Showing 81 - 90 of 52,976
Using monthly data, this paper studies the cointegration between the real price of oil and the real effective exchange … that the cointegration between the oil price and the value of US dollar does not significantly exist unless the effects of …
Persistent link: https://www.econbiz.de/10010701188
This paper studies the nonlinear adjustment between industrial production and carbon prices – coined as ‘the carbon-macroeconomy relationship’ – in the EU 27. We model carbon price returns and industrial production as nonlinear and state-dependent, with dynamics depending on the sign and...
Persistent link: https://www.econbiz.de/10010706442
time dimension. We apply Granger causality and cointegration techniques to a Swedish time series dataset spanning 150years …
Persistent link: https://www.econbiz.de/10010868695
In this paper, we describe our investigation of the cointegration and causal relationships between energy consumption … energy, capital and labour as separate inputs of production. The empirical evidence points to a cointegration relationship … between energy and output and implies that energy is an important variable in the cointegration space, as are conventional …
Persistent link: https://www.econbiz.de/10010588000
This paper investigates causal links between economic growth, oil consumption and natural gas usage in Poland on the basis of quarterly data for the period Q1 2000 – Q4 2009. The application of the Toda–Yamamoto procedure, a nonlinear Granger causality test, bootstrap techniques and an...
Persistent link: https://www.econbiz.de/10011259721
-2012 using Granger causality and cointegration methods to ascertain short-run and long-run relationships between emissions, trade …
Persistent link: https://www.econbiz.de/10011111375
This paper employs the Autoregressive Distributed Lag (ARDL) bounds methodological approach to investigate the relationship between economic growth, combustible renewables and waste consumption, carbon dioxide (CO2) emissions and international tourism for the case of Tunisia spanning the period...
Persistent link: https://www.econbiz.de/10011111414
This paper examines the dynamic causal linkages between electricity consumption and economic growth in Nigeria within a trivariate VECM, for the period 1971-2012. The paper obviates the variable omission bias, and the use of cross-sectional techniques that characterise most existing studies. The...
Persistent link: https://www.econbiz.de/10011114051
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/10011186004
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/10010818771