Results 21 to 30 of about 1,605,650 (307)
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
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
The long-run validity of PPP in some major advanced and emerging countries using alternative models
Cogent Economics & Finance, 2023 The study examines whether the long-run validity of PPP holds in some major advanced and developing economies. The study employed the smooth time-varying cointegration (TVC) and time-varying detrended fluctuation analysis (DFA) methodology, and we are ...
Justice Kyei-Mensah
doaj +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
Financial Market Integration and Economic Growth: An Experience from Nigeria [PDF]
International Journal of Management, Accounting and Economics, 2015 This study examines the effect of financial integration on economic growth in Nigeria. Using time series data from 1981 and 2012, the study employs autoregressive distributed lag (ARDL) bounds testing approach proposed by Pesaran et al., (2001) to ...
Oyeniran Wasiu, Maryam Temitope
doaj
Mathematics, 2021 In this study, we consider the hybrid nonlinear features of the Exponential Smooth Transition Autoregressive-Fractional Fourier Function (ESTAR-FFF) form unit root test.
Tolga Omay +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
Rank tests for unit roots [PDF]
Journal of Econometrics, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Breitung, Jörg, Gouriéroux, Christian
openaire +2 more sources
A Time Series Analysis of Noninterest to Interest-Earning Dynamics Between 1984 to 2023 in the US Commercial Banking Sector [PDF]
SocioEconomic ChallengesBoth interest and noninterest earnings form the two critical components of the income stream of commercial banks. While interest earnings are tied to the lending volume and prevailing interest rates primarily dictated by the monetary policy and central ...
Achintya Ray
doaj +1 more source
, 2003 Since the seminal paper by Dickey and Fuller in 1979, unit-root tests have conditioned the standard approaches to analyse time series with strong serial dependence, the focus being placed in the detection of eventual unit roots in an autorregresive model
Aparicio, Felipe M. +2 more
core +1 more source