Granger causality in the frequency domain in the panel setting by decomposing the symmetric and asymmetric fluctuations. This … the panel setting. However, economic activity has more reliable information for stock prices for negative components …

This paper studies subsampling hypothesis tests for panel data that may be nonstationary, cross-sectionally correlated … the tests without estimating nuisance parameters. The tests include panel unit root and cointegration tests as special … shown that subsampling provides asymptotic distributions that are equivalent to the asymptotic distributions of the panel …

and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …

the causal relationship between ICT adoption and stock market development in Africa. The study examined a panel of 11 … African stock exchanges for the period 2008-2017 and employed the panel ARDL bounds testing procedure to test for … development nexus by employing a panel study. Hitherto, studies were mainly country-specific in nature. The findings of the …

employing a Non-linear Panel autoregressive distributive lag model along with a Panel Asymmetric granger casualty test. For the … Panel-NARDL model, the Pre-crisis regime comprises of 289 observations from 1st January 2000 to 1st January 2008, the post … estimating Pesaran's 2004 CD test. Findings indicated that the linear panel-based ARDL model failed to establish long …