Results 111 to 120 of about 52,481 (289)
IIMB Management Review, 2018 This study examines certain long-run relationships hypothesised to be present among per capita real GDP, information and communication technology (ICT) infrastructure, consumer price index, labour force participation rate, and gross fixed capital ...
Rudra P. Pradhan +2 more
doaj +1 more source
"PPP tests in cointegrated panels: Evidence from Asian developing countries". [PDF]
This paper tests the relative version of purchasing power parity (PPP) for a set of ten Asian developing countries using panel cointegration framework. We employ 'between-dimension' dynamic OLS estimator as proposed by Pedroni (2001b).
Mohammed Mohsin, Syed A. Basher
core
Cointegrating Polynomial Regressions With Power Law Trends
Journal of Time Series Analysis, Volume 47, Issue 2, Page 331-344, March 2026.ABSTRACT The common practice in cointegrating polynomial regressions (CPRs) often confines nonlinearities in the variable of interest to stochastic trends, thereby overlooking the possibility that they may be caused by deterministic components. As an extension, we propose univariate and multivariate CPRs that incorporate power law deterministic trends.
Yicong Lin, Hanno Reuvers
wiley +1 more source
Speed of Adjustment in Digital Assets in a Decentralized Financial World
Journal of Futures Markets, Volume 46, Issue 2, Page 320-333, February 2026.ABSTRACT This paper investigates the stability and co‐movement of cryptocurrency assets in Decentralized Finance (DeFi), with a focus on the Speed of Adjustment (SA), the rate at which shocks dissipate, and prices revert to long‐run equilibrium. SA provides a critical measure of market efficiency and portfolio allocation in a highly volatile DeFi ...
Jeremy Eng‐Tuck Cheah +3 more
wiley +1 more source
Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus [PDF]
Investigaciones Regionales - Journal of Regional Research, 2011 For spatial data with a sufficiently long time dimension, the concept of «global» cointegration has been recently introduced to the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both within and
Timo Mitze
doaj
Should we care for structural breaks when assessing fiscal sustainability? [PDF]
We apply recent panel cointegration methods to a structural equation between government expenditure and revenue. Allowing for multiple endogenous breaks and after computing appropriate bootstrap critical values, we conclude for fiscal sustainability in ...
António Afonso, Christophe Rault
core
Violence and economic development in Mexico: a panel data cointegration approach
, 2023 Alexander Cotte Poveda +1 more
openalex +1 more source
Dynamic Debt With Intensity‐Based Models
Journal of Futures Markets, Volume 46, Issue 2, Page 334-352, February 2026.ABSTRACT This article proposes a dynamic debt model where the face value of debt can change. In particular, our dynamic debt setting allows debt changes ruled by intensity processes that are linked to the firm value through the correlation between the stochastic processes. Analytical solutions are obtained, and we extend the proposed dynamic debt model
João Miguel Reis, José Carlos Dias
wiley +1 more source
Natural Resources Forum, Volume 50, Issue 1, Page 139-156, February 2026.Abstract The global economy has been witnessing increasing geopolitical risk (GPR) in recent years. The rise in GPR has several consequences, and the impact of this situation on natural resource rent (NR) has not yet been analyzed for the major oil‐producing countries. Given this deficiency, this study analyzes the impact of GPR, gross domestic product,
Sinan Erdogan +2 more
wiley +1 more source
Import Demand in Heterogeneous Panel Setting [PDF]
To study the elasticities of import demand function, we build a heterogeneous panel with data of 40 counties and use panel unit root tests (Im, Pesaran and Shin, 1997) and panel cointegration tests (Pedroni, forthcoming).
Harb, Nasri
core +1 more source