Results 131 to 140 of about 52,481 (289)
Bayesian Cointegrated Panels in Digital Marketing
In this paper, we fully develop and apply a novel extension of Bayesian cointegrated panels modeling in digital marketing, particularly in modeling of a system where key metrics such as clicks or impressions of a given digital campaign is considered. Thus, in this context our goal is evaluating how the system reacts to investment perturbations due to ...
Carranza-Sánchez, Juan David +1 more
openaire +2 more sources
Shades of empire: Evidence from Swedish and Polish–Lithuanian partitions in the Baltics
Abstract In this study, we explore the long‐run effects of Swedish and Polish–Lithuanian imperial legacies in the Baltic region. Using a robust regression discontinuity design, we identify persistent differences in socio‐economic development across the South Livonia–Courland and the South Livonia–Lettgallia borders that emerged as a result of the ...
Theocharis N. Grigoriadis, Alise Vitola
wiley +1 more source
Testing Purchasing Power Parity for the New EU Members and Turkey : Panel Cointegration Analysis with Disaggregated CPI [PDF]
This study applies multivariate panel cointegration technique to evaluate PPP hypothesis by using consumer price sub-indices of new EU member transition economies and Turkey. We aim not only to compare parameter estimates across the sectors of an economy
Hulya Saygili, Mesut Saygili
core
Restoring Balance: The Intersection of Management and Fishing Sustainability in Indonesia
ABSTRACT As the world's second‐largest fish producer, Indonesia plays a crucial role in global fishing. However, overfishing, habitat degradation, population growth, and container port traffic threaten the sustainability of the fishing industry. We examined the impacts of fishing, population growth, and container port traffic on Indonesia's fishing ...
Kirca Mustafa +3 more
wiley +1 more source
Current account and relative prices: cointegration in the presence of structural breaks in emerging economies [PDF]
The aim of this study is to examine the long-run relationship between the current account and relative prices such as terms of trade and real exchange rate for the emerging economies.
Ketenci, Natalya, Uz, Idil
core +1 more source
ABSTRACT This study investigates how natural resources, productive capacities, climate resilience, green innovations, and education influence ecological sustainability in China. Using annual data from 2001 to 2023, we apply the Fourier ADF and Fourier ARDL approaches to capture nonlinear dynamics and smooth structural breaks often missed by traditional
Rui Zhang +3 more
wiley +1 more source
Long-run Determinants of Sovereign Yields [PDF]
We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence; assessing panel cointegration; and estimating panel error-correction models.
António Afonso, Christophe Rault
core +3 more sources
Bayesian Inference in a Cointegrating Panel Data Model [PDF]
This paper develops methods of Bayesian inference in a cointegrating panel data model. This model involves each cross-sectional unit having a vector error correction representation.
Gary Koop +2 more
core
Macroeconomic Spillovers of Weather Shocks Across U.S. States
ABSTRACT We estimate the short‐run effects of weather‐related disasters on local economic activity and cross‐border spillovers that operate through economic linkages between U.S. states. To this end, we use emergency declarations triggered by natural disasters and estimate their effects using a monthly global vector autoregressive (GVAR) model for U.S.
Emanuele Bacchiocchi +2 more
wiley +1 more source

