Narrow search
Showing 1 - 10 of 3,484
Cover Image
Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?
Lin, Yicong; Reuvers, Hanno - 2022
The environmental Kuznets curve predicts an inverted U-shaped relationship between air pollution and economic growth. Current analyses frequently employ models that restrict nonlinearities in the data to be explained by economic growth only. We propose a Global Trend Augmented Cointegrating...
Persistent link: https://www.econbiz.de/10013463979
Cover Image
The relationship between real GDP, CO2 emissions, and energy use in the GCC countries : a time series approach
Magazzino, Cosimo - In: Cogent economics & finance 4 (2016) 1, pp. 1-20
(GCC) countries. Using annual data for the years 1960-2013, stationarity, structural breaks, and cointegration tests have … been conducted. The empirical evidence strongly supports the presence of unit roots. Cointegration tests reveal the …
Persistent link: https://www.econbiz.de/10011450576
Cover Image
Causality Between Energy and Output in the Long-Run
Stern, David I. - 2014
causality and cointegration techniques to a Swedish time series data set on energy and economic growth spanning 150 years to …
Persistent link: https://www.econbiz.de/10013063467
Cover Image
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Econometric reviews 38 (2019) 8, pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
Cover Image
The present value model of U.S. stock prices revisited : long-run evidence with structural breaks, 1871-2012
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - 2017
regression models, 2010) as well as the cointegration tests developed in Arai and Kurozumi (Testing for the null hypothesis of … cointegration with a structural break, 2007) and Kejriwal (Cointegration with structural breaks: an application to the Feldstein …- Horioka Puzzle, 2008). The results obtained are consistent with the existence of linear cointegration between the log stock …
Persistent link: https://www.econbiz.de/10011745419
Cover Image
Identification and estimation of the environmental Kuznets curve : pairwise differencing to deal with nonlinearity and nonstationarity
Sen, Suphi; Melenberg, Bertrand; Vollebergh, Herman R. J. - 2016
We propose an estimation strategy that accounts for two major problems raised in the empirical literature testing for the prevalence of the inverted U-shaped relation between environmental degradation and economic activity, namely the Environmental Kuznets Curve (EKC) hypothesis. First, we use...
Persistent link: https://www.econbiz.de/10011447524
Cover Image
Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Computational economics 56 (2020) 1, pp. 87-114
Persistent link: https://www.econbiz.de/10012272020
Cover Image
Cointegration with structural changes and classical model of inflation in Spain, 1830-1998
Congregado, Emilio; Esteve García, Vicente - In: Structural change and economic dynamics : SC+ED 60 (2022), pp. 376-388
Persistent link: https://www.econbiz.de/10013392148
Cover Image
Testing for multiple structural breaks in multivariate long memory regression models
Less, Vivien; Rodrigues, Paulo M. M.; Sibbertsen, Philipp - 2025
memory time series regression models, allowing for fractional cointegration. A likelihood-ratio based approach for estimating …
Persistent link: https://www.econbiz.de/10015200188
Cover Image
A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve
Escribano, Álvaro; Santos-Martín, M. Teresa; Sipols, … - In: Applied economics 50 (2018) 36, pp. 3966-3978
Persistent link: https://www.econbiz.de/10012060174