Results 71 to 80 of about 29,155 (211)
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Journal of Vasyl Stefanyk Precarpathian National UniversityThis study examines the impact of key economic growth indicators on the carbon credit market in India, highlighting how selected macroeconomic variables shape its dynamics in an emerging economy.
Sofia Ahmed Sait, P. V. Vijesh
doaj +1 more source
Forecasting Climate Change Using a Multivariate Cointegrated System
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT A cointegrated vector equilibrium correction model of key climate variables including sea surface temperature, ocean heat content, Arctic sea‐ice extent and sea‐level change is built, driven by radiative forcing in which a stochastic trend arises due to anthropogenic emissions of greenhouse gases.
Jennifer L. Castle +3 more
wiley +1 more source
The determinants of foreign direct investment: a VECM approach
International Journal of Accounting and Business Finance, 2020 The paper investigates the nexus between foreign direct investment (FDI) and macroeconomic variables namely trade openness, oil prices, stock index returns, GDP, exchange rate in India. FDI is considered as the dependent variable whereas macroeconomic variables are considered as independent variables.
Silky Vigg Kushwah, Manan Garg
openaire +2 more sources
THE CAUSAL RELATIONSHIP BETWEEN BANK CREDIT FOR REAL ESTATE AND ECONOMIC GROWTH IN ALBANIA [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2023 Construction has become one of the main sectors supporting economic growth in Albania in recent years. Some of the factors that have boosted the growth are: the increase of residential projects, the continuation of postearthquake reconstruction works ...
KLEJDA GABESHI
doaj
Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
wiley +1 more source
JDE (Journal of Developing Economies)This literature explains the influence of credit card, debit card, and e-money transaction values on Indonesia’s M1 and M2 money supplies. Time series data from January 2010 to August 2023 are used taken from the official websites of Bank Indonesia and ...
Mazraaten Thoyyibah, Wasiaturrahma
doaj +1 more source
Cross-listing, price discovery and the informativeness of the trading process [PDF]
, 2001 This paper analyzes the price discovery process of a set of Spanish stocks cross-listed at the NYSE. Our methodology distinguishes between two sources of information asymmetries.
Climent, Francisco +2 more
core +1 more source
Remittance Income and Crime in Mexico
Review of Development Economics, EarlyView.ABSTRACT This study examines the relationship between remittance inflows and criminal activity in Mexico, a country with persistently high crime rates and among the world's top remittance recipients. Using a 41‐quarter panel dataset of municipalities covering 2013–2023, the analysis estimates elasticity parameters linking remittance income to different
Diego De la Fuente Stevens
wiley +1 more source
, 2022 This paper describes and defines theoretical concepts such as time series, autocovariance, autocorrelation, autoregression, cointegration and error correction necessary for defining and analyzing VECM models, which is also explained in detail and mathematically derived.
openaire +1 more source