Results 171 to 180 of about 478,176 (203)

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
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

Uncovering Hidden Costs: an Empirical Study on the Impact of Quasi-Fiscal Activities on Pakistan’s Electricity Supply

Economic Alternatives
Electricity is widely regarded as a clean and secure form of energy, playing a pivotal role in various aspects of modern life. In Pakistan, the electricity sector grapples with the challenge of quasi-fiscal activities (QFA), comprising tariff ...
Sabeel Khan, Fazale Wahid
semanticscholar   +1 more source

The Hidden Cost of Global Trade: Evidence from Plastic Waste Trade and Its Ecological Ramifications Across Major Waste-Trading Nations

Sustainability
The rapid expansion of plastic waste trade has intensified environmental pressures, accelerating ecosystem degradation and climate change. We examine the long-term impacts of plastic waste imports and domestic waste production on ecological footprints ...
A. Şeker, Nizamettin Öztürkçü, Muhammed Fatih Aydemir   +2 more
semanticscholar   +1 more source

Is Climate Change a Hidden Driver of Inflation in Nigeria? Evidence from Novel Fourier Methods

Journal of Developing Areas
:Climate change is already happening on a large scale, and it is widely acknowledged as the largest issue of the twenty-first century due to the grave hazards it poses to the environment, human welfare, and progress.
Sodiq Arogundade, A. Hassan
semanticscholar   +1 more source

Towards Sustainable Environment in OECD Nations: The Moderator Role of Renewable Energy in Uncovering the Hidden Link Between Military Expenditure and Ecological Footprint

Sustainable Development
This study examines the relationships among military spending, renewable energy (RNW), globalisation, economic growth, and ecological footprint in 35 OECD member countries, using data covering 1990–2022.
Hasan Ayaydın, Tolga Ergün, Hilal Ok Ergün, Abdulkadir Barut, Abdulmuttalip Pilatin   +4 more
semanticscholar   +1 more source

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 ...
openaire  

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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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
openaire   +1 more source

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
openaire