Search Results - subject_exact:"Kointegration"

Assessing the dynamic linkages between external debt, energy consumption, inflation, and oil prices in Kazakhstan : an Autoregressive Distributed Lag Analysis

Omirtay, Kamshat Altaikyzy; Agabekova, Sholpan Nurtazaevna - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616816

The relationship between financial development and renewable energy consumption in the European Union-27 countries

Saimagambetova, Gaukhar; Abubakirova, Aktolkin; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616818

The dynamics of FDI inflows, economic growth, trade openness and CO₂ emissions in India : an ARDL approach with structural breaks

Manickam, Tamilselvan; Vijayakumar, N. C.; Kumar, G. Sathis - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616869

Dynamic causality between CO₂ emissions, urbanization and economic growth in India and South Africa

Singh, Gopal Ji; Singh, Pawan Kumar; Kumar, Rakesh; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616905

What drives emissions intensity in Azerbaijan's light industry? : evidence from ARDL with structural breaks

Güläliyev, Mayis; Aliyev, Shafa; Musayeva, Jamila; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616942

Quantifying greenhouse gas emissions through financial market's development in Tunisia : empirical evidence from novel dynamic ARDL techniques

Karaca, Ali; Bin Salman, Abdulrahman Khalid; Oueslati, Tarek - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616951

Energy consumption and economic growth in Kazakhstan : a causality analysis using time series methods

Mutaliyeva, Aigul; Kazanbayeva, Zhanar; Balabekova, Dina; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617011

Studying the relationship between CO₂ emissions and renewable energy : a threshold ARDL and NARDL panel econometric analysis

Sallam, Mohamed A. M.; Sadraoui, Tarek - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617028

The impact of energy consumption and industrial value added on economic growth in Central China : dynamic panel ARDL analysis

Liu, Simiao; Lee, Chin; Bala, Umar - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617167

Indonesia's Greenhouse gas puzzle : VECM unravels impact

Primayesa, Elvina; Prajanti, Sucihatiningsih Dian Wisika; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617358

Urbanization, economic activity, and electricity consumption in Jordan : evidence from the ARDL approach

Alawneh, Ateyah - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617379

Household consumption in Colombia: a nonlinear cointegrating approach

Arango Thomas, Luis Eduardo; Flórez, Luz A.; Posada, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617560

Carbon emissions and economic drivers in Kalimantan : new evidence from ARDL bounds testing

Puah, Chin-Hong; Jong, Meng-Chang; Roslinda, Emi - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618779

Environmental taxes and food exports : assessing trade and sustainability dynamics in OECD countries

Gafsi, Nesrine; Bakari, Sayef - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618832

The impact of population aging on the household saving rate : the case of Japan

Horioka, Charles - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015561467

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The impact of population aging on the household saving rate : the case of Japan

Horioka, Charles - 2026

Book / Working Paper

The impact of population aging on the household saving rate : the case of Japan

Horioka, Charles - 2026

Book / Working Paper

Macroeconomic determinants of unemployment in Kazakhstan : an ARDL approach

Kakizhanova, Tolkyn; Kabylkairatkyzy, Ryszhan; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614116

Time-varying price discovery

Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina - 2026 - This version: July 11, 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615673

Identifying common trend determinants in panel data

Lee, Yoonseok; Phillips, Peter C. B.; Song, Suyong; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615675

An unholy alliance : the relationship between organized crime and corruption in Italy

Chiariello, Valentina; Dincer, Oguzhan - 2026

We investigate the long-run relationship between organized crime and corruption using data from 20 Italian regions over 30 years. As Rose-Ackerman and Palifka (2018) argue, corruption and organized crime often go together. Our study contributes to the literature in several ways in terms of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015596747

Between theory and reality : growth analysis of Italy in the post-Keynesian framework

Arena, Federica - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604696

Mean group and pooled mixed-frequency estimators of responses of low-frequency variables to high-frequency shocks

Chudik, Alexander; Kilian, Lutz - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015606678

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Mean group and pooled mixed-frequency estimators of responses of low-frequency variables to high-frequency shocks

Chudik, Alexander; Kilian, Lutz - 2026

Book / Working Paper

VECM modeling of the determinants of decarbonization in Tunisia : the role of innovation and renewable energies

Amiri, Kaouther; Arfaoui, Lamia; Mannai, Sonia; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620258

Modeling stock yield reaction to environmental changes : does geopolitical risk matter? : a VECM framework in China

Elain, Mohammad I.; AlSabah, Mariam; Al Saber, Ahmad; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620770

Oil price fluctuations and their impact on macroeconomic variables : the case of South Africa

Ngobeni, Mkateko; Dagume, Mbulaheni Albert - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620784

Dynamic price transmission from SHFE to Thai rubber markets : a cointegration-ECM and machine-learning analysis

Pinitjitsamut, Montchai - 2026

This study examines the dynamic transmission of international rubber prices along the SHFE-FOB Bangkok-local farm-gate chain in Thailand using weekly data and an integrated econometric-machine-learning framework. Engle-Granger cointegration tests reveal a stable long-run equilibrium in which...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625826

Structural conditions for financial literacy diffusion in Morocco : an ARDL approach

Lahjouji, Hamida; Haddadi, Mariam El - 2026

In a worldwide context marked by increasing attention to financial literacy as a factor of financial inclusion, Morocco take part of this dynamic, seeking to improve the financial skills of its population. This article does not measure financial literacy directly but aims to explore the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625885

Nonlinear dynamics of AI investment and economic growth in Germany : evidence from a NARDL approach

Athari, Seyed Alireza; Sassine, Mario Edmond; Tieku … - 2026

This study aims to examine the impacts of AI investment on economic growth, while controlling for labor force participation and gross fixed capital formation in Germany. The analysis is based on data collected on the state of economic development in Germany from the first quarter of 2012 to the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626027

Long-run linkages and parameter instability in the gold–silver relationship, 2010-2025

Caporale, Guglielmo Maria; Palomares, Antonio Fons; … - 2026

This paper examines long-run linkages and possible instabilities in the gold–silver price relationship using daily futures prices over the period from 4 January 2010 to 28 November 2025. The empirical analysis includes unit-root and cointegration tests as well as endogenous structural break...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626655

Long-run transition vs. short-run adjustment : modeling Slovakia's macroprudential policy path

Kupkovič, Patrik - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015627250

Stock market development and economic growth nexus : evidence from the fragile five countries

Helhel, Yeşim - 2026

In emerging markets, stock markets play a crucial role in supporting long-term growth. This study explores the causal relationship between stock market development and economic growth in the Fragile Five countries-Brazil, India, Indonesia, South Africa, and Turkey-covering the period from 2001...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628387

Impact of demographic and macroeconomic variables on gross saving : evidence from Jordan

Alzoubi, Omar Mohammad; Saqfalhait, Nahil Ismail - 2026

This study analyzes the determinants of gross saving in Jordan over the period 1991-2023, with particular attention paid to the role of macroeconomic and demographic factors in shaping saving behavior. The empirical analysis employs the Autoregressive Distributed Lag (ARDL) bounds testing...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628420

The determinants of tax revenue in Cambodia : an ARDL approach to cointegration

Eng, Ratana; Lim, Siphat - 2026

The objective of this research is to analyze the impact of consumer price index, exchange rate, broad money supply, and export on tax revenue in Cambodia. The short-run effects from the ARDL cointegration model suggest that inflation negatively influences tax revenue. Changes in the exchange...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628597

Short-run and long-run determinants of bilateral trade between Saudi Arabia and Jordan : an ARDL approach

Alkofahi, Kolthoom - 2026

This study examines the short-run dynamics and long-run determinants of bilateral trade between Saudi Arabia (KSA) and Jordan during the period of 1995-2024 using the autoregressive distributed lag (ARDL) bounds testing approach. Employing a country-pair time series framework, the analysis...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628703

Nexus between Baltic Dry Index and oil price : new evidence from linear and nonlinear ARDL approaches

Nguyen, Tien-Thinh; Vo, Tram Thi Hoai; Bui, Ngochien; … - 2026

Given the context of the COVID-19 pandemic disrupting global logistics, coupled with the Russia-Ukraine war causing global energy price changes, examining both the linear and nonlinear associations between shipping cost and oil price is crucial in a global context. This study empirically...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628721

Short and long-run effects of inter-governmental redistribution of property tax on housing supply

Dai, Xieer; Felsenstein, Daniel - 2026

This paper investigates the short and long-run effects of the inter-governmental redistribution of property tax on housing supply. For the short-run analysis, we leverage a property tax policy reform as an exogenous shock and use propensity score matching DID to establish the causal linkage...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639030

Persistence and long-run linkages between US stock market prices and bond yields

Salazar, Juan Diego Cafferata; Caporale, Guglielmo Maria; … - 2026

This paper uses fractional integration and cointegration methods to examine the persistence and long-run relationship between the S&P 500 index and the nominal yield to maturity of 10-year US Treasury bonds (GS10) over the period from January 1954 to December 2024. The results indicate that both...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639090

Volatility modelling : what drives CEE currency option prices?

Mielus, Piotr - 2026

This paper investigates the drivers of foreign exchange implied volatility in Central and Eastern European (CEE) countries. Currencies in non-euro EU countries are particularly sensitive to changes in market sentiment. Risk aversion significantly impacts the implied volatility surface for FX...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639172

I(2) cointegration in macroeconometric modelling : tourism price and inflation dynamics

Gričar, Sergej; Bojnec, Štefan; Kivedal, Bjørnar Karlsen - 2026

This study enhances macroeconometric modelling by utilising an I(2) cointegration framework to analyse the dynamic link between tourism prices and inflation in Slovenia and the Eurozone. Using monthly data from 2000 to 2017, we estimate cointegrated VAR models that capture long-run equilibria,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640468

When cointegration misleads : regional evidence on the determinants of housing prices in China

Gao, Liping; Gueye, Ghislain Nono; Kim, Hyeongwoo; Son, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641821

Cost pass-through, price competition, and market power in brick-and-mortar pharmacies : evidence from Germany

Gail, Maximilian M. - 2026

In the German pharmacy market, strictly regulated prescription (Rx) drug prices coexist with free pricing for over-the-counter (OTC) drugs. This paper investigates the extent of market power in the non-prescription segment (OTC drugs and non-pharmaceuticals) and explores the role of Rx drugs in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643184

A rotated dynamic factor model for the yield curve : squeezing out information when it matters

Casoli, Chiara; Lucchetti, Riccardo - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643302

Quality adjustment in industry deflators strengthens estimated innovation-productivity relationships

Atalay, Enghin; Hortaçsu, Ali; Kimmel, Nicole; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650576

Debt service as an intertemporal constraint: ARDL evidence on debt overhang in Egypt

El-Khishin, Sarah; Mohamed, Arwa - 2026

This paper examines the impact of public debt servicing on private investment in Egypt within the debt overhang hypothesis. While existing research largely focuses on the debt-growth relationship, limited attention has been given to how debt servicing burdens affect private capital formation....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633178

Symmetric and asymmetric J-curve effects of the real exchange rate on the manufacturing trade balance between Türkiye and Germany

Hekim, Derya - 2026

This study investigates whether fluctuations in the real exchange rate give rise to symmetric or asymmetric J-curve effects in manufacturing trade between Türkiye and Germany, thereby positioning the analysis within and contributing to the broader scholarly discourse on exchange rate-trade...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633279

The missing link between inflation and macroeconomic fundamentals : evidence from Türkiye

Buyun, Burak; Fidan, İlayda İsabetli - 2026

This study investigates the structural relationship between inflation and key macroeconomic fundamentals in Türkiye, an emerging economy characterized by persistently high and divergent inflation dynamics. Using monthly data for the 2011-2024 period, we apply the Kapetanios, Shin, and Snell...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633819

Transportation infrastructure, ICT trade, foreign direct investment and economic growth in Saudi Arabia : evidence from ARDL and threshold regression models

Hamdi, Besma; Louhichi, Awatef; Gammoudi, Olfa; Aloui, Mouna - 2026

A strong transportation infrastructure is critical in advancing ICT trade by facilitating the efficient movement of goods and services. This efficiency enhances supply chains and attracts greater foreign direct investment, ultimately supporting technological development and boosting the economy....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633834

Frequency-specific coupling in cenozoic climate variability

Barrio Castro, Tomás del; Escribano, Álvaro; Özer, Yeliz - 2026

Long paleoclimate time series combine strong persistence, multiple orbital-scale periodicities, and structural changes across climate states. These features complicate the statistical analysis of deep-time proxy records, since common spectral peaks do not necessarily imply stable relationships...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015666842

Nexus of access to electricity and financial development in namibia : application of fourier cointegration and frequency domain causality

Mosikari, Teboho Jeremiah - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015665437

Detecting sparse cointegration

Gonzalo, Jesús; Pitarakis, Jean-Yves - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015665003

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Detecting sparse cointegration

Gonzalo, Jesús; Pitarakis, Jean-Yves - 2024

Book / Working Paper

Can Serbia reconcile economic growth with sustainability in a policy space shaped by contrasting regional norms?

Oprea, Simona Vasilica; Bâra, Adela - 2026

Our research investigates the dynamic relationship between economic growth and environmental sustainability in Serbia, a country situated at the intersection of Western environmental standards and Eastern development models. Specifically, it examines whether economic growth, as measured by GDP...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015667905