Results 141 to 150 of about 15,639,744 (351)

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

Hidden panel cointegration

This article extends the seminal work of Granger and Yoo (2002) on hidden cointegration to panel data analysis. It shows how cumulative negative and positive changes can be constructed for each panel variable.
Abdulnasser, Hatemi-J
core  

Savings and Financial Sector Development: Panel Cointegration Evidence from Africa [PDF]

financial sector development, private savings, panel cointegration tests ...
Kelly, Roger, Mavrotas, George
core  

Pathways to Sustainable Development: The Role of Property Rights, Globalization, Policy Stringency, and Institutions in E7 Economies

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, Mehmet Aydin, Busra Yigit, B. Yasin Çakmak, Tomiwa Sunday Adebayo   +4 more
wiley   +1 more source

Seasonal adjustment and cointegration [PDF]

We examine the effects of seasonal adjustment filters on the size and power of ADF and PP residual-based cointegration tests via a Monte Carlo and an empirical application.
Jesus Otero, Jeremy Smith
core  

Achieving Carbon Neutrality Through Green Supply Chain Management, Eco‐Innovation, and Green Energy: The Moderating Effect of Green Finance

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, Sami Ullah, Ugur Korkut Pata   +2 more
wiley   +1 more source

Assessing the Impact of Income Redistribution on Growth: Evidence From the E6 Countries

Maliye ve Finans Yazıları
This 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
doaj   +1 more source

Testing Cointegration Rank in Large Systems [PDF]

In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration relations in large multivariate systems.
Chen Pu, Hsiao Chihying
core  

Managing the SDG‐Aligned Energy Transition in OECD Countries: How Do Economic Growth, Income Inequality, and Environmental Protection Expenditures Impact Energy Transition?

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, Erick Okoth, Yasin Sogut, Nazli Demirtas   +3 more
wiley   +1 more source

Canadian Money Demand Functions Cointegration¨CRank Stability [PDF]

This paper applies conventional tests (Johansen, 1995) and new tests (Chao and Phillips, 1999) for cointegration to long¨Crun money demand functions using historical Canadian data back to 1872.
Alfred A. Haug
core