Results 131 to 140 of about 15,639,744 (351)

The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified. [PDF]

In this paper I present an alternative derivation of the asymptotic distribution of Kremers, Ericsson and Dolado's (1992) conditional ECM- based t-test for no-cointegration with a single prespecified cointegrating vector.
Eric Zivot
core  

The Role of Energy Transition, Digitalization, and Green Goods in Material Footprints and Sustainability

Sustainable Development, EarlyView.
ABSTRACT This study investigates how green and non‐green goods, energy transition, digitalization, economic growth, and population affect the material footprint of G‐7 countries from 1990 to 2023. Using an extended STIRPAT framework, we show that green and non‐green goods increase material footprint, demonstrating the resource intensity associated with
Sohidul Islam, Shahzad Alvi, Scott J. Niblock, Hamid Ghazi H. Sulimany, Md. Mustaqim Roshid, Frédéric Mirindi   +5 more
wiley   +1 more source

Structural breaks, cointegration and the Fisher effect [PDF]

There is scant empirical support in the literature for the Fisher effect in the long run, though it is often assumed in theoretical models. We argue that a break in the cointegrating relation introduces a spurious unit root that leads to a rejection of ...
Haug, Alfred A., Dewald, William G., Beyer, Andreas   +2 more
core  

Advancing SDG8, SDG10, and SDG16: The Roles of Tax Burden, Income Inequality, and Human Rights in Driving Sustainable Development in the United States

Sustainable Development, EarlyView.
ABSTRACT Sustainable development depends on economic, social, and environmental aspects, all of which play a key role in long‐term societal well‐being. While much of the existing literature emphasizes environmental aspects, the economic and social components, crucial for achieving SDG8, SDG10, and SDG16, are often overlooked in sustainable development ...
Tunahan Degirmenci
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).
Syed A. Basher, Alfred A. Haug
core  

Exploring the Drivers of Ecological Sustainability: Insights From the World's Top SDGs Performers

Sustainable Development, EarlyView.
ABSTRACT This article investigates the impact of climate technologies, financial inclusion, renewable energy, and economic growth on the environmental sustainability of the five world's top the Sustainable Development Goals (SDGs) performers. Utilizing a newly compiled panel dataset, the analysis employs the load capacity factor as a proxy for ...
Abdullah Emre Caglar, Ismail Demirdag, Qasim Raza Syed, Mehmet Akif Destek   +3 more
wiley   +1 more source

Testing for Stochastic Cointegration and Evidence for Present Value Models [PDF]

Using the stochastic integration/cointegration framework of Harris, McCabe and Leybourne (2002) we revisit the problem of assessing the empirical evidence for or against the present value class of models in the bond and stock markets.
Stephen Leybourne, David Harris, Brendan McCabe   +2 more
core  

Carbon‐Intensive Agriculture: Agricultural Trade Openness, Energy Use, and Environmental Challenges in High‐Emission Countries

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, Ali Altiner, Eda Bozkurt, Yilmaz Toktas   +3 more
wiley   +1 more source

LONG-TERM EQUILIBRIUM RELATIONSHIPS BETWEEN THE STOCK AND CRYPTOCURRENCIES MARKETS

Економіка та суспільство
This study investigates the long-term equilibrium relationships between the stock market, represented by the Dow Jones Industrial Average (DJIA), and a comprehensive range of 401 cryptocurrencies traded on Binance. Employing Johansen cointegration tests
Кирило Троян
doaj   +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