Results 41 to 50 of about 1,911,399 (201)

The nexus among foreign direct investment in renewable electricity industry, renewable electricity production, and economic growth in Africa

Cogent Economics & Finance, 2022
Africa is still struggling to mitigate its electricity insecurity issues. This situation renders foreign direct investment in the renewable electricity industry (FDIREI) and renewable electricity production (REP) to become simultaneously important to ...
Ahmed Rashed, Chen-Chen Yong, Siew-Voon Soon   +2 more
doaj   +1 more source

Dynamic relationships among winning in various sports and donations to collegiate athletic departments

Cogent Social Sciences, 2017
A dynamic system consisting of donations and various sports’ success is estimated to examine relationships among winning and donations. Differences between Power 5, Non-power 5, and Football Championship Series alignments exist.
Ryan Reynolds, James W. Mjelde, David A. Bessler   +2 more
doaj   +1 more source

Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues

Econometrics, 2021
This paper improves a standard Structural Panel Bayesian Vector Autoregression model in order to jointly deal with issues of endogeneity, because of omitted factors and unobserved heterogeneity, and volatility, because of policy regime shifts and ...
Antonio Pacifico
doaj   +1 more source

The Panel Conditionally Homogenous Vector-Autoregressive Model [PDF]

SSRN Electronic Journal, 2012
In the panel conditionally homogenous vectorautoregressive model, the cross-sectional units’ dynamics are generally heterogenous, but homogenous if units share the same structural characteristics. The panel conditionally homogenous vectorautoregressive model thus allows (i) to account for heterogeneity in dynamic panel data sets, (ii) to nevertheless ...
openaire   +1 more source

Measuring the Financial Resilience of Indonesian Banking Sector under Geopolitical Uncertainty Using Panel Vector Autoregression (PVAR)

The International Journal of Financial Systems
Geopolitical tensions can affect the stability of companies, including Indonesia's banking sector. Geopolitical risk, as measured by the Geopolitical Risk Index (GRI), is an external factor that reflects economic and political uncertainty arising from ...
Khoirun Nisak, Endah Setyowati, M. Thoha Ainun Najib   +2 more
doaj   +1 more source

Monetary policy transmission: the case of Lithuania

Baltic Journal of Economics, 2017
We study the effect of a (standard) monetary policy shock in the euro area on the Lithuanian economy. We employ a structural vector autoregressive model incorporating variables from both the euro area and Lithuania.
Julius Stakėnas, Rasa Stasiukynaitė
doaj   +1 more source

The Spillover Effects of Chinese Shocks on the Belt and Road Initiative Economies: New Evidence Using Panel Vector Autoregression

Mathematics, 2022
This paper investigates the spillover effects of Chinese real and monetary sector shocks on the Belt Road Initiative (BRI) economies. The study adopted a panel vector autoregression (PVAR) estimation technique to analyse the dynamic propagation of ...
Sin Yee Lee, Zulkefly Abdul Karim, Norlin Khalid, Mohd Azlan Shah Zaidi   +3 more
doaj   +1 more source

Sovereign Risk and U.S. Monetary Policy Spillover Effects

Revista de Economía del Rosario
This paper examines how U.S. monetary policy shocks affect sovereign risk and macroeconomic conditions in Latin American countries. U.S. monetary tightening increases sovereign bond yield spreads and reduces the market value of government bonds. It also
Willis Ruiz Marin
doaj   +1 more source

Investor Attention and Stock Market Activities: New Evidence from Panel Data

International Journal of Financial Studies, 2019
Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively.
Chaiyuth Padungsaksawasdi, Sirimon Treepongkaruna, Robert Brooks   +2 more
doaj   +1 more source

Study on the maritime trade pattern and freight index in the post-epidemic era: Evidence based on dry bulk market Auto-matic Identification System (AIS) data

Asian Journal of Shipping and Logistics
The BDI is a barometer of maritime trade, and the shipping trade network may graphically reflect trade pattern evolution. Because commerce influences freight prices, it is worthwhile to consider the influence of maritime network characteristics on ...
Xingjian Wang, Wen Wang
doaj   +1 more source