Search Results - subject:"Cross Section Dependency"

Did you mean: subject:"Cross Section dependence" (330 results)

Saving tendency of developed and developing European countries

Arıç, Kıvanç Halil; Siok Kun Sek - In: Mokslo darbai / Vilniaus Universitetas 100 (2021) 1, pp. 139-155

development could affect the saving behavior. Second, the study considers the cross-section dependency effect in the panel data … (Augmented Mean Group, AMG estimator). The study demonstrates that ignoring the cross-section dependency effect might lead to … and government expenditure). Our results reveal the existence of cointegration and cross-section dependency in the saving …

Persistent link: https://www.econbiz.de/10012887925

Testing the hysteresis effect in the US state-level unemployment series

Omay, Tolga; Ozcan, Burcu; Shahbaz, Muhammed - In: Journal of Applied Economics 23 (2020) 1, pp. 329-348

This paper re-examines the stochastic time series behaviour of the monthly unemployment rate in 50 states of the United States (US) for the period 1976-2017 using a number of state-of-the-art unit root tests. The new developments incorporate structural break, nonlinearity, asymmetry, and...

Persistent link: https://www.econbiz.de/10015334000

Testing the hysteresis effect in the US state-level unemployment series

Omay, Tolga; Ozcan, Burcu; Shahbaz, Muhammed - 2020

Persistent link: https://www.econbiz.de/10012257115

Is there really hysteresis in the OECD unemployment rates? : new evidence using a Fourier panel unit root test

Omay, Tolga; Shahbaz, Muhammad; Stewart, Chris - In: Empirica : journal of european economics 48 (2021) 4, pp. 875-901

Persistent link: https://www.econbiz.de/10012651642

CDS and Stock Market: Panel Evidence Under Cross-Section Dependency

Esen, Sinan; Zeren, Feyyaz; Halil; Scedil; imdi - In: South-Eastern Europe Journal of Economics 13 (2015) 1, pp. 31-46

In recent years, the spreads of CDS that are crucial aspects in detecting the financial risk level of countries have been taken more notice of by investors. In this paper, we investigate the relation between CDS spreads and countries' stock indices by using Basher and Westerlund (2009) panel...

Persistent link: https://www.econbiz.de/10011212739

Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests

Omay, Tolga; Hasanov, Mübariz; Uçar, Nuri - In: Applied Econometrics 34 (2014) 2, pp. 36-55

In this paper, we examine nonlinear interrelationship between energy consumption and output level for a panel of G7 countries. For this purpose, we propose a nonlinear cointegration test in heterogeneous panels for testing the presence of a co-integrating relationship that follows a globally...

Persistent link: https://www.econbiz.de/10010992081

The dynamic linkages of budget deficits and current account deficits nexus in EU countries : bootstrap panel Granger causality test

Bolat, Suleyman; Emirmahmutoglu, Furkan; Belke, Murat - In: International journal of economic perspectives : IJEP 8 (2014) 2, pp. 16-26

Persistent link: https://www.econbiz.de/10011579348

Exchange rate misalignment and economic growth : evidence from nonlinear panel cointegration and granger causality tests

Tipoy, Christian K.; Breitenbach, Marthinus C.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10011897368

Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests

Omay, Tolga; Hasanov, Mubariz; Ucar, Nuri - Volkswirtschaftliche Fakultät, … - 2012

economic growth regimes. Furthermore, we deal with the cross section dependency problem in both nonlinear panel cointegration …

Persistent link: https://www.econbiz.de/10011111608

Nonlinear error correction based cointegration test in panel data

Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4

Persistent link: https://www.econbiz.de/10011847276