Results 131 to 140 of about 67,836 (307)
LONG-TERM EQUILIBRIUM RELATIONSHIPS BETWEEN THE STOCK AND CRYPTOCURRENCIES MARKETS
Економіка та суспільствоThis 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
End-of-Sample Cointegration Breakdown Tests [PDF]
This paper introduces tests for cointegration breakdown that may occur over a relatively short time period, such as at the end of the sample. The breakdown may be due to a shift in the cointegrating vector or due to a shift in the errors from being I(0 ...
Donald W.K. Andrews, Jae-Young Kim
core
Energy Poverty and Climate Shocks: Are Changing Weather Patterns Leaving South Africa in the Dark?
Sustainable Development, EarlyView.ABSTRACT Energy and climate change are deeply interlinked, with the latter exerting significant influence on energy demand and supply. In regions such as South Africa, where socio‐economic vulnerability is high, understanding how climate change affects energy poverty is essential to achieving the Sustainable Development Goals, particularly SDG 7 ...
WiZelle Kritzinger, Roula Inglesi‐Lotz
wiley +1 more source
Testing the Null of Cointegration with Structural Breaks [PDF]
In this paper we propose an LM-Type statistic to test the null hypothesis of cointegration allowing for the possibility of a structural break, in both the deterministic and the cointegration vector.
Andreu Sansó +1 more
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Sustainable Development, EarlyView.ABSTRACT There is widespread consensus on the threats that plastic waste poses to the environment. A significant obstacle to sustainable development, the trade in plastic waste may contribute to plastic pollution. The objective of this research is to look at how the import and export of plastic waste affect the sustainable development of Regional ...
Mustafa Necati Çoban +3 more
wiley +1 more source
Assessing the Impact of Income Redistribution on Growth: Evidence From the E6 Countries
Maliye ve Finans YazılarıThis study examines the effect of income distribution on economic growth across the E6 countries, namely China, Türkiye, Mexico, Brazil, Russia, and India, from 1988 to 2021, employing the Panel Corrected Standard Errors (PCSE) method.
Emre Gökçeli
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Is Double Trouble? How to Combine Cointegration Tests [PDF]
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests.
Bayer, Christian, Hanck, Christoph
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Sustainable Development, EarlyView.ABSTRACT Identifying the principal drivers of carbon emissions is vital for designing effective mitigation strategies and supporting long‐term environmental sustainability. Although previous studies have explored multiple determinants of emissions, limited attention has been paid to the most influential energy–technology channels within trade‐dependent
Gang Kou +3 more
wiley +1 more source
Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share [PDF]
This paper tests for cointegration between regional output of an industry and national output of the same industry. An equilibrium economic theory is presented to argue for the plausibility of cointegration, however, regional economic forecasting using ...
N. Edward Coulson +2 more
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Investment, Employment, and Trade as Drivers of Income‐Based Inclusive Growth in Sub‐Saharan Africa
Sustainable Development, EarlyView.ABSTRACT This study investigates the drivers of income‐based inclusive economic growth in 14 Sub‐Saharan African countries from 2000 to 2023, focusing on investment, employment, trade openness, population growth, inflation, and foreign direct investment.
Evans Yeboah +3 more
wiley +1 more source