Search Results - subject:"Unit root test"

Do trade frictions distort the Purchasing Power Parity (PPP) hypothesis? : a closer look

Bonga-Bonga, Lumengo - In: International Journal of Financial Studies : open … 13 (2025) 2, pp. 1-15

This paper investigates whether trade frictions, in the form of exchange controls, are among the main obstacles preventing the Purchasing Power Parity (PPP) hypothesis from being valid among trading nations. It specifically looks at whether exchange controls - a type of trade friction - hinder...

Persistent link: https://www.econbiz.de/10015436954

An analytical study on the stability properties of energy consumption from fossil fuels : a panel stability test and Zivot-Andrews unit root test approach in the context of brics n...

Issayeva, Gulmira; Zhussipova, Elmira Y.; Pazilov, … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 4, pp. 1-10

Persistent link: https://www.econbiz.de/10015440231

An empirical investigation of the relationship between foreign direct investment and unemployment rate in Azerbaijan : an ARDL approach

Karimov, Mehman; Nesirov, Elcin; Zeynalli, Elay; … - In: Asian journal of applied economics : AJAE is an … 31 (2024) 2, pp. 98-114

Persistent link: https://www.econbiz.de/10015272314

Testing the carbon hysteresis hypothesis in Azerbaijan : evidence from nonlinear unit root tests

Javanshirova, Zuleykha; Mirzayev, Farhad; Babashova, Sakina - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 161-167

Persistent link: https://www.econbiz.de/10015618682

Who in the world can Africa catch-up to? : evidence from income convergence analysis

Matonana, Ntombiyesibini; Phiri, Andrew - In: Economia internazionale 77 (2024) 3, pp. 417-444

Persistent link: https://www.econbiz.de/10015431811

The impact of COVID-19 on the cypriot stock market dynamics

Christodoulou-Volos, Christos; Tserkezos, Dikaios - In: International journal of economics and financial issues … 14 (2024) 4, pp. 214-221

Persistent link: https://www.econbiz.de/10014632255

Circular behavior of oil consumption and the impact of oil prices with the Fourier approach

Oltulular, Sabiha - In: Energy strategy reviews 53 (2024), pp. 1-13

In the changing world, oil continues to be important in energy production. Using monthly data from 1965 to 2022, the permanency of oil consumption fluctuations was investigated. Fourier-based Granger causality tests were used to examine cause-and-effect relationships between variables. Long-term...

Persistent link: https://www.econbiz.de/10014632395

Self-weighted estimation for local unit root regression with applications

Hu, Zhishui; Liu, Nan; Phillips, Peter C. B.; Wang, Qiying - 2024

Persistent link: https://www.econbiz.de/10015076938

Navigating inflation challenges : AI-based portfolio management insights

Bareith, Tibor; Tatay, Tibor; Vancsura, László - In: Risks : open access journal 12 (2024) 3, pp. 1-16

capabilities of various machine learning models. The novelty of our study is that we used the Zivot-Andrews unit root test to …

Persistent link: https://www.econbiz.de/10014497442

On testing for bubbles during hyperinflations

Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10014506885