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  • Search: subject:"unit root and cointegration"
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Year of publication
Subject
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real exchange rate 12 Kointegration 8 financial integration 8 misalignment 8 Panel 6 emerging economies 6 second-generation panel unit-root and cointegration tests 6 Kaufkraftparität 5 developing country 5 Panel unit-root and cointegration tests 4 Real Exchange Rate 4 Unit Root Test 4 developed country 4 panel unit-root and cointegration tests 4 second-generation panel unit root and cointegration tests 4 Asian countries 3 Asien 3 Balassa-Samuelson hypothesis 3 Cointegration 3 Einheitswurzeltest 3 Internationaler Finanzmarkt 3 Lateinamerika 3 MENA-Staaten 3 Marktintegration 3 Panel unit root and cointegration tests 3 Purchasing Power Parity (PPP) 3 Schwellenländer 3 Unit root test 3 panel unit root and cointegration tests 3 purchasing power parity 3 Business and Economics 2 Economic Growth 2 Employment 2 Estimation 2 Female Employment 2 Foreign Direct Investment 2 India 2 Indian firms 2 Indien 2 Macroeconomic Variables 2
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Online availability
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Free 34 CC license 1
Type of publication
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Book / Working Paper 24 Article 8 Other 2
Type of publication (narrower categories)
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Working Paper 7 Arbeitspapier 2 Article 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2
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Language
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English 23 Undetermined 10 Spanish 1
Author
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Rault, Christophe 14 Caporale, Guglielmo Maria 9 Drine, Imed 7 Amor, Thouraya Hadj 5 Cerrato, Mario 3 Alkan, H. Isil 2 Hadj Amor, Thouraya 2 Kar, Nirmal Chandra 2 Mohapatra, Sudatta Bharati 2 Umit, A. Oznur 2 AMOR, Thouraya HADJ 1 ATANDA, Akinwande Abdulmaliq 1 Ahlgren, Niklas 1 Aliyu, Shehu Usman Rano 1 Atanda, Akinwande A. 1 CAPORALE, Guglielmo Maria 1 Caporale, GM 1 Cerrato, M 1 Drine, I. 1 ELMAS, Bekir 1 GOCER, Ismet 1 García Jiménez, María Camila 1 Hazarika, Bhabesh 1 Liu, Yaobin 1 MAKU, Olukayode E. 1 Magnani, Natalia 1 Maku, Olukayode E. 1 Nayak, Dinesh Kumar 1 RAULT, Christophe 1 Rao, B. Bhaskara 1 Rault, Ch. 1 Sarantis, Nicholas 1 Singh, Rup 1 Sjö, Bo 1 Vaona, Andrea 1 Zhang, Jianhua 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 William Davidson Institute, University of Michigan 3 CESifo 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Dipartimento di Scienze Economiche, Facoltà di Economia 1 HAL 1 Institute for the Study of Labor (IZA) 1 Nationalekonomiska institutionen, Handelshögskolan 1 Royal Economic Society - RES 1
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Published in...
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MPRA Paper 4 William Davidson Institute Working Papers Series 3 CESifo Working Paper 2 CESifo Working Paper Series 2 IZA Discussion Papers 2 Applied Econometrics and International Development 1 DIW Discussion Papers 1 Discussion Papers of DIW Berlin 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Energies 1 International Journal of Business and Economic Sciences Applied Research (IJBESAR) 1 International journal of business and economic sciences applied research : IJBESAR 1 Journal of BRSA Banking and Financial Markets 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Post-Print / HAL 1 Reihe Ökonomie / Economics Series 1 Revue d’économie du développement 1 Royal Economic Society Annual Conference 2003 1 Vniversitas económica : documento de trabajo en economía 1 Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 1 Working Papers in Economics 1 Working papers / National Institute of Public Finance and Policy 1
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Source
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RePEc 20 EconStor 7 ECONIS (ZBW) 4 BASE 3
Showing 1 - 10 of 34
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Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques
Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-19
The log-linearized present value model (PVM) has been widely used in corporate finance to understand the long-run relationship between share price and dividends using panel data. However, the application of recently established panel econometric approaches that account for slope heterogeneity...
Persistent link: https://www.econbiz.de/10014332685
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Cover Image
Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques
Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-19
The log-linearized present value model (PVM) has been widely used in corporate finance to understand the long-run relationship between share price and dividends using panel data. However, the application of recently established panel econometric approaches that account for slope heterogeneity...
Persistent link: https://www.econbiz.de/10013470997
Saved in:
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Fiscal illusion and Wagner's law : evidence from Indian subnational finances
Hazarika, Bhabesh; Nayak, Dinesh Kumar - 2022
Persistent link: https://www.econbiz.de/10013206833
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El efecto de la estructura de mercado en las tasas de interés activas en la industria bancaria colombiana : un análisis de panel no estacionario
García Jiménez, María Camila - 2017
Persistent link: https://www.econbiz.de/10011914721
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The effects of foreign direct investments and economic growth on employment and female employment: A time series analysis with structural breaks for Turkey
Umit, A. Oznur; Alkan, H. Isil - In: International Journal of Business and Economic Sciences … 9 (2016) 3, pp. 43-49
Purpose - The purpose of this paper is to examine the effects of foreign direct investments and economic growth on employment and female employment in Turkey with quarterly data for 2000:Q1-2013:Q4 terms. Design/ Methodology/Approach - The data were obtained from Electronic Data Delivery System...
Persistent link: https://www.econbiz.de/10011932779
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The effects of foreign direct investments and economic growth on employment and female employment : a time series analysis with structural breaks for Turkey
Umit, A. Oznur; Alkan, H. Isil - In: International journal of business and economic sciences … 9 (2016) 3, pp. 43-49
Purpose - The purpose of this paper is to examine the effects of foreign direct investments and economic growth on employment and female employment in Turkey with quarterly data for 2000:Q1-2013:Q4 terms. Design/ Methodology/Approach - The data were obtained from Electronic Data Delivery System...
Persistent link: https://www.econbiz.de/10011593592
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Energy Production and Regional Economic Growth in China: A More Comprehensive Analysis Using a Panel Model
Liu, Yaobin - In: Energies 6 (2013) 3, pp. 1409-1420
China has witnessed a fast economic growth in the recent two decades. However, the heavy energy exploitation seems to show a negative relation to regional economic growth. Thus, the issue is whether the energy production is a curse or blessing for the regional economic growth in China. The...
Persistent link: https://www.econbiz.de/10011031097
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The Effects of Real Exchange Rate Changes on Turkey's Foreign Trade Performance within the Framework of the Extended Marshall-Lerner Condition: Time Series Analysis with Multiple Structural Breaks
GOCER, Ismet; ELMAS, Bekir - In: Journal of BRSA Banking and Financial Markets 7 (2013) 1, pp. 137-157
The purpose of this study is to analyze the relationship between real exchange rate and the balance of external trade of Turkey by using the intermediate goods, capital goods, consumption goods and total external trade data, within the extended Marshall-Lerner Condition framework, for...
Persistent link: https://www.econbiz.de/10010700717
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Regional spillover effects of renewable energy generation in Italy
Magnani, Natalia; Vaona, Andrea - Dipartimento di Scienze Economiche, Facoltà di Economia - 2011
regional level in Italy. We do so by adopting panel data unit-root and cointegration tests as well as Granger non …
Persistent link: https://www.econbiz.de/10009274556
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Determinants of stock market performance in Nigeria: long-run analysis
MAKU, Olukayode E.; ATANDA, Akinwande Abdulmaliq - Volkswirtschaftliche Fakultät, … - 2010
This study examines critically the long-run macroeconomic determinants of stock market performance in Nigeria between 1984 and 2007. The properties of the time series variables are examined using the Augmented Dickey-Fuller (ADF) unit root test and most of the incorporated variables in the study...
Persistent link: https://www.econbiz.de/10011111497
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