Results 41 to 50 of about 441,270 (159)

On determination of cointegration ranks [PDF]

, 2009
We propose a new method to determine the cointegration rank in the error correction model (ECM). The cointegration rank, together with the lag order, is determined by a penalized goodness-of-fit measure.
Yao, Qiwei, Li, Qiaoling, Pan, Jiazhu
core   +2 more sources

Escaping the Regional Carbon Trap: The Role of Renewable Energy Innovation in EU Decarbonisation

Sustainable Development, EarlyView.
ABSTRACT The persistence of carbon‐intensive development pathways continues to hinder progress towards climate neutrality, especially in regions where industrial legacies, infrastructural inertia, and institutional rigidities reinforce emissions.
Kingsley Imandojemu, Felix Orole, Stephen Mmaduabuchukwu Chukwuka   +2 more
wiley   +1 more source

Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests [PDF]

, 2006
In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Sipols, Ana E., Escribano, Álvaro, Aparicio, Felipe M.   +2 more
core   +1 more source

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 ...
Onur Şeyranlıoğlu, Çağlar Sözen, Ferhat İspiroğlu   +2 more
doaj   +1 more source

BioTrade, Frontier Technology Readiness, and the Load Capacity Curve: Sustainable Development Dynamics in Sub‐Saharan Africa

Sustainable Development, EarlyView.
ABSTRACT This study investigates the nonlinear dynamics among income, ecological sustainability, and sustainable development in Sub‐Saharan Africa (SSA) within the Load Capacity Curve (LCC) framework, incorporating BioTrade and frontier technology readiness as novel structural determinants.
Ugur Korkut Pata, Selin Karlilar Pata, Qiang Wang, Sinan Erdogan   +3 more
wiley   +1 more source

Dynamic Interactions Among Climate, Land, Energy, and Water Systems: Insights From a Panel Vector Autoregression Approach

Sustainable Development, EarlyView.
ABSTRACT This study examines the dynamic interactions among climate conditions, land use, energy consumption, water resources, population dynamics, and economic growth within the Climate–Land–Energy–Water (CLEW) nexus across 137 countries from 2000 to 2023.
Kingsley Imandojemu, Romanus Osabohien, Damilola Felix Eluyela, Onur Yağiş, Felix Orole   +4 more
wiley   +1 more source

How Does Green and AI‐Related Innovation Activity Influence Ecological Decoupling in the U.S.? Evidence From Aggregate and Industry‐Adjusted Measures

Sustainable Development, EarlyView.
ABSTRACT Managing sustainability transitions demands not only adopting the newest technology and innovations but also policy alignment that reduces ecological pressure. Linking to ecological modernization theory, this study examines the U.S. time series data spanning 1990–2023 to understand how the combined innovation activities related to green ...
Md. Rashed, Md. Kamal Uddin, Md. Naeemur Rahman, Mohammad Fakhrul Islam, A. K. M. Mohsin, Md. Faisal‐E‐Alam   +5 more
wiley   +1 more source

Nonlinear Effects of Renewable Energy Integration on Sustainable Development in OECD Countries

Sustainable Development, EarlyView.
ABSTRACT This paper examines the nonlinear relationship between the green quality of the energy mix and sustainable development in 35 OECD countries from 1995 to 2022. Unlike conventional renewable‐energy shares, the Green Quality Index (GQI) is an emissions‐weighted indicator that accounts for differences in the carbon intensity of energy sources and ...
Leping Huang, Himanshu Sekhar Panda, Shreya Pal, Mantu Kumar Mahalik, Giray Gozgor   +4 more
wiley   +1 more source

Financial Inclusion, Energy Transition, and Sustainable Development in Sub‐Saharan Africa: A Distributional Panel Analysis

Sustainable Development, EarlyView.
ABSTRACT Sub‐Saharan Africa (SSA) faces pressing financing and structural transitions to achieve the 2030 Agenda, yet the distributional relationships linking financial inclusion and renewable energy adoption to sustainable development goal (SDG) achievement remain underexplored. This study investigates the roles of multidimensional financial inclusion
Mehdi Seraj, Abdulmajeed Tsowa Muhammad, Turgut Tursoy   +2 more
wiley   +1 more source

Hidden panel cointegration [PDF]

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.
Abdulnasser, Hatemi-J
core