Results 41 to 50 of about 67,836 (307)
Agribusiness, EarlyView.ABSTRACT The US hemp market is a new and nascent industry that has been devoid of research for about half a century. This study examined the effects of exogenous shock on price at each phase of the value chain—Farm (hemp biomass), and its impact on prices at other phases of the value chain—Intermediary Processor (crude cannabidiol hemp) and Final ...
Solomon Odiase +2 more
wiley +1 more source
Aviation Demand and Economic Growth in the Czech Republic: Cointegration Estimation and Causality Analysis [PDF]
Statistika: Statistics and Economy Journal, 2014 The main purpose of the paper is to empirically examine the aviation-led growth hypothesis for the Czech Republic by testing causality between aviation and economic growth.
Bilal Mehmood, Amna Shahid
doaj
Financial Development and Output Growth: A Panel Study for Asian Countries
East Asian Economic Review, 2012 This paper investigates the relationship between financial markets and output growth for a panel of 27 Asian countries over 1960-2009. It utilizes the recently-developed panel cointegration techniques to test and estimate the long-run equilibrium ...
Sangjoon Jun
doaj +1 more source
TESTING INTEGRATION AND COINTEGRATION: AN OVERVIEW
Oxford Bulletin of Economics and Statistics, 1992 The paper exposits Wiener distribution theory for I(1) time series as an overview to a special issue on testing integration and cointegration. The behavior of an I(1) series is related to a Wiener process to derive the limiting distribution of its sample mean. Other Wiener processes are related to functions of the normal distribution.
Banerjee, A, Hendry, D
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Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source
Agribusiness, EarlyView.ABSTRACT Brazil and the United States account for more than 40% of global poultry exports, with China and South Korea among their major destination markets. This study examines price transmission and market linkages between Brazil and the United States using monthly poultry export price data from January 1990 to December 2024. It also assesses which of
Khondoker Abdul Mottaleb +2 more
wiley +1 more source
On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models
Econometrics, 2019 This paper investigates the properties of tests for asymmetric long-run adjustment which are often applied in empirical studies on asymmetric price transmissions. We show that substantial size distortions are caused by preconditioning the test on finding
Karl-Heinz Schild, Karsten Schweikert
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Testing for Neglected Nonlinearity in Cointegrating Relationships* [PDF]
Journal of Time Series Analysis, 2007 Abstract. This article proposes pure significance tests for the absence of nonlinearity in cointegrating relationships. No assumption of the functional form of the nonlinearity is made. It is envisaged that the application of such tests could form the first step towards specifying a nonlinear cointegrating relationship for empirical modelling.
Andrew P. Blake, George Kapetanios
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Business Strategy and the Environment, EarlyView.ABSTRACT Despite the growing interest in ESG performance, limited research explores the mediating role of government policy in the relationship between Fintech, green finance and ESG outcomes. We address this gap by examining how Fintech and green finance influence ESG performance through government policies.
Mandella Osei‐Assibey Bonsu +4 more
wiley +1 more source
MACROECONOMIC DETERMINANTS OF MIGRATION: AN EMPIRICAL ANALYSIS FOR TURKIYE
Baltic Journal of Economic StudiesInternational migration is an increasingly widespread phenomenon of our age with macroeconomic determinants. There are many economic and non-economic forces behind the decision to migrate. This study estimates the impact of macroeconomic determinants on
Osman Cenk Kanca
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