Search Results - subject:"Cointegration"

The dynamic effects of public investments on private capital formation : modelling a heterogeneous asymmetric cointegration with unobserved global factors

Carvelli, Gianni - In: International economics : the quarterly journal in … 177 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014534619

Energy price reform to mitigate transportation carbon emissions in oil-rich economies

Shannak, Sa'd A.; Mikayilov, Jeyhun I.; Dua, Rubal - In: Environmental economics and policy studies : the … 26 (2024) 2, pp. 263-283

Persistent link: https://www.econbiz.de/10014536547

The quantity theory of money, 1870-2020

Jung, Alexander - 2024

cointegration tests show that the long-run relationship between excess money growth and inflation holds if longer runs of data are …

Persistent link: https://www.econbiz.de/10014558771

Regional spillover of housing (un)affordability : an empirical study on the residential housing markets for first-time buyers in the U.K

Lo, Daniel; McCord, Michael; Squires, Graham - In: Applied economics 56 (2024) 35, pp. 4251-4268

Persistent link: https://www.econbiz.de/10014559285

Monetary policy and inflation rate in the behavior of consumer sentiment in the us : a fractional integration and cointegration analysis

Monge González, Manuel; Lazcano, Ana; Infante, Juan - In: Research in economics 78 (2024) 3, pp. 1-6

Persistent link: https://www.econbiz.de/10015084553

Portfolio diversification possibilities of cryptocurrency : global evidence

Jayawardhana, Asanga; Colombage, Sisira R. N. - In: Applied economics 56 (2024) 47, pp. 5618-5633

Persistent link: https://www.econbiz.de/10015051125

Technology adoption of small and medium-sized enterprises and performance in European countries : a cross-country panel cointegration analysis

Endrődi-Kovács, Viktória; Pérez Garrido, Betsabé; … - In: Entrepreneurial business and economics review : EBER 12 (2024) 2, pp. 97-112

Objective: The objective of the article is to explore the impact of the new technology adoption on the performance of small and medium-sized enterprises (SMEs) at the country level. Research Design & Methods: The authors modelled the effect of technology adoption (TA) on SMEs' market and...

Persistent link: https://www.econbiz.de/10015057056

The resilience of Tunisian industrial exports during the COVID-19 pandemic : evidence from an ARDL approach

Gani, Walid - In: Regional science policy and practice : RSPP 16 (2024) 5, pp. 1-12

This paper attempts to study to what extent Tunisian industrial exports have been resilient during the COVID-19 pandemic. For this purpose, we tested for structural breaks using the Bai-Perron test and monthly data on industrial exports from January 2014 to December 2022. Using the...

Persistent link: https://www.econbiz.de/10014582399

Estimating IPAT models using panel data

Eibinger, Tobias; Deixelberger, Beate; Manner, Hans - 2024

Persistent link: https://www.econbiz.de/10014583577

Circular behavior of oil consumption and the impact of oil prices with the Fourier approach

Oltulular, Sabiha - In: Energy strategy reviews 53 (2024), pp. 1-13

-and-effect relationships between variables. Long-term relationships were estimated using Fourier-based Engle Granger cointegration tests …

Persistent link: https://www.econbiz.de/10014632395