Search Results - subject:"AutoRegressive Distributed Lag Model"

Wagner's hypothesis in Europe : a causality analysis with disaggregated data

Trofimov, Ivan D. - In: European journal of government and economics : EJGE 12 (2023) 1, pp. 5-38

This paper examines Wagner hypothesis of the growth of public expenditure alongside the growth of economic activity for a panel of 28 European economies during the 1995-2018 period. The hypothesis is verified using Pesaran (2007) panel unit root and Westerlund (2007) cointegration tests that...

Persistent link: https://www.econbiz.de/10014310932

Public R&D and growth : a dynamic panel VECM data analysis for 14 OECD countries

Ziesemer, Thomas - 2023

Persistent link: https://www.econbiz.de/10014311202

Effects of exchange rate, output gap, and output gap volatility on inflation volatility in Turkey

Özer, Mustafa; Grubišić, Zoran; Küçüksakarya, Sevilay - In: Journal of central banking theory and practice 12 (2023) 1, pp. 5-26

This study first investigates the short and long-run effectsof exchange rate, output gap and output gap volatility on inflationvolatility in Turkey by using the ARDL bounds testing approach.Second, we also examine the causal relationship among these vari-ables by using Toda-Yamamoto and...

Persistent link: https://www.econbiz.de/10014312187

Spillovers between non-commercial traders' activity and spot prices? : analysis of the financialization mechanism in the crude oil market

Focacci, Antonio - In: China finance review international 13 (2023) 2, pp. 157-182

Persistent link: https://www.econbiz.de/10014312259

Polar amplification in a moist energy balance model : a structural econometric approach to estimation and testing

Brock, William A.; Miller, J. Isaac - 2023

Persistent link: https://www.econbiz.de/10014313107

Autoregressive distributed lag estimation of bank financing and Nigerian manufacturing sector capacity utilization

Saka, Kamilu Adio; Bolanle, Yisau I. - In: Quantitative finance and economics 7 (2023) 1, pp. 74-86

Persistent link: https://www.econbiz.de/10014279142

Study on the influence of foreign direct investment on innovations in enterprises in Poland using the ECM model

Salamaga, Marcin - In: Argumenta oeconomica 50 (2023) 1, pp. 119-136

Persistent link: https://www.econbiz.de/10014279376

Institutions in the development of Sub-Saharan African countries in 2004-2019

Kowalewska, Arleta; Osińska, Magdalena; Szczepaniak, … - In: Ekonomia i prawo 22 (2023) 1, pp. 103-125

Persistent link: https://www.econbiz.de/10014279555

The energy mix-environmental aspects of income and economic freedom in Hong Kong : cointegration and frequency domain causality evidence

Agboola, Mary Oluwatoyin; Alola, Andrew Adewale - In: Journal of environmental economics and policy 12 (2023) 1, pp. 63-78

Persistent link: https://www.econbiz.de/10014279668

The analysis of labor market efficiency driven by the Eastern Economic Corridor (EEC)

Siritas Kettanurak - In: Southeast Asian journal of economics 11 (2023) 1, pp. 43-71

This paper aims to study the efficiency of labor market, investigate the determinants of job employment in the Eastern Economic Corridor, and forecast the trend of job employment. The monthly data from January 2016 to September 2021 were collected to explore the long-run relationship among...

Persistent link: https://www.econbiz.de/10014280515