Results 31 to 40 of about 1,613,594 (302)
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
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UNIT ROOTS IN PERIODIC AUTOREGRESSIONS [PDF]
Journal of Time Series Analysis, 1996 Abstract. This paper analyzes the presence and consequences of a unit root in periodic autoregressive models for univariate quarterly time series. First, we consider various representations of such models, including a new parametrization which facilitates imposing a unit root restriction.
Boswijk, H.P., Franses, P.H.
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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
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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
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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
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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
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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
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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
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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
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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
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