Results 41 to 50 of about 5,076 (206)
A Novel Approach for Testing Fractional Cointegration in Panel Data Models with Fixed Effects
Fractal and FractionalFractional cointegration in time series data has been explored by several authors, but panel data applications have been largely neglected. A previous study of ours discovered that the Chen and Hurvich fractional cointegration test for time series was ...
Saidat Fehintola Olaniran +3 more
doaj +1 more source
Testing the Marshall-Lerner condition in Kenya [PDF]
, 2012 In this paper we examine the Marshall-Lerner (ML) condition for the Kenyan economy. In particular, we use quarterly data on the log of real exchange rates, export-import ratio and relative (US) income for the time period 1996q1 – 2011q4, and employ ...
Caporale, GM, Gil-Alana, LA, Mudida, R
core +1 more source
National Accounting ReviewThe export-led growth hypothesis (ELGH) has been extensively explored; however, previous studies have predominantly relied on standard integration and cointegration techniques, and empirical evidence supporting the ELGH remains inconclusive.
Jorge V. Pérez-Rodríguez +2 more
doaj +1 more source
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
Cointegration in fractional systems with deterministic trends [PDF]
Journal of Econometrics, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
P. M. Robinson, F. Iacone
openaire +2 more sources
The structure of contemporaneous price-volume relationships in financial markets
Managerial Economics, 2014 The main goal of this paper is an examination of the interdependence stuctures of stock returns, volatility and trading volumes of companies listed on the CAC40 and FTSE100. The authors establish that the mean values of respective measures are different
Henryk Gurgul, Robert Syrek
doaj +1 more source
Mid‐Infrared Integrated Photonics: Material Platforms and Emerging Applications
Laser &Photonics Reviews, EarlyView.Mid‐infrared (MIR) integrated photonics enables advanced chemical and biological sensing through the unique absorption features of molecules in the 2–20 µm range. This review highlights recent material advances such as chalcogenide glasses, silicon, and graphene and explores MIR applications in environmental monitoring, medical diagnostics ...
Muhammad Ali Butt +2 more
wiley +1 more source
Pitfalls in testing for long run relationships [PDF]
, 1998 This paper analyzes the robustness of the two most commonly used cointegration tests: the single equation based test of Engle and Granger (EG) and the system based test of Johansen.
Gonzalo, Jesús, Lee, Tae-Hwy
core +5 more sources
Sustainable Development, EarlyView.ABSTRACT The ubiquitous proliferation of artificial intelligence (AI) technologies across contemporary global economic systems necessitates a comprehensive empirical examination of their environmental ramifications, particularly with respect to environmental sustainability paradigms.
Brahim Bergougui
wiley +1 more source
Persistent and Long-Term Co-Movements between Gender Equality and Global Prices
EconomiesThis paper investigates the relationships of the Bloomberg Gender Equality Index and the MSCI World Index in global financial markets. The main objective is to analyze the degree of integration of each index from a fractional perspective for the years ...
Juan Infante +2 more
doaj +1 more source