Results 151 to 160 of about 482,580 (177)

Total Variable Decomposition Based on Sparse Cointegration Analysis for Distributed Monitoring of Nonstationary Industrial Processes

IEEE Transactions on Control Systems Technology, 2020
For nonstationary processes, it is difficult to detect the abnormality which may be hidden by the normal nonstationary variations. The key issue is how to fully explore the underlying nonstationary variable relationships.
Chunhui Zhao
exaly   +2 more sources

FOREIGN DIRECT INVESMENT OUTFLOWS AND ENVIRONMENTAL POLLUTION: HIDDEN COINTEGRATION ANALYSIS FOR TURKEY

IEDSR Association, 2021
The relationship between foreign direct investment, which is a type of cross-border and long-term investment, and environmental quality is a current issue that is heavily debated. Foreign direct invesments can ensure economic growth and development of countries, while also causing a change in environmental quality. In the research conducted, it is seen
A. Tayyar
semanticscholar   +2 more sources

The asymmetric nexus of energy-growth and CO2 emissions: An empirical evidence based on hidden cointegration analysis

Gondwana Research, 2023
Anwar Khan, Chuanwang Sun
semanticscholar   +2 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

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

Interaction Between Stock Exchange And Interest Rate in Turkey: A Hidden Cointegration and Asymmetric Causality Analysis

Ekoist: Journal of Econometrics and Statistics
This study reveals the relationship between stock markets and interest rates. In this study, the Borsa Istanbul-100 Index (BIST-100) is used to represent the stock market, and the Turkish Lira Overnight Reference Rate (TLREF) is used to represent the interest rate. To investigate the relationship between the series, daily data between 28.12.2018- 20.10.
Onur Şeyranlıoğlu, Çağlar Sözen, Ferhat İspiroğlu   +2 more
semanticscholar   +3 more sources

The Asymmetric Nexus of Energy Factors, Green Economy Factors, Blue Economy Factors, and African Growth Sustainability: An Empirical Evidence from Hidden Cointegration Approach

Journal of the Knowledge Economy
A. Ahmad, J. Jeevan, S. Ruslan, A. Abubakar   +3 more
semanticscholar   +2 more sources

Revisited Export Led Growth Hypothesis for Selected European Countries A Panel Hidden Cointegration Approach [PDF]

Istanbul University Econometrics and Statistics e-Journal, 2013
This paper examines the export-led growth hypothesis in a panel of selected European countries from 1970 to 2011. For this purpose, a panel hidden cointegration test is used. Initially, cumulative negative and positive changes are constructed for each panel variable. Then the potential panel cointegration is examined. Our empirical results support that
ZEREN, Fatma, KILINÇ SAVRUL, Burcu
openaire   +2 more sources

ASYMMETRIC EFFECT OF FELDSTEIN-HORIOKA PUZZLE IN TURKEY AND THE TURKISH REPUBLICS IN CENTRAL ASIA: HIDDEN COINTEGRATION TEST

2020
Yatırım-tasarruf ilişkisi önemli bir makroekonomik gösterge olup, yurtiçi yatırımların yurtiçi tasarruflarla karşılanamaması ekonomik büyüme ve kalkınma üzerinde olumsuz etki yaratmaktadır. Özellikle gelişen ekonomiler, sorun teşkil eden yurtiçi tasarruf açığını gidermek için yabancı yatırımlara ihtiyaç duymaktadırlar.
ÖZEK, Yavuz, BAYAT, Tayfur
openaire   +2 more sources

Hidden Cointegration in Financial Time Series

2004
L'obiettivo principale di questo lavoro è di analizzare la non stazionarietà di serie storiche finanziarie mutivariate. La non linearità dei processi sottostanti a tali serie storiche ha indotto a considerare l'estensione non ineare del concetto di cointegrazione introdotto da Engle e Granger (1987).
PIZZI, Claudio, PROCIDANO, Isabella, VENDRAME F.   +2 more
openaire   +1 more source