Results 141 to 150 of about 482,580 (177)

The asymmetric effects of foreign direct investment on clean energy consumption in BRICS countries: A recently introduced hidden cointegration test

open access: yesJournal of Cleaner Production, 2019
This study investigates the effects of foreign direct investment and the trade openness on clean energy consumption for BRICS countries―Brazil, Russia, India, China, and South Africa―during the period 1985–2017.
Veli Yilanci   +2 more
exaly   +6 more sources

A panel hidden cointegration analysis on the political stability and tourism receipts

open access: yesApplied Economics Letters, 2022
In the present study, the asymmetric relationships between political stability and tourism receipts in 14 MENA countries were investigated using panel data analysis with annual data of the period between 2002 and 2018.
Eda Bozkurt   +2 more
semanticscholar   +4 more sources

Investigating the nexus between GDP, oil prices, FDI, and tourism for emerging economy: Empirical evidence from the novel fourier ARDL and hidden cointegration

open access: yesResources Policy, 2021
Abstract This study is conducted to investigate the nexus between GDP, FDI, oil prices, and tourism using yearly data from 1995 to 2017. The integration order is investigated by applying the ADF, PP and Zivot and Andrews unit root tests that identify the integration order in the presence of one endogenous break.
Faisal Faisal   +2 more
exaly   +5 more sources

Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique

open access: yesInternational Review of Financial Analysis, 2013
Abstract This paper examines “causality” effects between mutual fund flows and stock index prices in Japan. In particular, both the short and long run dynamics between stock prices and fund units are investigated. The novelty of our paper is the use of the hidden cointegration technique which attempts to capture heterogeneous fund flow reactions when
Christos Alexakis   +2 more
exaly   +4 more sources

Healthcare expenditure and carbon footprint in the USA: evidence from hidden cointegration approach

European Journal of Health Economics, 2020
The priority aim of this study is to investigate the effect of carbon footprint, which is an indicator of environmental degradation, on health expenditures for the USA. In the study, cointegration analysis was performed for the period 1970-2016 by using health expenditures, carbon footprint, gross domestic product per capita and life expectancy at ...
Murat Gunduz
exaly   +4 more sources

HIDDEN COINTEGRATION [PDF]

open access: yesSSRN Electronic Journal, 2002
Possibly hitherto unnoticed cointegrating relationships among integrated components of data series are identified. If the components are cointegrated, the data are said to ahve hidden cointegration. The implication of hidden cointegration on modeling data series themselves is discussed throughwhat we call crouching error correction models. We show that
Gawon Yoon
semanticscholar   +5 more sources

Saving behaviour under terms-of-trade uncertainty: evidence from hidden cointegration approach

Macroeconomics and Finance in Emerging Market Economies, 2017
There are very few studies on the asymmetric relationship between private saving (PS) and terms-of-trade uncertainty. This paper examines the extent to which terms-of-trade shocks have an asymmetric effect on PSs in 18 Latin American countries (LACs) over the period 1970–2012.
Manuchehr Irandoust
exaly   +3 more sources

Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa: a hidden cointegration analysis

Applied Economics, 2015
The objective of this article is to investigate the hypothesis of asymmetric effects between economic growth and renewable and nonrenewable energy production. To this end, both the linear cointegration and the hidden cointegration methodology are employed, with the latter allowing a straightforward delimitation of the data in an economically sensible ...
Aviral Kumar Tiwari, Nicholas Apergis
exaly   +3 more sources

Asymmetry in retail gasoline and crude oil price movements in the United States: An application of hidden cointegration technique

Energy Economics, 2009
Abstract There is a common belief that gasoline prices respond more quickly to crude oil price increases than decreases. Some economists and politicians believe that asymmetry in oil and gasoline price movements is the outcome of a non-competitive gasoline market requiring that governments take policy action to address “unfair pricing”.
Afshin Honarvar
exaly   +3 more sources

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