Results 1 to 10 of about 6,407 (183)
Crude oil prices pass-through to retail petroleum product prices in Nigeria: evidence from hidden cointegration approach [PDF]
Economic Change and Restructuring, 2021 This study produces the first-ever analysis in Nigeria on the asymmetric response of petroleum product prices to international crude oil prices by employing the hidden cointegration approach on quarterly data spanning from 1973Q1 to 2020Q2. After the preliminary tests of data description, unit root analysis and cointegration test, we find that positive
David Olayungbo, Titus A Ojeyinka
exaly +4 more sources
İstanbul İktisat Dergisi, 2021 The tax revenues, which constitute the most important income item of the state, provide the necessary financing for sustainable economic growth in evolved countries, development efforts in developing economies, and form the basis of social welfare ...
Gülgün Çiğdem, Merve Altaylar
doaj +3 more sources
The Asymmetric effect of monetary policy on service production in Iran: hidden cointegration approach [PDF]
مدلسازی اقتصادسنجی, 2023 The main goal of this research is to examine and test the asymmetric effects of monetary policy on the production of Services. For this purpose, hidden cointegration analysis and Autoregressive distributed lag (ARDL) approach in Iran's economy have been ...
zahra tahmasebi +3 more
doaj +2 more sources
Hidden panel cointegration [PDF]
Journal of King Saud University - Science, 2020 This article extends the seminal work of Granger and Yoo (2002) on hidden cointegration to panel data analysis. It shows how cumulative negative and positive changes can be constructed for each panel variable. It also shows how tests similar to the augmented Dickey-Fuller tests can be implemented to find out whether the cointegration is hidden in the ...
Abdulnasser Hatemi-J
exaly +2 more sources
Hidden cointegration reveals hidden values in Islamic investments [PDF]
Journal of International Financial Markets, Institutions and Money, 2017 We explore long-run relationships between Islamic and conventional equity indices for the period 2000–2014. We adopt a hidden co-integration technique to decompose the series into positive and negative components; thus allowing the investigation of the indices during upward and downward markets. We find evidence of bi-directional dynamics during upward,
Christos Alexakis, Vasileios Pappas
exaly +4 more sources
Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2021 The effect of tourism on economic growth is capturing the attention of researchers and policy makers worldwide. Many countries, both developed and developing ones, are systematically putting forward crucial strategies in order to promote their tourism ...
Süleyman Bolat +2 more
doaj +3 more sources
Did weekly economic index and volatility index impact US food sales during the first year of the pandemic? [PDF]
Financial Innovation, 2023 We explore the impacts of economic and financial dislocations caused by COVID-19 pandemic shocks on food sales in the United States from January 2020 to January 2021.
Narasingha Das, Partha Gangopadhyay
doaj +2 more sources
Government spending and revenues in Sweden 1722–2011: evidence from hidden cointegration [PDF]
Empirica, 2017 This study examines the long-run causal relationship between government revenues and spending of the Swedish economy over the period 1722–2011. The results based on hidden cointegration technique and a modified version of the Granger non-causality test, show that there exists a long-run and asymmetric relationship between government spending and ...
Manuchehr Irandoust
exaly +3 more sources
İstanbul İktisat Dergisi, 2023 Free zones, which are implemented as a development policy on the basis of the objectives of increasing exports, investments, and employment, facilitating imports, contributing to domestic production, ensuring technology transfer, and balancing regional ...
Müge Seda Ateş +3 more
doaj +2 more sources
An Analysis of Asymmetry Effects of Oil Shocks on Economic Growth of the Oil-Exporting Countries: A Non-Liner Hidden Panel Cointegration [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2014 Asymmetric effects of oil shocks mean the difference between the positive and negative effects of oil shocks. Empirical studies show that these asymmetric effects can affect economic growth in oil-exporting countries as well as importing countries.
Hamid Molaei +2 more
doaj +1 more source