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Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach
Ben Salem, Leila; Zayati, Montassar; Nouira, Ridha; … - 2024
This paper investigates the co-movements of oil prices and the exchange rates of 10 top oil-importing and oil-exporting countries. Firstly, we estimated the total static spillover index based on vector autoregressive (VAR) models. Secondly, we adopted the recent DCC-GARCH-CONNECTEDNESS approach...
Persistent link: https://www.econbiz.de/10014533995
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How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model
Salem, Leila Ben; Nouira, Ridha; Saafi, Sami; Rault, … - 2024
Revealing the precise thresholds at which fluctuations in oil prices start to affect gross domestic product and its various components (consumption, investment, expenditure and exports) holds significant implications for policymakers in both oil-importing and oil-exporting countries. Existing...
Persistent link: https://www.econbiz.de/10014567593
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The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches
Ben Salem, Leila; Nouira, Ridha; Jeguirim, Khaled; … - 2022
This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL) approach is applied to daily series spanning...
Persistent link: https://www.econbiz.de/10013470429
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On the Impact of Oil Prices on Sectoral Inflation: Evidence from World's Top Oil Exporters and Importers
Salem, Leila Ben; Nouira, Ridha; Rault, Christophe - 2024
This paper investigates the impact of oil price variations on sectoral inflation for a sample of 10 top oil importing and exporting countries. Specifically, we analyze the effects of oil prices on the consumer price index using monthly data spanning the July 2009 to February 2021 period. Two...
Persistent link: https://www.econbiz.de/10014469577
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Quantifying the Externalities of Renewable Energy Plants Using Wellbeing Data: The Case of Biogas
Krekel, Christian; Rechlitz, Julia; Rode, Johannes; … - 2020
Although there is strong support for renewable energy plants, they are often met with local resistance. We quantify the externalities of renewable energy plants using wellbeing data. We focus on the example of biogas, one of the most frequently deployed technologies besides wind and solar. To...
Persistent link: https://www.econbiz.de/10012497860
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A Simple Method to Estimate Large Fixed Effects Models Applied to Wage Determinants and Matching
Mittag, Nikolas - 2016
Models with high dimensional sets of fixed effects are frequently used to examine, among others, linked employer-employee data, student outcomes and migration. Estimating these models is computationally difficult, so simplifying assumptions that are likely to cause bias are often invoked to make...
Persistent link: https://www.econbiz.de/10011653175
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Synthetic Difference-in-Differences Estimation
Clarke, Damian; Pailañir, Daniel; Athey, Susan; … - 2023
In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances where treatment effects on some particular policy or...
Persistent link: https://www.econbiz.de/10014296651
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Technical change and total factor productivity growth for Chinese provinces: a panel data analysis
Shiu, Alice; Heshmati, Almas - 2006
We present in this paper the panel econometrics estimation approach of measuring the technical change and total factor productivity (TFP) growth of 30 Chinese provinces during the period of 1993 to 2003. The random effects model with heteroscedastic variances has been used for the estimation of...
Persistent link: https://www.econbiz.de/10010267745
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Technical Change and Total Factor Productivity Growth for Chinese Provinces: A Panel Data Analysis
Shiu, Alice; Heshmati, Almas - Institute for the Study of Labor (IZA) - 2006
We present in this paper the panel econometrics estimation approach of measuring the technical change and total factor productivity (TFP) growth of 30 Chinese provinces during the period of 1993 to 2003. The random effects model with heteroscedastic variances has been used for the estimation of...
Persistent link: https://www.econbiz.de/10005233841
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A Life-Cycle Theory Analysis of French Household Electricity Demand
Belaïd, Fateh; Rault, Christophe; Massié, Camille - 2021
This paper develops a pseudo-panel approach to examine household electricity demand behavior through the household life … evidence that the income elasticity of French residential electricity demand is 0.22, averaged over our four cohorts of … electricity consumption follows an inverted U-shaped distribution as a function of the age of the household's head. Most notably …
Persistent link: https://www.econbiz.de/10012497911