Search Results - subject:"Cointegration."

Does the inverted U-Shaped Kuznets Environmental Curve hold for Sudan? : evidence from the ARDL approach

Ali, Mohammed Elhaj Mustafa; Suliman, Abdul-Hameed Elias - 2025

Persistent link: https://www.econbiz.de/10015402862

Macro-economic determinants of the relationship between exchange rate and stock returns : a two-stage approach

Murthy, K. V. Bhanu; Singh, Amit Kumar; Aggarwal, Annu - In: International journal of economic policy in emerging … 21 (2025) 2, pp. 138-164

Persistent link: https://www.econbiz.de/10015403394

How does energy consumption affect economic growth in Saudi Arabia? : a cointegration approach

Alsabhan, Talal H.; Al-Abdulrazag, Bashier - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 309-316

Persistent link: https://www.econbiz.de/10015403707

Macroeconomic determinants of the stock market : a comparative study of Anglosphere and BRICS

Humpe, Andreas; McMillan, David G. - In: Finance research letters 75 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015407934

The asymmetric relationship between tourism and economic growth : a panel quantile ARDL analysis

Alqaralleh, Huthaifa; Alsarayreh, Ahmad; Al-Saraireh, Ahmad - In: Economies : open access journal 13 (2025) 4, pp. 1-21

This study analyses the intricate connection between tourism and economic growth, emphasising significant gaps in existing literature. The study utilises a comprehensive framework encompassing tourism-led economic growth (TLEG) and economy-driven tourism growth (EDTG), highlighting the...

Persistent link: https://www.econbiz.de/10015410033

Investigating the relationship between liquidity risk, credit risk, and solvency risk in banks listed on the Iranian capital market : a Panel Vector Error Correction Model

Peykani, Pejman; Sargolzaei, Mostafa; Tănăsescu, Cristina - In: Economies : open access journal 13 (2025) 5, pp. 1-24

In the aftermath of global financial crises and amid increasing complexity in banking operations, understanding and managing various types of risk - especially liquidity, credit, and solvency risks - has become a global concern for financial stability. This study addresses a critical gap in the...

Persistent link: https://www.econbiz.de/10015410231

Determining the optimal threshold of foreign direct investment for sustainable improvement in Ghana's trade balance

Danquah, David Aboagye; Barnor, Charles - In: International trade, politics and development 9 (2025) 1, pp. 48-67

Purpose - The main purpose of this study is to evaluate the threshold impact of foreign direct investment (FDI) on Ghana's trade balance. Design/methodology/approach - The study used annual time-series data, spanning 1980-2022. The study employed the autoregressive distributed lag (ARDL) models,...

Persistent link: https://www.econbiz.de/10015397278

The role of the circular economy in economic development : an empirical investigation for panel of some selected European economies

Jabri, Abdelkarim; Yahyaoui, Rachid - In: Comparative economic research : Central and Eastern Europe 27 (2024) 4, pp. 151-172

heterogeneity between the countries making up the Panel. Furthermore, the cointegration relationship employed in this work considers …

Persistent link: https://www.econbiz.de/10015190744

Modelling loans to non-financial corporations in the Eurozone : a long-memory approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Rubino, … - In: International advances in economic research 30 (2024) 3, pp. 231-254

Persistent link: https://www.econbiz.de/10015191912

Testing for fractional cointegration in subsamples by allowing for structural breaks

Kreye, Tom Jannik - 2024

In this paper, tests for fractional cointegration that allow for structural breaks in the long-run equilibrium are … proposed. Traditional cointegration tests cannot handle shifts in fractional cointegration relationships, a limitation … addressed here by allowing for a time-dependent memory parameter for the cointegration error. The tests are implemented by …

Persistent link: https://www.econbiz.de/10015175368