Search Results - subject:"STATIONARITY"

Identification of causal relationships in non-stationary time series with an information measure : evidence for simulated and financial data

Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris - In: Empirical economics : a quarterly journal of the … 64 (2023) 3, pp. 1399-1420

Persistent link: https://www.econbiz.de/10014226364

Stationarity of spot freight rates considering supply/demand effect

Hayashi, Koichiro - In: Journal of Shipping and Trade (JST) 5 (2020) 24, pp. 1-9

The mean-reverting nature of freight rates is one of the important subjects in maritime economics. The classic understanding of maritime economics (and that of the shipping industry) suggests that freight rate processes are mean-reverting and approach the level decided by the demand/supply...

Persistent link: https://www.econbiz.de/10014557484

Do DJIA firms reflect stationary debt ratios?

Lin, Feng-Li - In: Economies 8 (2020) 4, pp. 1-19

To form optimum firm capital structure strategies to face unanticipated economic events, firm managers should understand the stability of a firm's capital structure. The aim of this research was to study whether the debt ratio is stationary in listed firms on the Dow Jones Industrial Average...

Persistent link: https://www.econbiz.de/10013199705

Heads and tails of earnings management: Quantitative analysis in emerging countries

Durana, Pavol; Valaskova, Katarina; Chlebikova, Darina; … - In: Risks 8 (2020) 2, pp. 1-21

existence of earnings management in both analyzed countries, based on a quantitative analysis of unit root and stationarity. The … managerial activities are purposeful, which is proven by the existence of no stationarity in the time series and a clear …

Persistent link: https://www.econbiz.de/10013200590

Frequency-domain evidence for climate change

Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Econometrics 8 (2020) 3, pp. 1-15

The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface … evidence of non-stationarity, which is consistent with previous results obtained in the time domain with models allowing for …

Persistent link: https://www.econbiz.de/10012696291