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The outcomes disclosed strong evidence of cointegration as F-statistics (overall and independent variables) and t-statistics of the dependent variables were significant. The long-run analysis revealed that EPU poses a threat to environmental sustainability by augmenting emissions levels. Surprisingly, ...
Short-run changes in EPU should have a Aggregate economic policy uncertainty in the long-run Using the broad-based EPU measures of BBD, the upper panel of Table 2 reports cointegration tests on the long-term links between economic policy uncertainty and the proxies for economic misery and media...
An investigation using threshold cointegration and error correction, Applied Financial Economics, forthcoming - Paradiso - 2012 () Citation Context ...hen it appreciates. In general, when house prices are rising and mortgage rates are low, homeowners have an incentive to withdraw housing equity (see...
In 2007, Indermit Gill and Homi Kharas (2007), two World Bank economists, published a report titled An East Asian Renaissance: Ideas for Economic Growth, which suggested that East Asia would soon develop into a middle-income region and proposed the conce
On the other hand, if there is cointegration such that ut ∼ I(0) , Eq. (1) will define a long-run relationship between child labour and the considered covariates and we can estimate the models by FM-OLS, CCR or DOLS to obtain reli- able estimates and test statistics for ...
There is a common perception that the prices of unrelated commodities move together. This paper re-examines this notion, using a measure of comovement of e... CJ Mcdermott,A Scott,P Cashin - 《Imf Working Papers》 被引量: 206发表: 1999年 METALS PRICES, EFFICIENCY AND COINTEGRATION: SOME ...
Suppose you have the following information about two random variables X and Ys d X 20 s d Y 30 C o v X Y 200 What is the correlation coefficient for X and Y Explain what the term correlation means as used in statistics. How do we ca...
Journal of Business & Economic Statistics 26 (4): 546–554. Article Google Scholar Clements, M.P., and D.F. Hendry. 1994. Towards a Theory of Economic Forecasting. In Non-stationary Time-series Analysis and Cointegration, ed. C. Hargreaves, 9–52. Oxford University Press. Chapter Google...
An explanation for the use of SWIID is its sample coverage which is highly linked to the others. For instance, the Eurostat, through its mission, only provides statistics in Europe. LIS is another example as it only considers 50 countries around the world. Similarly, the OECD Income ...