Search Results - subject:"Threshold Model"

Can corporate environmental social responsibility and financial performance achieve a win-win situation in China? : from the perspective of executive social capital

Li, Xiaofang; Li, Zhuohang; Liu, Xiaoxiao; Wan, Yan - 2025

Persistent link: https://www.econbiz.de/10015372596

Estimation and inference for the threshold model with hybrid stochastic local unit root regressors

Chen, Chaoyi; Stengos, Thanasēs - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-15

In this paper, we study the estimation and inference of the threshold model with hybrid local stochastic unit root … regressors. Our main contribution is to propose an estimator that generalizes the threshold model with various forms of … nonstationary regressors and to obtain its limiting distribution theory. In particular, our proposed model generalizes the threshold …

Persistent link: https://www.econbiz.de/10014332443

Understanding exchange rate pass-through in Vietnam

In: Cogent Economics & Finance 10 (2022) 1, pp. 1-17

) and explain the change in the CPI structure using the threshold model. In addition, the transition to a central …

Persistent link: https://www.econbiz.de/10015074240

Foreign direct investment and poverty in sub-Saharan African countries: The role of host absorptive capacity

Arogundade, Sodiq; Biyase, Mduduzi; Eita, Hinaunye - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-22

explored using fixed-effect instrumental regression, fixed effect panel threshold model, and the heterogenous Granger …

Persistent link: https://www.econbiz.de/10015074094

Does excessive degrees of financial depth push hyper-inflation?

Yogeeswari Subramaniam; Tajul Ariffin Masron - In: Asian journal of economics and banking : AJEB 6 (2022) 3, pp. 286-307

Purpose Using an innovative threshold estimation technique, this paper provides new evidence on the relationship between finance and inflation with distinct levels of finance. Design/methodology/approach The sample consisted of 10 high inflation countries using time series data for the period of...

Persistent link: https://www.econbiz.de/10014231331

Financialization, growth, and the resource curse : evidence from the MENA region

Özmen, Erdal; Taşdemir, Fatma - 2022

Persistent link: https://www.econbiz.de/10013363956

Foreign direct investment and poverty in sub-Saharan African countries : the role of host absorptive capacity

Arogundade, Sodiq; Biyase, Mduduzi; Eita, Hinaunye - In: Cogent economics & finance 10 (2022) 1, pp. 1-22

explored using fixed-effect instrumental regression, fixed effect panel threshold model, and the heterogenous Granger …

Persistent link: https://www.econbiz.de/10013449387

Understanding exchange rate pass-through in Vietnam

Nga Nguyen Hong; Vo Thi Kim Loan; Pham Hoang An; Cuong … - In: Cogent economics & finance 10 (2022) 1, pp. 1-17

) and explain the change in the CPI structure using the threshold model. In addition, the transition to a central …

Persistent link: https://www.econbiz.de/10014500353

Estimation and inference for the threshold model with hybrid stochastic local unit root regressors

Chen, Chaoyi; Stengos, Thanasēs - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-15

Persistent link: https://www.econbiz.de/10013273589

The threshold model with anticonformity under random sequential updating

Nowak, Bartlomiej; Grabisch, Michel; Sznajd-Weron, Katarzyna - 2022

Persistent link: https://www.econbiz.de/10013169939