Results 21 to 30 of about 6,213,269 (396)
Frontiers in Applied Mathematics and Statistics, 2020 This study intends to find out how the bank or industry-specific variables like banking regulation, banking efficiency, and banking operations affect non-performing loans in South Asia. To achieve this objective this study has employed robust 1st and 2nd
Aamir Aijaz Syed
doaj +1 more source
Evaluating the Performance of Unit Root Tests in Single Time Series Processes
Mathematics and Statistics, 2020 Unit root tests for stationarity have relevancy in almost every practical time series analysis. Deciding on which unit root test to use is a topic of active interest. In this study, we compare the performance of the three commonly used unit root tests (i.
Jonathan Kwaku Afriyie +4 more
semanticscholar +1 more source
Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2021 The unit root test proposed by Ranjbar et al. (2018) was examined for an alternative of stationary asymmetric exponential smooth transition autoregressive (AESTAR) under structural breaks.
Atilla Hepkorucu, Mehmet Çınar
doaj +1 more source
Polityki Europejskie, Finanse i Marketing, 2022 Efforts to get rid of poverty cause migration movements that have consequences not only for themselves, but also for future generations. Migration movements affect many economic variables such as human capital, demand, supply, the balance of payments ...
Hasan Yavuz, Agnieszka Parlinska
doaj +1 more source
Non-Random Walk Behavior of Philippine Stock Prices
Recoletos Multidisciplinary Research Journal, 2015 Random walk has been held as a sufficient condition for describing the stock market as efficient, which implies that investors cannot predict the market returns or equivalently, abnormal profits cannot be obtained just by knowing the past prices.
Rhenozo Barte
doaj +1 more source
The Relationship between Financial Development, Trade Openness and Economic Growth in Turkey: Evidence from Fourier Tests [PDF]
Statistika: Statistics and Economy Journal, 2022 In this study, the effects of financial development and trade openness on economic growth were investigated using annual data for Turkey over the period 1960–2017.
Havanur Ergün Tatar +2 more
doaj +1 more source
Mean reversion in unemployment: new findings from the Baltic tigers
Technological and Economic Development of Economy, 2017 The tendency of the unemployment rate to revert to the mean value or the natural rate of unemployment has been one of the most discussed topics in macroeconomics.
Fumitaka Furuoka
doaj +1 more source
Analysis of the Tax Compliance in the EU: VECM and SEM
Mathematics, 2021 Tax compliance is an important indicator for the proper functioning of the tax authority, influencing the budget revenue level. In this study, a Vector Error Correction Model (VECM) analysis was developed to identify the long-term relationships between ...
Marius-Răzvan Surugiu +2 more
doaj +1 more source
Recent Developments in Cointegration [PDF]
, 2018 It is well known that inference on the cointegrating relations in a vector autoregression (CVAR) is difficult in the presence of a near unit root. The test for a given cointegration vector can have rejection probabilities under the null, which vary ...
Franchi, Massimo, Johansen, Søren
core +1 more source
Review on Efficiency and Anomalies in Stock Markets
Economies, 2020 The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some ...
Kai-Yin Woo +3 more
doaj +1 more source