Bilaterial equilibrium exchange rates of EU accession countries against the euro [PDF]
We apply BEER and PEER approaches to calculate real equilibrium exchange rates for five EU accession countries in central and east Europe. Bilateral nominal equilibrium exchange rates against the euro are obtained through algebraic transformation of the ...
Jörg Rahn
core
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
Dynamic influence of financial structure, green innovation, urbanization, and trade on consumption-based CO<sub>2</sub> emissions in Asian countries. [PDF]
Carbon Balance ManagSharif I +4 more
europepmc +1 more source
Climate Resilience and Sustainability, Volume 5, Issue 1, June 2026.Emerging economies face distinctive challenges in achieving decarbonization goals, with BRICS nations confronting the dual burden of lower income levels and carbon‐intensive energy structures that necessitate innovative financing mechanisms for sustainable industrial transformation.
Bhawna +3 more
wiley +1 more source
Do government outlays crowd-out private consumption? Evidence from the European Union. [PDF]
PLoS OneBölükbaşı ÖF, Çolak O.
europepmc +1 more source
How Regulation and Global Standing Shape Stock Market Co‐Movements: A G20 Panel Study
International Review of Finance, Volume 26, Issue 2, June 2026.ABSTRACT Motivated by post‐2020 fragmentation and underexplored institutional‐geopolitical drivers, we examine how regulatory quality (RQ) and global power (GP) shape stock‐market co‐movements across 17 G20 economies. We estimate time‐varying correlations via ADCC‐GARCH, construct a scaled correlation index, and apply panel ARDL. We find that higher RQ
Sama Haddad +4 more
wiley +1 more source
Climate change and environmental degradation: Evidence from SADC countries. [PDF]
PLoS OneAdediran OA +6 more
europepmc +1 more source
Deposit and Lending Interest Rate Pass‐Through: Evidence From Selected Euro Area Countries
International Review of Finance, Volume 26, Issue 2, June 2026.ABSTRACT This study examines how deposit and lending interest rates adjust to changes in two proxies for funding costs in the banking systems of the Euro area from January 2003 to July 2024. Using a panel framework and dynamic pooled least squares with cross‐section fixed effects, we analyze both long‐ and short‐run pass‐through from two funding‐cost ...
Viet Thanh Truc Tran +3 more
wiley +1 more source
Exploring the impact of digital technology, circular technology and public management on environmental sustainability in emerging economies. [PDF]
Sci RepWei Y, Ali MSE, Bhat MA.
europepmc +1 more source
Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 3, Page 473-483, June 2026.ABSTRACT A new feasible generalized least squares estimator is proposed. Our estimator incorporates (1) the inverse autocovariance matrix of multidimensional errors, and (2) second‐order bias corrections. The resulting estimator has the intuitive interpretation of applying a weighted least squares objective function to filtered data series.
Yicong Lin, Hanno Reuvers
wiley +1 more source