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The econometrics of global warming
Razzak, Weshah A. - 2022
temperature. Visually, there is a clear upward trend in both data. Time series analyses suggest that CO2 is difference …-stationary and temperature is trend-stationary. Thus, the moments (mean, variance, etc.) of the data in levels are functions of time … (and all greenhouse gases) are significantly smaller than the variance of temperature, hence they cannot explain the …
Persistent link: https://www.econbiz.de/10013193782
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Data revisions and the statistical relation of global mean sea level and surface temperature
Hillebrand, Eric; Johansen, Søren; Schmith, Torben - In: Econometrics : open access journal 8 (2020) 4/41, pp. 1-19
We study the stability of estimated linear statistical relations of global mean temperature and global mean sea level … periods 1880-2001 and 1880-2013. We find that temperature and sea level updates and revisions have a substantial influence …
Persistent link: https://www.econbiz.de/10012312107
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Financial Development and Energy Consumption Nexus in Malaysia : A Multivariate Time Series Analysis
Islam, S.M. - 2017
Despite a bourgeoning literature on the existence of a long-run relationship between energy consumption and economic growth, the findings have failed to establish clearly the direction of causation. A growing economy needs more energy, which is exacerbated by growing population. Evidence...
Persistent link: https://www.econbiz.de/10012959944
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Frontiers in time series and financial econometrics : an overview
Ling, Shiqing; McAleer, Michael; Tong, Howell - 2015
Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of...
Persistent link: https://www.econbiz.de/10010484894
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Heteroskedasticity-and-autocorrelation-consistent bootstrapping
Davidson, Russell; Monticini, Andrea - 2014
In many, if not most, econometric applications, it is impossible to estimate consistently the elements of the white-noise process or processes that underlie the DGP. A common example is a regression model with heteroskedastic and/or autocorrelated disturbances,where the heteroskedasticity and...
Persistent link: https://www.econbiz.de/10011774249
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From a rise in B to a fall in C? : SVAR analysis of environmental impact of biofuels
Ciaian, Pavel; Kancs, D'Artis; Pirolix, Giuseppe; … - 2015
This is the first paper that econometrically estimates the impact of rising Bioenergy production on global CO2 emissions. We apply a structural vector autoregression (SVAR) approach to time series from 1961 to 2009 with annual observation for the world biofuel production and global CO2...
Persistent link: https://www.econbiz.de/10011285425
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A Dynamic Approach to the FDI-Environment Nexus : The Case of China and India
Baek, Jungho - 2017
direct investment (FDI), economic growth, and the environment in China and India. We find that, for China, FDI tends to … detrimental effect on the environment in the short-run, but has little effect in the long-run. Finally, it is found that income … growth in both countries tends to worsen the environment in both short- and long-run …
Persistent link: https://www.econbiz.de/10012942718
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Forecasting trade
Keck, Alexander; Raubold, Alexander - 2006
This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the International Monetary Fund, as measured by standard...
Persistent link: https://www.econbiz.de/10010326691
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A generalized ARFIMA process with Markov-switching fractional differencing parameter
Tsay, Wen-jen (contributor); Härdle, Wolfgang (contributor) - 2007
We propose a general class of Markov-switching-ARFIMA processes in order to combine strands of long memory and Markov-switching literature. Although the coverage of this class of models is broad, we show that these models can be easily estimated with the DLV algorithm proposed. This algorithm...
Persistent link: https://www.econbiz.de/10003633683
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Modelling financial high frequency data using point processes
Bauwens, Luc (contributor); Hautsch, Nikolaus (contributor) - 2007
In this paper, we give an overview of the state-of-the-art in the econometric literature on the modeling of so-called financial point processes. The latter are associated with the random arrival of specific financial trading events, such as transactions, quote updates, limit orders or price...
Persistent link: https://www.econbiz.de/10003635084