Search Results - subject:"quantile-on-quantile regression"

Revisiting inflation inertia : a comprehensive analysis of dynamics and connectedness in the Turkish case

Sakarya, Burçhan; Polat, Onur; Ertuğrul, Hasan Murat - In: Central Bank review / Central Bank of the Republic of Turkey 25 (2025) 2, pp. 1-11

This paper examines the phenomenon of inflation inertia in Türkiye focusing on its persistence and the role of interconnected price-setting behaviors. Utilizing monthly data from 2004 to 2024, the study applies a novel augmented Phillips Curve framework, integrating a Time-Varying Parameter...

Persistent link: https://www.econbiz.de/10015413990

Are all countries created the same? An asymmetric nexus between the COVID pandemic and G20 stock markets

Junior, Peterson Owusu; Kare, Siva Kiran Guptha - In: Cogent Economics & Finance 12 (2024) 1, pp. 1-15

on COVID, we employ quantile regression (QR) and quantile-on-quantile regression (QQR) to explore the asymmetric nexus …

Persistent link: https://www.econbiz.de/10015425985

Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets

Abakah, Emmanuel Joel Aikins; Abdullah, Mohammad; … - In: Research in international business and finance 69 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015052950

Modelling the impact of uncertainty on sectoral GHG emissions in Saudi Arabia using the causality-in-quantiles and quantile-on-quantile approaches

Raggad, Bechir; Ben Salha, Ousama; Zrelly, Houyem; … - In: Energy strategy reviews 51 (2024), pp. 1-14

(QAR), causality-in-quantiles (CiQ) test, and the Quantile-on-Quantile regression (QQR) as the reference model, while the …

Persistent link: https://www.econbiz.de/10014577854

Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention : a multi-scale quantile regression analysis

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara - In: Applied economics 56 (2024) 31, pp. 3698-3721

Persistent link: https://www.econbiz.de/10014528629

African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk

Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015046944

Are all countries created the same? : an asymmetric nexus between the COVID pandemic and G20 stock markets

Owusu Junior, Peterson; Kare, Siva Kiran Guptha - In: Cogent economics & finance 12 (2024) 1, pp. 1-15

on COVID, we employ quantile regression (QR) and quantile-on-quantile regression (QQR) to explore the asymmetric nexus …

Persistent link: https://www.econbiz.de/10015192681

Nonlinear effects of crude oil dependency on food prices in China: Evidence from quantile-on-quantile approach

Yu, Ying; Peng, Chuqi; Zakaria, Muhammad; Mahmood, Hamid; … - In: Journal of Business Economics and Management (JBEM) 24 (2023) 4, pp. 696-711

The repercussions of disruptions in the global crude oil market have a substantial influence on economies worldwide. Oil shocks are considered important estimators of many economic variables. The current research examines the effects of oil price shocks on food prices in China using monthly data...

Persistent link: https://www.econbiz.de/10015401563

Nonlinear effects of crude oil dependency on food prices in China : evidence from quantile-on-quantile approach

Yu, Ying; Peng, Chuqi; Zakaria, Muhammad; Mahmood, Hamid; … - In: Journal of business economics and management 24 (2023) 4, pp. 696-711

Persistent link: https://www.econbiz.de/10014460300

Do precious metals hedge against global supply chain uncertainty?

Su, Chi-Wei; Wang, Yajun; Qin, Meng; Lobonţ, Oana-Ramona - In: Borsa Istanbul Review 23 (2023) 5, pp. 1026-1036

wavelet-based quantile-on-quantile regression (QQR) technique to identify the complex connection between GSCU and the price of …

Persistent link: https://www.econbiz.de/10014383525