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A semiparametric assessment of export-led growth in the Philippines

Amrinto, Lorna E.; Zapata, Hector O. - In: The Philippine review of economics : a joint … 43 (2006) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10003652917

Revisiting the interest rate-investment nexus in India : fresh perspective from non-parametric analysis

Bindra, Riya; Pandey, Amrendra; Misra, Pooja; … - In: Journal of economic studies 52 (2025) 3, pp. 518-531

Persistent link: https://www.econbiz.de/10015396401

Redefining the nexus of military spending among Southeast Mediterranean countries in the presence of nonlinearities

Palaios, Panagiotis; Papapetrou, Evangelia - In: Defence and peace economics 35 (2024) 7, pp. 865-882

Persistent link: https://www.econbiz.de/10015182013

Nonlinearity in ASEAN-5 export-led growth model : empirical evidence from nonparametric approach

Lim, Shiok Ye; Ho, Chong Mun - In: Economic modelling 32 (2013), pp. 136-145

Persistent link: https://www.econbiz.de/10009760682

The nonlinear dynamic relationship between stock prices and exchange rates in Asian countries

Sakemoto, Ryuta - In: International journal of financial research 8 (2017) 2, pp. 40-50

Persistent link: https://www.econbiz.de/10011779388

Semiparametric Innovation-Based Tests of Orthogonality and Causality between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions

Bouhaddioui, Chafik - 2011

We propose a semi-parametric approach for testing orthogonality and causality between two infinite-order co-integrated vector auto-regressive IVAR(1) series. The procedures considered can be viewed as extensions of classical methods proposed by Haugh (1976, JASA) and Hong (1996, Biometrika) for...

Persistent link: https://www.econbiz.de/10013128858

Dynamic Relationship between CSI 300 Futures and Shanghai Composite Index : Analysis of Cointegration, Parametric and Nonparametric Granger Causality

Siyu, Peng - 2014

market exhibit a long-run equilibrium by applying Jonhenson Cointegration test, suggesting that at least one of the markets …

Persistent link: https://www.econbiz.de/10013044004

Semiparametric independence tests between two infinite-order cointegrated series

Bouhaddioui, Chafik; Dufour, Jean-Marie; Takano, Masaya - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 263-294). 2023

Persistent link: https://www.econbiz.de/10014313737

Functional cointegration : definition and nonparametric estimation

Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 507-520

Persistent link: https://www.econbiz.de/10010461196

How applicable is export-led growth and import-led growth hypotheses to South African economy : the VECM and causality approach

Moroke, Ntebogang Dinah; Manoto, Molebogeng - In: Journal of governance and regulation : international … 4 (2015) 2, pp. 15-25

Persistent link: https://www.econbiz.de/10011609192