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Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
little evidence for them. We argue that this outcome could be due to episodic failure of cointegration, possible two …
Persistent link: https://www.econbiz.de/10013041372
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Foreign direct investment inflows and financial development in Central and Eastern European Union countries : a panel cointegration and causality
Bayar, Yılmaz; Gavriletea, Marius Dan - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-13
Foreign direct investment (FDI) inflows have increased considerably in the globalized world as of the mid-1980s. The main objective of this research is to analyze interactions between FDI inflows and financial sector development in Central and Eastern European Union countries between 1996 and...
Persistent link: https://www.econbiz.de/10011883255
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Economic Growth and Financial Development : Evidence from Panel Cointegration Tests in Emerging Countries
Gultekin, Melis; Umutlu, Mehmet - 2023
emerging countries over the period 1980 to 2018 by employing the Johansen-Fisher panel cointegration method. The study also … with Kao and Pedroni panel cointegration tests. We also show that financial institutions and financial markets indexes …
Persistent link: https://www.econbiz.de/10014350197
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Dependence between foreign trade performance and exchange rate volatility : panel ARDL approach
Oyinlola, Abimbola M.; Adeniyi, Oluwatosin A.; Kumeka, … - In: Croatian review of economic, business and social … 9 (2023) 1, pp. 1-15
The purpose of this study is to analyse the influence of exchange rate shocks on foreign trade (exports and imports) of fifteen economies within the ECOWAS sub- region. To accomplish the goal of this paper, Autoregressive Distributed Lag (ARDL) procedure was employed to investigate the impact...
Persistent link: https://www.econbiz.de/10014372926
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The relationship between tourism and economic growth among BRICS countries : a panel cointegration analysis
Rasool, Haroon; Maqbool, Shafat; Tarique, Md. - In: Future Business Journal 7 (2021), pp. 1-11
South Africa) countries. The results of panel ARDL cointegration test indicate that tourism, financial development and …
Persistent link: https://www.econbiz.de/10012429781
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Long-run and short-run causality between stock price indices and macroeconomic variables : evidence of panel VECM analysis from Bosnia and Herzegovina, Croatia, North Macedonia and...
Mojanoski, Goran - In: Economic review : journal of economics & business 20 (2022) 2, pp. 3-14
interpretation and includes the application of the following econometric tools: Panel unit root test, Fisher -Johansen cointegration …
Persistent link: https://www.econbiz.de/10014466553
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Exchange Rate Volatility and Foreign Trade Performance : Panel Ardl Approach
Kumeka, Terver - 2022
economies. The Autoregressive Distributed Lag (ARDL) approach to co-integration and error correction model was employed to …
Persistent link: https://www.econbiz.de/10013307399
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Present Value Model between Prices and Dividends with Constant and Time-Varying Expected Returns : Enterprise-Level Brazilian Stock Market Evidence from Non-Stationary Panels
Rivera Rivera, Edward; Martin, Diógenes; Marçal, … - 2022
estimators for panel cointegration models, stock prices are found to be overvalued under either constant or time-varying expected …
Persistent link: https://www.econbiz.de/10013405493
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Estimating the Railways Kuznets Curve for high income nations : a GMM approach for three pollution indicators
Hassan, Syeda Anam; Nosheen, Misbah - In: Energy reports 5 (2019), pp. 170-186
Railways transportation is still taken as an account of economic growth without considering the cost of environmental damages. Therefore, it is an urgent need at the national and global level to take into account the sustainability of environment by key sector. So this analysis has contributed...
Persistent link: https://www.econbiz.de/10012004676
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Modelling the sensitivity of Zimbabwean commercial banks' non-performing loans to shocks in macro-economic variables and micro-economic variables : (2009-2014)
Muvingi, Jacob; Sauka, Kudzai; Chisunga, David; … - In: International journal of economic behavior and … 5 (2017) 4, pp. 92-99
Persistent link: https://www.econbiz.de/10011784326