Investigating Crowding-Out Effect Of Government Expenditures: Evidence From Turkey
İzmir İktisat Dergisi, 2021 The purpose of this article is to investigate the effect of government consumption and investment expenditures on private sector investment in the Turkish economy.
Felor Ebghaeı
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Environmental Kuznets curve (EKC): Empirical relationship between economic growth, energy consumption, and CO2 emissions: Evidence from 3 developed countries [PDF]
Panoeconomicus, 2021 In this study, the environmental Kuznets curve (EKC) hypothesis is examined for 3 developed countries, which are Denmark, the United Kingdom, and Spain, for the period between 1960 and 2014.
Beşe Emrah, Kalayci Salih
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Pitfalls in testing for long run relationships [PDF]
, 1998 This paper analyzes the robustness of the two most commonly used cointegration tests: the single equation based test of Engle and Granger (EG) and the system based test of Johansen.
Gonzalo, Jesús, Lee, Tae-Hwy
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Is There Any Sectoral Cointegration in Indonesia Equity Market?
International Research Journal of Business Studies, 2018 This research analyzes short and medium-run cointegration relationship among 9 sectoral indices in Indonesia equity market (JCI), using 2012-2016 weekly closing prices as the data.
Aileen Clarissa Surya, Gabriella Natasha
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Wieś i Rolnictwo, 2023 The purpose of the study was to analyse the determinants of South African citrus exports post era of trade liberalisations using secondary data from 1996 to 2018.
Mushoni Bulagi +2 more
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China'S Imports: An Empirical Analysis Using Johansen'S Cointegration Approach
IMF Working Papers, 1994 In this paper, the behavior of China’s imports during the period 1980-92 is studied. The estimation of cointegration and error correction mechanisms enables the separation of the long-run and short-run determinants of imports in China. The estimated cointegrating vector using Johansen’s cointegration approach shows that, in the long run, China’s ...
Mingwei Yuan, Kalpana Kochhar
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On the robustness of cointegration tests when series are fractionally integrated [PDF]
, 1996 This paper shows, analytically and numerically, the effects of a misspecification in the degree of integration on testing for cointegration. Johansen LR tests tend to find too much spurious cointegration while the Engle-Granger test shows a more robust ...
Gonzalo, Jesús, Lee, Tae-Hwy
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The associations between stock prices, inflation rates, interest rates are still persistent: Empirical evidence from stock duration model [PDF]
Journal of Economics Finance and Administrative Science, 2020 Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using quarterly data on non-financial firms listed in DJIA30 and NASDAQ100 for the period 1999-2016.
Tarek Eldomiaty +3 more
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Frontiers in Environmental Science, 2022 Recently, it has been observed that fossil fuel utilization increased to manage the issue of food insecurity; however, it has increased the risk of environmental degradation and land availability.
Yu Huan +4 more
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The impact of macroeconomic factors on the capital market of the Republic of Serbia [PDF]
Ekonomija: teorija i praksa, 2023 In the study, the impact of five macroeconomic factors on the capital market of the Republic of Serbia was explored. The focus was on factors that have been identified as significant for the development of the capital market but with differing opinions ...
Marić Vesna, Ignjatović Svetlana
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