Search Results - subject:"Nonlinear co-integration"

Impact of unemployment and governance on poverty in Pakistan : a fresh insight from non-linear ARDL co-integration approach

Meo, Muhammad Saeed; Kumar, Bezon; Chughtai, Sumayya; … - In: Global business review 24 (2023) 5, pp. 1007-1024

Persistent link: https://www.econbiz.de/10014432587

Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Macroeconomic dynamics 27 (2023) 1, pp. 203-223

Persistent link: https://www.econbiz.de/10014247362

Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020

Persistent link: https://www.econbiz.de/10012221928

Social insurance coverage, economic factors and vulnerability to corruption in Nigeria : a non-linear cointegration approach

Kunle, Onafalujo Akinwunmi - In: Analele Universitătii Dunărea de Jos Galaţi 25 (2019) 2, pp. 27-33

Persistent link: https://www.econbiz.de/10012285663

Multivariate Markov-switching score-driven models : an application to the global crude oil market

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 313-335

Persistent link: https://www.econbiz.de/10013334746

Reassessing the environmental Kuznets curve : a summability approach for emerging market economies

Bozoklu, Seref; Demir, A. Oguz; Ataer, Sinan - In: Eurasian economic review : a journal in applied … 10 (2020) 3, pp. 513-531

Persistent link: https://www.econbiz.de/10012290987

Oil prices and chinese stock market : nonlinear causality and volatility persistence

Wen, Fenghua; Xiao, Jihong; Xia, Xiaohua; Chen, Bin; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 6, pp. 1247-1263

Persistent link: https://www.econbiz.de/10012210710

Nonlinear Co-Integration Between Unemployment and Economic Growth in South Africa

Phiri, Andrew - In: Managing Global Transitions 12 (2014) 4 (Winter), pp. 303-324

In this paper, a momentum threshold autoregressive (MTAR) model is used to evaluate nonlinear equilibrium reversion between unemployment and economic growth for South African data between the periods 2000–2013. To attain this objective we estimate the first-difference and the gap model...

Persistent link: https://www.econbiz.de/10011105342

Testing linearity in the long-run relationship between economic growth and passenger air transport in Mexico

Brida, Juan Gabriel; Rodríguez-Brindis, Martín Alberto; … - In: International journal of transport economics 43 (2016) 4, pp. 437-450

Persistent link: https://www.econbiz.de/10011661700