Results 211 to 220 of about 67,836 (307)

Exploring the impact of digital technology, circular technology and public management on environmental sustainability in emerging economies. [PDF]

Sci Rep
Wei Y, Ali MSE, Bhat MA.
europepmc   +1 more source

Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
wiley   +1 more source

The Impact of Internet and Mobile Phone Usage and Unemployment on Adult Obesity: Empirical Evidence from the BRICS States. [PDF]

Healthcare (Basel)
Sart G, Bayar Y, Danilina M, Gavriletea MD.   +3 more
europepmc   +1 more source

What Are The Drivers of Labor Productivity in Italy?

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper introduces a novel sign restriction identification within a structural Bayesian vector autoregression (VAR) to analyse how labour productivity responds to supply and demand shocks and to quantify the contribution of shocks to cyclical fluctuations.
Josué Diwambuena, Francesco Ravazzolo
wiley   +1 more source

Climate change and environmental degradation: Evidence from SADC countries. [PDF]

PLoS One
Adediran OA, Binuomote SO, Dlamini SG, Dlamini DV, Ajetomobi JO, Muchara B, Ajala AK.   +6 more
europepmc   +1 more source

Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Since the seminal contributions of Friedman and Schwartz and of Hendry and Ericsson, instability in money demand has remained a central issue in the literature. This study broadens and generalizes the first evidence for the United Kingdom of stable long‐ and short‐run broad money demand extending back to the nineteenth century. Using nonlinear
Álvaro Escribano, Juan‐Andrés Rodríguez, Miguel A. Arranz   +2 more
wiley   +1 more source

Cointegration in a MIDAS Regression

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley   +1 more source

Average egg price: Mean reversion and persistence in a time series approach. [PDF]

PLoS One
Sarasola-Cullen A, Gil-Alana LA.
europepmc   +1 more source

The decline of 'Deaths of Despair' in Italy: unveiling this phenomenon in a new context. [PDF]

Popul Health Metr
Lanfiuti Baldi G, Nigri A, Trias-Llimós S, Barbi E.   +3 more
europepmc   +1 more source

Testing linear cointegration against smooth-transition cointegration

, 2011
This paper studies a smooth-transition (ST) type cointegration. The proposed ST cointegration allows for regime switching structure in a cointegrated system. It nests the linear cointegration developed by Engle and Granger (1987) and the threshold cointegration studied by Balke and Fomby (1997).
openaire   +1 more source