Results 31 to 40 of about 52,481 (289)
Finite Sample Correction Factors for Panel Cointegration Tests* [PDF]
Oxford Bulletin of Economics and Statistics, 2009 Abstract: In this paper we present finite T mean and variance correction factors and corresponding response surface regressions for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and Breitung (2005).
Hlouskova, Jaroslava, Wagner, Martin
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TESTING MONETARY EXCHANGE RATE MODELS WITH PANEL COINTEGRATION TESTS [PDF]
Annals of the University of Oradea: Economic Science, 2015 The monetary exchange rate models explain the long run behaviour of the nominal exchange rate. Their central assertion is that there is a long run equilibrium relationship between the nominal exchange rate and monetary macro-fundamentals.
Szabo Andrea
doaj
The ASEAN experience of the purchasing power parity theory
Financial Innovation, 2018 We used panel data analysis to evaluate the relative purchasing power parity (PPP) hypothesis of the ten ASEAN member countries between 1973 and 2015.
S. M. Woahid Murad +1 more
doaj +1 more source
Biomass energy consumption and financial development: evidence from some developing countries
International Journal of Sustainable Energy, 2021 The importance of renewable energy in the economic structures of countries is increasing and biomass is one of the most widely used renewable energy types.
Feyyaz Zeren, Atike Elanur Hizarci
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Mathematics, 2022 For the last three decades, ASEAN has been facing a persistent fiscal deficit. However, the impact of fiscal deficit on the current account deficit in the sub-groups of ASEAN is still unknown.
Maran Marimuthu +2 more
doaj +1 more source
Panel cointegration and the neutrality of money
Empirical Economics, 2008 Most econometric methods for testing the proposition of long-run monetary neutrality rely on the assumption that money and real output do not cointegrate, a result that is usually supported by the data. This paper argues that these results can be attributed in part to the low power of univariate tests, and that a violation of the noncointegration ...
WESTERLUND J, COSTANTINI M
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A note on the power of panel conitegration tests - An application to health care expenditure and GDP [PDF]
, 2016 This paper enlarges on Gutierrez's (2003) results on the power of panel cointegration tests. By a comparison of power of panel cointegration tests, we show how the choice of most powerful test depends on the values ...
MARINI, GIORGIA
core +2 more sources
Purchasing Power Parity Tests in Cointegrated Panels [PDF]
Review of Economics and Statistics, 2001 This paper employs recently developed techniques for testing hypotheses in cointegrated panels to test the strong version of purchasing power parity for a panel of post Bretton Woods data. We compare results using fully modified and dynamic OLS approaches, and strongly reject the hypothesis.
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Current account in the peripherial members of the European Union: Panel analysis [PDF]
Bankarstvo, 2018 This paper examines the correlation between the current account balance of peripheral eurozone members (Italy, Spain, Portugal, Ireland and Greece) and the main determinants that define it for the period 2000-2017.
Kovačević Radovan
doaj
Business Strategy and the Environment, EarlyView.ABSTRACT Despite the growing interest in ESG performance, limited research explores the mediating role of government policy in the relationship between Fintech, green finance and ESG outcomes. We address this gap by examining how Fintech and green finance influence ESG performance through government policies.
Mandella Osei‐Assibey Bonsu +4 more
wiley +1 more source