieving sustainable development and reducing environmental degradation. Only when backed by a solid institutional and macroeconomic context can economic growth serve as a stimulus for the development of renewable energy.
Azad Erdem +3 more
wiley +1 more source
PPP TESTS IN COINTEGRATED PANELS: EVIDENCE FROM ASIAN DEVELOPING COUNTRIES [PDF]
This paper tests the relative version of purchasing power parity (PPP) for a set of ten Asian developing countries using panel cointegration framework. We employ ¡®between-dimension¡¯ dynamic OLS estimator as proposed by Pedroni (2001b). The test results
Mohammed Mohsin, Syed Abul Basher
core +6 more sources