Results 51 to 60 of about 441,270 (159)
Managing Global TransitionsWe investigate the impact of exchange rate volatility on exports and imports between South Africa and its main trading partners, namely the United States and China, across 22 import and export industries.
Mashilana Ngondo, Andrew Phiri
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Sustainable Development, EarlyView.ABSTRACT Gender equality is widely recognized as a key driver of inclusive and sustainable economic development, yet its economic impacts vary across European Union (EU) member states. This study investigates the long‐run relationship between gender equality and economic performance in the 27 EU countries during 1991–2022. Specifically, it examines the
Mahrukh Khan +2 more
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Climate Resilience and Sustainability, Volume 5, Issue 2, December 2026.The outcomes reveal that Responsible Consumption and Production (RCP) positively affect Climate Action in the BRICS plus countries. Climate Action has a positive correlation with RCP. Climate Action positively affects RCP in the BRICS plus countries across various performance quantiles.
Seyed Alireza Athari +2 more
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Cointegration Analysis with State Space Models [PDF]
This paper presents and exemplifies results developed for cointegration analysis with state space models by Bauer and Wagner in a series of papers. Unit root processes, cointegration and polynomial cointegration are defined.
Wagner, Martin
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South Africa's Inflation: Monetary or Fiscal
South African Journal of Economics, Volume 94, Issue 4, December 2026.ABSTRACT Conventional macroeconomics has viewed inflation as a monetary phenomenon through the quantity theory of money. Ever‐increasing sovereign debt globally has caused concern amongst economists. These concerns follow not from the ability of governments to repay their debt, but rather the impact of sizeable debt portfolios on price levels.
Guangling Liu, Christopher D. Solomon
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On Polynomial Cointegration in the State Space Framework [PDF]
This paper deals with polynomial cointegration, i.e. with the phenomenon that linear combinations of a vector valued rational unit root process and lags of the process are of lower integration order than the process itself (for definitions see Section 2).
Martin Wagner, Dietmar Bauer
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Education and the Shadow Economy: A Panel Cointegration Analysis
Kyklos, Volume 79, Issue 4, Page 910-920, November 2026.ABSTRACT This study examines the impact of education on the shadow economy across 132 countries over the period 1991–2020. To this end, panel cointegration and panel error‐correction models are employed. The results of the panel cointegration tests indicate a stable long‐term relationship among the selected variables.
Salvatore Ciucci
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Cointegration and Unit Roots. [PDF]
This paper provides an updated survey of a burgeoning literature on testing, estimation and model specification in the presence of integrated variables.
Jenkinson, Tim +2 more
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Cointegration and Common Factors. [PDF]
. Alternative common factor representations for cointegrated vectors are studied. This is done by embedding them into the dynamic factor model proposed by Peña and Box (Identifying a simplifying structure in time series. J. Am. Statist. Assoc. 82 (1987),
Peña, Daniel, Escribano, Álvaro
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Embedding pairs trading in market networks: a network science approach to portfolio construction
Humanities & Social Sciences CommunicationsDiversification is the cornerstone of risk-adjusted portfolio construction. Yet, despite being a well-established principle in finance, diversification has been overlooked in pairs trading strategies, which often focus solely on selecting the most ...
Mar Grande, Javier Borondo
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