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Investigating linkages between economic growth, energy consumption and pollutant emissions in Tunisia
Chebbi, Houssem Eddine - 2009
carbon emission using Tunisian data over the period 1971-2004.Cointegration procedure is used to analyze the time series … properties of the series and error-correction terms were considered to test for the direction of Granger causality ….The short-run analysis, provide support for causality running from CO2 emissions growth to output growth, both in the short …
Persistent link: https://www.econbiz.de/10009444799
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Structure of interdependencies among international stock markets and contagion patterns of 2008 global financial crisis
Ahmedov, Zafarbek; Bessler, David A. - 2011
In this study, we apply directed acyclic graphs and search algorithm designed for timeseries with non-Gaussian distribution to obtain causal structure of innovations from an errorcorrection model. The structure of interdependencies among six international stock markets isinvestigated. The...
Persistent link: https://www.econbiz.de/10009445191
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Macroeconomic determinants of the stock market movements: empirical evidence from the Saudi stock market.
Alshogeathri, Mofleh Ali Mofleh - 2011
) models estimated and interpreted. A Johansen-Juselius cointegration test indicates a positive long run relationship between … equilibrium within half a year. Granger causality tests show no causal relationship between Saudi stock market returns and the …
Persistent link: https://www.econbiz.de/10009464070
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Investigating relationships of construction prices in Australia using cointegration analysis
Jiang, Heng; Fu, Cuijia; Liu, Chunlu - 2010
cointegration relationships of regional construction prices in Australia by using a range of econometric techniques including the … stationarity test, the Engle-Granger cointegration approach examines the long run equilibrium relationships within the regional …
Persistent link: https://www.econbiz.de/10009484078
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An economic analysis of construction industries producer prices in Australia
Fu, Cuijia; Liu, Chunlu - 2010
cointegration relationships of regional construction prices in Australia by using a range of econometric techniques including the … stationarity test, the Engle-Granger cointegration approach and error correction model. The cointegration relationships amongst the … regional construction prices are detected in this study. The application of the Engle-Granger cointegration approach examines …
Persistent link: https://www.econbiz.de/10009484081
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Ausländische Direktinvestitionen als Wachstumsmotor? - Eine Empirische Analyse am Beispiel Lateinamerikas
Hinrichs, Cord - 2005
theoretical as well as empirical economic literature, the causality between them has not been investigated in a reasonable …
Persistent link: https://www.econbiz.de/10009476170
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Export Performance and Growth in China: A Cross-Provincial Analysis
Park, Jong H.; Prime, Penelope B. - 1997
The role of exports in economic growth continues to be debated and tested in the literature on trade an development. China is a new player in this debate with its rapid entry into international makrets. This paper extends some of the previous empirical studies on the relationship between exports...
Persistent link: https://www.econbiz.de/10009459104
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CO2 emissions, energy consumption and economic growth in Tunisia
Chebbi, Houssem Eddine; Boujelbene, Y. - 2008
The aim of this country specific study is tounderstand long and short-run linkages between economicgrowth, energy consumption and CO2 emission using Tunisiandata over the period 1971-2004. Statistical findings indicatethat economic growth, energy consumption and CO2 emissionare related in the...
Persistent link: https://www.econbiz.de/10009445698
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The relationship between energy consumption, energy prices and economic growth: Time series evidence from Asian developing countries
Asafu-Adjaye, J. - 2000
Philippines and Thailand, using cointegration and error-correction modelling techniques. The results indicate that, in the short …-run, unidirectional Granger causality runs from energy to income for India and Indonesia, while bidirectional Granger causality runs from …
Persistent link: https://www.econbiz.de/10009448215
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Energy consumption, economic growth and prices: A reassessment using panel VECM for developed and developing countries
Mahadevan, R.; Asafu-Adjaye, J. - 2007
net energy importers and exporters from 1971 to 2002. Among the energy exporters, there was bidirectional causality …
Persistent link: https://www.econbiz.de/10009448305