Results 61 to 70 of about 7,993 (229)
Performance of Johansen Cointegration test, TTR/DTR/ITR-to-GDP.
, 2023 Performance of Johansen Cointegration test, TTR/DTR/ITR-to-GDP.
Yu kun Wang (14992293), Li Zhang (8200)
core +1 more source
Relationship among tourism, FDI, and economic growth in Bangladesh
Discover SustainabilityThe tourism sector has grown to be the largest industry in the world, providing jobs to national and local economies. The tourism sector and foreign direct investment are expanding with time, but more research is needed to determine how these ...
Md. Nazmus Sadekin
doaj +1 more source
Natural Resources Forum, EarlyView.ABSTRACT The number of studies in literature examining the relationship between economic complexity and environment continues to increase. In those studies, either environmental degradation is represented by a limited indicator, or a traditional empirical method is preferred.
Tunahan Haciimamoglu
wiley +1 more source
Drivers of agricultural productivity: Evidence from transforming economies
Agricultura Tropica et Subtropica, 2021 This study empirically investigates the drivers of agricultural productivity in transforming economy. The study used a 35-year period (1980–2014) panel data sourced from World Development Indicators, Penn World Table, United States Department of ...
Osinowo Olatokunbo Hammed +2 more
doaj +1 more source
Monetary Policy, Investor Sentiment and Stock Price Bubble: Evidence From China
Accounting &Finance, EarlyView.ABSTRACT The empirical results indicate that an increase in interest rates may stimulate a significant and persistent stock price bubble, which is consistent with rational asset price bubble theory. This finding suggests that central banks should implement anti‐turbulent monetary policy with caution, since inappropriate tightening may unintentionally ...
Jiahao Gong +3 more
wiley +1 more source
Business Ethics, the Environment &Responsibility, EarlyView.ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani +2 more
wiley +1 more source
Testing for cointegration using the Johansen approach: Are we using the correct critical values? [PDF]
This paper presents Monte Carlo simulations for the Johansen cointegration test which indicate that the critical values applied in a number of econometrics software packages are inappropriate.
Paul Turner
core
Speed Bump and Stock Market Quality: Evidence From NYSE American
Financial Management, EarlyView.ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
wiley +1 more source
Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms [PDF]
In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic terms suggested by Saikkonen & Lütkepohl (2000b) and Saikkonen, Lütkepohl & Trenkler (2006).
Carsten Trenkler
core
Forecasting Climate Change Using a Multivariate Cointegrated System
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT A cointegrated vector equilibrium correction model of key climate variables including sea surface temperature, ocean heat content, Arctic sea‐ice extent and sea‐level change is built, driven by radiative forcing in which a stochastic trend arises due to anthropogenic emissions of greenhouse gases.
Jennifer L. Castle +3 more
wiley +1 more source