Search Results - subject:"Zivot Andrews"

Navigating inflation challenges : AI-based portfolio management insights

Bareith, Tibor; Tatay, Tibor; Vancsura, László - In: Risks : open access journal 12 (2024) 3, pp. 1-16

capabilities of various machine learning models. The novelty of our study is that we used the Zivot-Andrews unit root test to …

Persistent link: https://www.econbiz.de/10014497442

Estimation of disaggregated import demand functions for Nigeria

Madichie, Chekwube V.; Nwogwugwu, Uche C.; Ngwu, Franklin N. - In: CBN journal of applied statistics 13 (2022) 2, pp. 41-77

employs the Zivot-Andrews unit root and Gregory-Hansen cointegration tests to account for the role of structural breaks and …

Persistent link: https://www.econbiz.de/10014364175

Domestic inflation, exchange rate, and aggregate import demand nexus in Nigeria : new evidence from cointegrating regression

Zhou, Luanping; Iormom, Bruce I.; Azhar, Muhammad Salman; … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4154-4165

Persistent link: https://www.econbiz.de/10013461317

The case of pension funds evolution and reforms in South Africa : a shift from PAYG to FF

Moleko, Nthabiseng; Ikhide, Sylvanus I. - 2019

Persistent link: https://www.econbiz.de/10012705372

Theory and Practice of Testing for a Single Structural Break in Stata

Majune, Socrates Kraido - 2018

-periods. For further analysis, it is recommended that a unit root test be conducted using the Zivot-Andrews test. This test has …

Persistent link: https://www.econbiz.de/10011771767

Theory and practice of testing for a single structural break in Stata

Majune, Socrates Kraido - 2018

-periods. For further analysis, it is recommended that a unit root test be conducted using the Zivot-Andrews test. This test has …

Persistent link: https://www.econbiz.de/10011774223

The relationship between current deficit and economic growth : the case of Turkey

Özkan, Gökçen Sayar - In: International journal of economic perspectives : IJEP 7 (2013) 4, pp. 5-10

Persistent link: https://www.econbiz.de/10011586802

The Forward Exchange Rate Unbiasedness Hypothesis: A Single Break Unit Root and CointegrationAnalysis

Mazur, Michael; Ramirez, Miguel - Department of Economics, Trinity College - 2013

tests such as the Zivot-Andrews single-break unit root and the KPSS stationarity (no unit root) tests to confirm that the …

Persistent link: https://www.econbiz.de/10010902276

Remittances and Economic Growth in Mexico: An Empirical Study with Structural Breaks.

Ramirez, Miguel - Department of Economics, Trinity College - 2013

This paper investigates remittance flows to Mexico during the 1980-2010 period in absolute terms, relative to GDP, in comparison to FDI inflows, and in terms of their regional destination. Next, the paper reviews the growing literature that assesses the impact of remittances on investment...

Persistent link: https://www.econbiz.de/10010902282

Is Foreign Direct Investment Beneficial for Mexico? A Cointegration Analysis, 1958-2010.

Ramirez, Miguel - Department of Economics, Trinity College - 2013

This paper examines the question of whether foreign direct investment (FDI) enhances labor productivity growth in Mexico. Using cointegration analysis, a dynamic labor productivity function for the 1958-2010 period is estimated that includes, inter alia, the impact of changes in the stock of...

Persistent link: https://www.econbiz.de/10010692896