Results 131 to 140 of about 5,076 (206)

Unbalanced Cointegration [PDF]

Recently, increasing interest on the issue of fractional cointegration has emerged from theoretical and empirical viewpoints. Here, as opposite to the traditional prescription of unit root observables with weak dependent cointegrating errors, the orders ...
Javier Hualde
core  

The relationship between income level and road traffic deaths: an empirical analysis for 22 OECD countries. [PDF]

BMC Public Health
Bayraktar Y, Aydin S, Olgun MF, Ozyilmaz A, Toprak M.   +4 more
europepmc   +1 more source

A short-and long-term analysis of the nexus between Bitcoin, social media and Covid-19 outbreak. [PDF]

Heliyon, 2021
Béjaoui A, Mgadmi N, Moussa W, Sadraoui T.   +3 more
europepmc   +1 more source

Does an improved HDI trigger tourism outflows for China? New evidence from the ARDL cointegration approach. [PDF]

PLoS One
Akbar A, Nawaz F, Hui X, Ullah I, Akbar M, Zidova V, Vasudevan A.   +6 more
europepmc   +1 more source

Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches. [PDF]

Soc Indic Res, 2022
Solarin SA, Lafuente C, Gil-Alana LA, Blanch MJG.   +3 more
europepmc   +1 more source

Long-Term Dependencies and Long Run non-Periodic Co-Cycles: Real Estate and Stock Markets [PDF]

The literature is not clear on whether there are co-dependencies domestically across real estate and stock markets, nor whether there are international co-dependencies for these asset classes, despite the importance of this question for portfolio ...
John Okunev, Patrick J. Wilson
core  

Fully Modified Narrow-Band Least Squares Estimation of Stationary Fractional Cointegration [PDF]

We consider estimation of the cointegrating relation in the stationary fractional cointegration model which has found important application recently, especially in financial economics.
Morten Ørregaard Nielsen, Per Frederiksen   +1 more
core  

Linking economic growth and international trade taxes in Turkey: A Fourier approach. [PDF]

Heliyon
Ağca A, Uçar O, Ufuk Uladi Ş.
europepmc   +1 more source

Expecting the Unexpected: Entropy and Multifractal Systems in Finance. [PDF]

Entropy (Basel), 2023
Orlando G, Lampart M.
europepmc   +1 more source

Role of natural resources, renewable energy sources, eco-innovation and carbon taxes in carbon neutrality: Evidence from G7 economies. [PDF]

Heliyon
Jiang W, Chen S, Tang P, Hu Y, Liu M, Qiu S, Iqbal M.   +6 more
europepmc   +1 more source