Results 151 to 160 of about 478,176 (203)

Vector AutoRegressive Moving Average Models: A Review. [PDF]

open access: yesWiley Interdiscip Rev Comput Stat
Düker MC   +3 more
europepmc   +1 more source

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

Applied 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   +3 more sources

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

The 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 ...
M. Gündüz
semanticscholar   +3 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

Resources 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   +7 more
semanticscholar   +3 more sources

Hidden Cointegration among Borsa Istanbul Sector Indices

, 2020
In this study, the cointegration relationship between the financial, industrial, services and technology indices in Borsa Istanbul is analyzed by employing the Johansen cointegration test and Hatemi-J & Irandoust (2012) hidden cointegration test. Daily data cover the period 2nd January 2012 to 24th September 2018.
Kemal Eyuboglu, Sinem Eyüboğlu
semanticscholar   +2 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
semanticscholar   +2 more sources

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