Search Results - subject:"Cointegration."

The impact of domestic R&D and North-South R&D spillovers on energy intensity in developing countries

Herzer, Dierk - In: Economic change & restructuring 57 (2024) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10014491731

Air pollution and economic development in KSA : environmental Kuznets Curve and implications for sustainable development

Abid, Mehdi; Gheraia, Zouheyr; Sekrafi, Habib; Abdelli, … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 628-639

Persistent link: https://www.econbiz.de/10014495152

Revisiting the relationship between oil price and food prices in the US : evidence from threshold cointegration with asymmetric adjustment

Hamouda, Abderrazek Ben - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 27-36

Persistent link: https://www.econbiz.de/10014495491

Do financial markets allow the independence of central banks?

Miró, Damià Rey; Piffaut, Pedro; Zurdo, Ricardo Palomo - In: Journal of central banking theory and practice 13 (2024) 1, pp. 5-26

The research work presented below addresses the possible concern of central bank independence through the development and application of econometric models. The complexity of the modelling has allowed a step further in corroborating that financial independence is not only linked to the...

Persistent link: https://www.econbiz.de/10014496228

Are term premiums predictable in Central European countries? : the forward rates agreements (FRA) application

Makovský, Petr - In: Eastern European economics : EEE 62 (2024) 2, pp. 187-218

Persistent link: https://www.econbiz.de/10014551375

Exploring the nexus between sectoral stock market fluctuations and macroeconomics changes before and during the COVID-19 pandemic

Suriani, Suriani; Correia, Anabela Batista; Nasir, Muhammad - In: Cogent business & management 11 (2024) 1, pp. 1-15

Investors may find it challenging to invest due to economic fluctuations during COVID-19. This study aims to examine the relationship between economic fluctuations and the Indonesian sectoral stock market in the consumer goods sector (CGI), basic industrial and chemical sector (BIC), and...

Persistent link: https://www.econbiz.de/10014520106

Mission-oriented R&D and growth of Japan 1988-2016 : a comparison with private and public R&D

Ziesemer, Thomas - In: Economics of innovation and new technology 33 (2024) 2, pp. 218-247

Persistent link: https://www.econbiz.de/10014514848

The dynamic effects of public investments on private capital formation : modelling a heterogeneous asymmetric cointegration with unobserved global factors

Carvelli, Gianni - In: International economics : the quarterly journal in … 177 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014534619

Energy price reform to mitigate transportation carbon emissions in oil-rich economies

Shannak, Sa'd A.; Mikayilov, Jeyhun I.; Dua, Rubal - In: Environmental economics and policy studies : the … 26 (2024) 2, pp. 263-283

Persistent link: https://www.econbiz.de/10014536547

The quantity theory of money, 1870-2020

Jung, Alexander - 2024

cointegration tests show that the long-run relationship between excess money growth and inflation holds if longer runs of data are …

Persistent link: https://www.econbiz.de/10014558771