Search Results - subject:"AutoRegressive Distributed Lag Model"

Long-run equilibrium between military expenditure and GDP with non-linear structural breaks in NATO member states

Oh, Dong-Yop; Yu, Jongtae; Lim, Eun Son - In: Defence and peace economics 36 (2025) 6, pp. 840-852

Persistent link: https://www.econbiz.de/10015593266

Contemporaneous causal orderings among prices of retail properties : evidence from Chinese cities through vector error-correction modeling and directed acyclic graphs

Jin, Bingzi; Xu, Xiaojie - In: Journal of financial management of property and construction 30 (2025) 3, pp. 398-415

Persistent link: https://www.econbiz.de/10015593424

How US and Canadian consumers shape bilateral trade : a focus on reexports and domestic exports

Ongan, Serdar; Karamelikli, Huseyin; Gocer, Ismet; … - In: Journal of international consumer marketing 37 (2025) 5, pp. 465-478

Persistent link: https://www.econbiz.de/10015593541

Exploring the impact of green bonds on sustainable development and financial markets : an ARDL-based causality approach

Wang, Yi; Wang, Rui; Tajul Ariffin Masron - In: Finance research letters 85 (2025) 3, pp. 1-8

Persistent link: https://www.econbiz.de/10015574786

The asymmetric impact of RER-misalignment on economic growth : an application of Hodrick-Prescott filter technique

Abbasi, Ghosia Ayaz; Iqbal, D. Javed - In: The Singapore economic review 70 (2025) 6, pp. 1739-1767

Persistent link: https://www.econbiz.de/10015574798

Financial inclusion, institutional quality, and economic growth in MENA countries : some evidence from panel cointegration

Boukhatem, Jamel; Ben Moussa, Fatma - In: Macroeconomics and finance in emerging market economies 18 (2025) 2, pp. 319-342

Persistent link: https://www.econbiz.de/10015581909

Effects of global value chain participation on economic growth and carbon emissions : a panel VAR analysis

Kim, Jeonghyun; Seo, Byeongseon - In: International economic journal 39 (2025) 1, pp. 147-167

Persistent link: https://www.econbiz.de/10015533225

Does Airbnb matter to the domestic tourism market? : empirical evidence from Airbnb supply and tourism demand in South Korea

Um, Taehyee; Lee, Minwoo; Back, Ki-Joon; Chung, Namho - In: Tourism Management Perspectives 58 (2025), pp. 1-12

Persistent link: https://www.econbiz.de/10015585351

Examining the relationship between macroeconomic fundamentals and exchange rates : evidence from the common monetary area (CMA)

Kalumbu, Sakaria Angula; Kharon, Melvilino Lesley - In: African journal of business & economic research : AJBER 20 (2025) 4, pp. 147-167

Persistent link: https://www.econbiz.de/10015637438

Time Latency in High-Frequency Trading Within Cointegrated Financial Markets

Chen, Ting-Fu; Hsu, Chih-Chen; Chia, Kai-Chieh; Cheng, Annjo - In: Advances in Pacific Basin business, economics and finance, (pp. 301-317). 2025

This study conducts an empirical analysis of time latency in high-frequency trading (HFT) utilizing intraday data sourced from Bloomberg, particularly emphasizing the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and TAIEX Futures. Employing the vector error correction...

Persistent link: https://www.econbiz.de/10015644944