Search Results - subject:"AutoRegressive Distributed Lag Model"

Relationship between energy consumption, economic growth and population in Kazakhstan

Parmanova, Rimma; Baimoldayeva, Meruyert; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 3, pp. 608-613

Persistent link: https://www.econbiz.de/10015439325

Optimal retirement with long-run income risk

Huang, Shan; Park, Seyoung; Yoo, Jane - In: The journal of risk & insurance 92 (2025) 3, pp. 581-626

Persistent link: https://www.econbiz.de/10015472116

Modeling the dynamic relationship between inflation, oil price, and macroeconomic variables : evidence from Saudi Arabia

Elsharif, Mohamed Sharif Bashir; Elamin, Ahlam … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 4, pp. 770-779

Persistent link: https://www.econbiz.de/10015472085

Navigating China's green bonds : insights from cryptocurrency price, oil price, and economic policy uncertainty

Wen, Cui-Ping; Wang, Kai-Hua; Su, Chi-Wei; Li, Xin; … - In: International review of economics & finance : IREF 102 (2025), pp. 1-15

China's green bonds (GBs) in a period from 2014: M10 to 2024: M04 using the quantile autoregressive distributed lag model …

Persistent link: https://www.econbiz.de/10015466510

Effect of privatisation on the productivity of sugarcane out-growers in Dwangwa Cane Growers Limited, Malawi

Luhanga, Davies Madalitso; Kambewa, Patrick; Chiwaula, … - In: African journal of agricultural and resource economics … 19 (2025) 3, pp. 260-275

Persistent link: https://www.econbiz.de/10015406402

Detecting cointegrating relations in non-stationary matrix-valued time series

Hecq, Alain W. J.; Ricardo, Ivan; Wilms, Ines - In: Economics letters 248 (2025), pp. 1-5

Persistent link: https://www.econbiz.de/10015462681

Detecting multiple structural breaks in systems of linear regression equations with integrated and stationary regressors

Schweikert, Karsten - In: Oxford bulletin of economics and statistics 87 (2025) 4, pp. 850-865

Persistent link: https://www.econbiz.de/10015470450

Examining cointegration between corporate governance and financial performance in selected listed South African financial institutions

Khoza, Floyd; Makoni, Patricia Lindelwa - In: Risk management magazine 20 (2025) 2, pp. 39-53

Since the 2007 global financial crisis, scholars have attempted to explain market failures using aspects other than corporate governance. Previous studies focused on the function of corporate governance in financial performance, with a dearth of literature on other financial dimensions like risk...

Persistent link: https://www.econbiz.de/10015467903

A CUSUM test for breaks in fractional cointegration

Fitter, Krischan; Sibbertsen, Philipp - In: Economics letters 256 (2025), pp. 1-4

Persistent link: https://www.econbiz.de/10015472815

Optimal estimation in a multicointegrated system

Kheifets, Igor L.; Phillips, Peter C. B. - 2025

Persistent link: https://www.econbiz.de/10015467033