Results 61 to 70 of about 67,836 (307)
A Python Module for Implementing Cointegration Tests with Multiple Endogenous Structural Breaks
Engineering ProceedingsTesting for long-run relationships between time series variables with short-run adjustments is an integral part of many empirical studies nowadays. Allowing for structural breaks in the estimations is a pertinent issue within this context. The purpose of
Abdulnasser Hatemi-J, Alan Mustafa
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A PANEL COINTEGRATION ANALYSIS: AN APPLICATION TO INTERNATIONAL TOURISM DEMAND OF THAILAND [PDF]
Annals of the University of Petrosani: Economics, 2010 This paper sought to find the long-run relationships between international tourist arrivals in Thailand and economic variables such as GDP, transportation cost and exchange rates during period of 1986 to 2007.
CHUKIAT CHAIBOONSRI +4 more
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Oil Prices and Stock Markets: Further Evidence from Newly Industrialized Countries [PDF]
Management and Economics Review, 2018 In this paper, the relationship between stock prices and global oil prices in newly industrialized countries (Brazil, China, India, Malaysia, Mexico, Philippines, South Africa, Thailand, Turkey and Indonesia) has been investigated.
Feyyaz ZEREN, Hilmi Tunahan AKKUŞ
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Energy Science &Engineering, EarlyView.ABSTRACT This research aims to explore the effects of agricultural productivity and the use of renewable energy sources on India's CO2 emissions while taking economic expansion into concern based on data during 1985–2022. This study applies the autoregressive distributed lag (ARDL) technique, dynamic‐ordinary least square (DOLS), fully‐modified ...
Palanisamy Manigandan +4 more
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Journal of Forecasting, EarlyView.ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio +1 more
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Energies, 2019 The main objective of this paper is to examine the long-term effects of financial development, economic growth, energy consumption (electricity consumption in the agriculture sector), foreign direct investment (FDI), and population on the environmental ...
Abbas Ali Chandio +6 more
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Structural break and consumer prices: the case of Malaysia
Cogent Business & Management, 2020 This paper studies the dynamic behaviour of both linear and non-linearity of consumer prices in Peninsular Malaysia and Sabah from 2004 to 2015. For linear tests, monthly prices data of consumer price index (CPI) for nine groups of goods and services ...
Siti Marsila Mhd Ruslan, Kasypi Mokhtar
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The power of bootstrap tests of cointegration rank
Computational Statistics, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Niklas Ahlgren, Jan Antell
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The Impact of Democratization and Globalization on Environmental Sustainability in Brazil
Geological Journal, EarlyView.Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu +3 more
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Tests for cointegration in panels with regime shifts [PDF]
In the paper we extend Gregory and Hansen’s (1996)ADF, Za, Zt cointegration tests to panel data, using the method proposed in Maddala and Wu (1999). We test the null hypothesis of no cointegration for all the units in the panel against the alternative ...
Luciano Gutierrez
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