Showing 1 - 10 of 13
The study examines the weak form efficiency in stock returns for the economies of Brazil, Russia, India and China (BRIC), from January 2000 to December 2010. The study uses LM unit root test with one and two structural breaks as given by Lee and Strazicich (2003, 2004), along with the recently...
Persistent link: https://www.econbiz.de/10011278572
There is much interest among Economists using both theoretical and empirical approaches regarding subjective measures of well being. The present study is an attempt in this direction and it examines if there is a relationship between happiness of people and environmental degradation. We did...
Persistent link: https://www.econbiz.de/10011278658
We employed Fincke and Greiner's (2011, Studies in Nonlinear Dynamics & Econometrics) approach for testing sustainability of public debt in the case of India. Their approach was based on the framework of Bohn (1998) who showed how the primary surplus reacts to variations in debt and which has...
Persistent link: https://www.econbiz.de/10011278786
We employed Breitung and Candelon's (2006) frequency domain approach to investigate the short-and long-run Granger-causality from different tax burden to GDP in the USA for the period 1947:1 –2009:3. The frequency domain analysis shows that current receipts, personal current tax, taxes on...
Persistent link: https://www.econbiz.de/10009397024
In the study, we analyzed the relative performance of RES and NRES on economic growth in European and Eurasian countries in a panel framework. The dynamics of these variables are also analyzed in relation to CO2 emissions. We used PVAR approach for analysis for the period 1965 to 2009 and find...
Persistent link: https://www.econbiz.de/10009251236
By utilizing the wavelet analysis, investigating the co-movement of exchange rate and oil price differentials in the time-frequency space, in Bangladesh, using monthly data from 1975M7 to 2011M12, happens to be the objective of this paper. The co-movement is studied both in the time and...
Persistent link: https://www.econbiz.de/10010836317
This paper studies the lead–lag relationship between oil prices and trade balance for India by using monthly data covering the period from January 1980 to December 2011 and the post current account convertibility era (from August 1994 to December 2011). To analyse the issue, we adopt the...
Persistent link: https://www.econbiz.de/10010756145
We assess the out-of-sample forecasting performance of eight models on Indian real exports and imports. The results, in large part show only a slight increase or no clear increase in India's international trade. However, the results are very robust when comparing the predictions in terms of...
Persistent link: https://www.econbiz.de/10010748235
The study examinations lead-lag relationship between real oil price (ROP) and real trade balance (RTB) for India using monthly data and covering period from January 1980 to December 2011. To in depth examine the issue, study decomposes the time-frequency relationship between ROP and RTB...
Persistent link: https://www.econbiz.de/10010691438
This study has attempted to analyze the dynamics of renewable energy consumption, economic growth, and CO2 emissions. For the analysis, we used structural VAR approach. Results of unit root tests show that all variables are non-stationary at their level form and stationary in first difference...
Persistent link: https://www.econbiz.de/10009147373