Results 81 to 90 of about 67,070 (277)
Cointegration tests based on record counting statistics [PDF]
, 2003 This paper presents of number of cointegration tests that exploit the statistical properties of the records from the original time series variables. We prove their consistency and obtain their asymptotic null distributions.
Aparicio, Felipe M., Escribano, Álvaro
core +1 more source
International Studies of Economics, EarlyView.Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley +1 more source
Tourism, Democracy and Economic Growth in Africa
Journal of International Development, EarlyView.ABSTRACT While numerous studies have explored the determinants of economic growth, research on the impact of tourism and democracy on economic growth remains debated in both developed and developing countries. Furthermore, studies examining the moderating role of democracy in the tourism–economic growth relationship are particularly scarce.
Toyo A. M. Dossou +3 more
wiley +1 more source
The Properties of Cointegration Tests in Models with Structural Change [PDF]
In this paper we examine, by means of Monte Carlo simulation, the properties of several cointegration tests when long run parameters are subject to structural changes.
Luis F. Martins, Vasco J. Gabriel
core
Sustainable Development, EarlyView.ABSTRACT How important is structural transformation for poverty reduction in the region of the Intergovernmental Authority on Development? The novelty of the study lies in examining the relationship between structural transformation and poverty in the Intergovernmental Authority on Development (IGAD) region using a sectoral analysis with a focus on ...
Freeman Munisi Mateko +2 more
wiley +1 more source
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. Either of these underlying tests can
Christian Bayer, Christoph Hanck
core +6 more sources
The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison. [PDF]
PLoS One, 2022 Aysan AF, Guney I, Isac N, Khan AUI.
europepmc +1 more source
Testing for Exogeneity in Cointegrated Panels [PDF]
Oxford Bulletin of Economics and Statistics, 2014 AbstractThis paper proposes a test for the null that, in a cointegrated panel, the long‐run correlation between the regressors and the error term is different from zero. As is well known, in such case the OLS estimator is T‐consistent, whereas it is ‐consistent when there is no endogeneity. Other estimators can be employed, such as the FM‐OLS, that are
openaire +5 more sources
Sustainable Development, EarlyView.ABSTRACT This paper examines the nexus between financial markets (FM), mineral resources, and global energy transitions (ET) between 1990 and 2023 in the 20 leading countries exporting mineral resources, focusing on their impact on environmental sustainability.
Hamza Akram +5 more
wiley +1 more source
Purchasing power parity in Mexico since 1933
Latin American Economic Review, 2017 A new approach to cointegration developed by Enders et al. (Cointegration tests using instrumental variables with an example of the U.K. demand for money. Unpublished working paper.
Frederick H. Wallace
doaj +1 more source