Results 161 to 170 of about 6,407 (183)

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

Macroeconomics and Finance in Emerging Market Economies, 2016
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.
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A procedure to detect hidden cointegration with the sieve bootstrap

2005
In this paper we consider a particular form of cointegration, called hidden cointegration, which arises between positive and/or negative components of a time series. Hidden cointegration is especially interesting to model asymmetric behaviours, but it requires specific estimation and testing procedures.
GEROLIMETTO, Margherita, PIZZI, Claudio, PROCIDANO, Isabella   +2 more
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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
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The Relationship Between Sectoral Employment and Economic Growth In Turkey: Hidden Cointegration And Asymmetric Causality Test

2023
A government implements economic policies to manage the economy and improve welfare conditions in a country. Providing productive spaces for the labor force in a country is also one of the primary objectives of economic policy makers. Therefore, the sectors in which the labor force is located and its contributions to the economy are important ...
YILDIRIM, Uğur, ENGELOĞLU, Özgür
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THE IMPACT OF RENEWABLE-NON-RENEWABLE ENERGY CONSUMPTION ON ECONOMİC GROWTH IN DEVELOPING COUNTRIES: HIDDEN COINTEGRATION APPROACH

2023
Energy has been one of the main factors that human beings have been dealing with since the early periods of human history.With the industrial revolution, its importance has increased and it has played an important role in the industrialization of countries.
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ANALYSIS OF ENERGY CONSUMPTION AND ENVIRONMENT RELATIONSHIP IN TURKEY WITH HIDDEN COINTEGRATION APPROACH

Human beings have been interacting with the environment since ancient times. With the Industrial Revolution, energy consumption increased and its environmental impacts started to be felt. Increasing energy use day by day has brought environmental problems. It has become a threat to human life along with environmental impacts.
Sargın Karatekin, Nurevşan, Alev, Nigar   +1 more
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Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique

Institutions and Economies, 2014
This study examines the relationships between oil prices and macroeconomic variables such as industrial/manufacturing production index, consumer price index, real effective exchange rates, lending rates and stock price index in Australia and New Zealand within the framework of hidden cointegration technique and crouching error correction model (CECM ...
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ANALYSIS OF THE RELATIONSHIPS BETWEEN FINANCIAL DEVELOPMENT, SAVING AND GLOBALIZATION AND CAPITAL FORMATION BY HIDDEN COINTEGRATION AND ASYMMETRIC CAUSALITY TESTS: THE CASE OF TURKEY

2020
Amaç: Son yıllarda sermaye oluşumu ile makroekonomik ve finansal faktörler arasındaki ilişki araştırmacılar tarafından araştırılan ve tartışılan konulardan biridir. Bu çalışmanın amacı Türkiye’de finansal gelişmişliğin, küreselleşmenin ve tasarrufların sermaye oluşumu üzerinde etkisinin olup olmadığını araştırmaktır.Yöntem: Saklı eşbütünleşme ...
ERDAŞ, Mehmet Levent, GÖÇMEN YAĞCILAR, Gamze   +1 more
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Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di cointegrazione nascosta.

Economia Internazionale / International Economics, 2015
This paper investigates the relationship between gold price growth, oil price shocks, and stock price index in the GCC countries over the period 2006-2008 using daily data. We apply hidden cointegration technique which identifies asymmetry of the cointegrating vectors between components (cumulative positive and negative changes) of the series.
Hatemi-J, Abdulnasser, Irandoust, Manuchehr   +1 more
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