Search Results - subject:"Cointegration."

Banking in the negative : a vector error correction analysis of bank-specific lending and deposit rates

Agati, Alessandra; Sigmund, Michael - 2025

a cointegration vector that links bank-specific lending rates, deposit rates, the 3-month Euribor, and the ECB Deposit …-specific lending rates, potentially affecting cointegration with the 3-month Euribor. Our findings show a significant spread reduction … after the introduction of negative reference rates, primarily driven by changes in the cointegration relationship between …

Persistent link: https://www.econbiz.de/10015339711

The necessity of new versions of bilateral trade balances and COVID-19 : the nonlinear ardl approach for the USA and Japan

Gocer, Ismet; Ongan, Serdar; Karamelikl, Huseyin; … - In: Foreign trade review : FTR ; quarterly journal of … 60 (2025) 1, pp. 109-136

Persistent link: https://www.econbiz.de/10015327352

Assessing the recent shift in the price relationship between India's and global grain markets

Ajewole, Kayode; Zereyesus, Yacob Abrehe; Cardell, Lila; … - 2025

Persistent link: https://www.econbiz.de/10015396159

Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions

Hwang, Jungbin; Sun, Yixiao - 2025

Persistent link: https://www.econbiz.de/10015183163

Examining the financial development channels affecting economic growth in Turkey

Demirhan, Banu - 2025

In the early 1980s, Turkey took steps towards financial liberalization. Accordingly, policymakers have implemented policies for the development of the financial system. Since then, developments in the banking sector have driven economic growth and met the private sector's demand for funds. The...

Persistent link: https://www.econbiz.de/10015359717

Are the crypto markets shock resilient to COVID-19? : a comparative investigation of trading prices and volumes

Khan, Asad ul Islam; Bwando, William - In: International econometric review 16 (2025) 2, pp. 148-171

The aim of this study is to explore and investigate empirically the impact of Covid-19 pandemic on price and volume dynamics in crypto markets. The study makes use of two data samples, but these samples are analyzed separately and independently. The first sample consists of top five crypto...

Persistent link: https://www.econbiz.de/10015375484

The impact of financial development on the effectiveness of monetary policy in South Africa

Ndzinisa, Patrick - 2025

Persistent link: https://www.econbiz.de/10015195312

Public expenditure and economic growth : further evidence for the European Union

Sosvilla-Rivero, Simón; Ramos-Herrera, María del Carmen; … - 2025

This paper empirically investigates the short- and long-term impact of public expenditure on economic growth. We use annual data from 28 European Union (EU) countries for the 1995-2022 period and estimate a growth model augmented for public expenditure employing the Autoregressive Distributed...

Persistent link: https://www.econbiz.de/10015337736

Dynamic effects of foreign direct investment, globalization, economic growth, and energy consumption on carbon emissions in Mexico : An ARDL approach

Raihan, Asif; Ridwan, Mohammad; Zimon, Grzegorz; … - In: Innovation and green development 4 (2025) 2, pp. 1-11

Due to the global threat of climate change, investigating the interplay between environmental factors and environmental quality is crucial for effective policy implementation to achieve environmental sustainability. This study examines the influence of economic growth, energy utilization,...

Persistent link: https://www.econbiz.de/10015405069

Determinants of open innovation in United State of America : new evidence from ARDL method

Vu Ngoc Xuan - In: Innovation and green development 4 (2025) 2, pp. 1-10

This study examines the dynamic relationship between Gross Domestic Product (GDP), Foreign Direct Investment (FDI), renewable energy consumption, trade openness, and open innovation in the United States using the Autoregressive Distributed Lag (ARDL) methodology. The analysis covers annual data...

Persistent link: https://www.econbiz.de/10015405149