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Investigation of key contributors of CO2 emissions in extended STIRPAT model for newly industrialized countries : a dynamic common correlated estimator (DCCE) approach
Ghazali, Ahmad; Ali, Ghulam - In: Energy reports 5 (2019), pp. 242-252
The study examined the impact of different forces on carbon dioxide emissions for ten newly industrialized countries (NIC's) by applying the extended STIRPAT model for the period 1991-2013. Moreover, study utilizes the regression of group mean dynamic common correlated estimator (DCCE) to...
Persistent link: https://www.econbiz.de/10012006776
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland - 2018
Persistent link: https://www.econbiz.de/10012197752
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han; Fei, Yijie; Yu, Jun - 2023
Persistent link: https://www.econbiz.de/10014329798
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Correlation analysis of financial contagion : what one should know before running a test
Corsetti, Giancarlo - 2001
Persistent link: https://www.econbiz.de/10013439263
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Correlation analysis of financial contagion : what one should know before running a test
Corsetti, Giancarlo; Pericoli, Marcello; Sbracia, Massimo - 2000
Persistent link: https://www.econbiz.de/10001580233
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Correlation analysis of financial contagion : what one should know before running a test
Corsetti, Giancarlo; Pericoli, Marcello; Sbracia, Massimo - 2001
This paper builds a general test of contagion in financial markets based on bivariate correlation analysis - a test … that can be interpreted as an extension of the normal correlation theorem. Contagion is defined as a structural break in … contributions in the literature as special cases of our test. We show that, while the literature on correlation analysis of …
Persistent link: https://www.econbiz.de/10011609589
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Exchange rates and sovereign risk : a nonlinear approach based on local Gaussian correlations
Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2024
Crisis, the COVID-19 pandemic and the Ukrainian War. Using the most recent developments in local Gaussian partial correlation …
Persistent link: https://www.econbiz.de/10014505308
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Equity price dynamics in thin emerging markets of Central and Eastern Europe
Sokalska, Magdalena - 1997
Persistent link: https://www.econbiz.de/10000643767
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Capital flows and credit booms in emerging market economies
Sopanha Sa - In: Financial stability review : FSR 9 (2006), pp. 49-66
Persistent link: https://www.econbiz.de/10003418764
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The dynamics of international capital flows : results from a dynamic hierarchical factor model
Förster, Marcel; Jorra, Markus; Tillmann, Peter - 2012
The present paper examines the degree of comovement of gross capital inflows, which is a highly sensitive issue for policy makers. We estimate a dynamic hierarchical factor model that is able to decompose inflows in a sample of 47 economies into (i) a global factor common to all types of flows...
Persistent link: https://www.econbiz.de/10009534030