Similar Search Results

Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests

Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11

mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

Persistent link: https://www.econbiz.de/10014501140

Public debt and economic growth in sub-Saharan Africa : nonlinearity and threshold effects

Okwoche, Princewill U.; Makanza, Christine S. - In: Cogent economics & finance 11 (2023) 2, pp. 1-24

trade shocks. Our dataset comprises 24 SSA countries spanning 39 years from 1980 to 2018. We employ a variety of panel … estimation techniques suitable for addressing the problems of endogeneity and cross-section dependence. The fixed effects … cases. Some variations in threshold estimates based on differences in empirical estimation techniques were observed, which …

Persistent link: https://www.econbiz.de/10014502811

Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns

Wollschläger, Marcel; Schäfer, Rudi - In: Journal of risk 19 (2016) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011579750

Heterocedasticity robust panel unit root tests

Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 112-135

Persistent link: https://www.econbiz.de/10010380473

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Amado, Cristina; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 69-87

Persistent link: https://www.econbiz.de/10010380478

A non-linear multivariate model of the UK real exchange rate

Milas, Costas - 2001

Persistent link: https://www.econbiz.de/10001636887

Impulse response analysis in nonlinear multivariate models

Koop, Gary; Pesaran, M. Hashem; Potter, Simon M. - In: Journal of econometrics 74 (1996) 1, pp. 119-147

Persistent link: https://www.econbiz.de/10001755367

Non-linear adjustments to intranational PPP

Woo, Kai-yin; Lee, Shu-kam; Chan, Alan - In: Journal of macroeconomics 40 (2014), pp. 360-371

Persistent link: https://www.econbiz.de/10010496457

The spillover of inflation among the G7 countries

Istiak, Khandokar; Tiwari, Aviral Kumar; Husain, Humaira; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-20

Many global shocks, including the renegotiation of NAFTA, the United States-China trade war, the Brexit, and the COVID-19 pandemic, may have recently influenced the inflation spillover in the G7 countries. The current literature overlooks the influence of these important events on the inflation...

Persistent link: https://www.econbiz.de/10012627127

Surveillance of univariate and multivariate nonlinear time series

Okhrin, Yarema; Schmid, Wolfgang - 2007

Persistent link: https://www.econbiz.de/10003635784