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Advanced Search Results For "COINTEGRATION"

1 - 10 of 11,903 results for
 "COINTEGRATION"
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Research on Small Sample Nonlinear Cointegration Test and Modeling Based on the LS-SVM Optimized by PSO.

Publication Type:Academic Journal

Source(s):Complexity. 8/26/2022, p1-11. 11p.

Abstract:According to the definition of nonlinear cointegration, this article studies the small sample nonlinear cointegration test and NECM (Nonlinear Error Correction Model) based on the LS-SVM (Least Squares Support Vector Machine) optimized by PSO (Particle...

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CO2 EMİSYONU VE TİCARİ AÇIKLIK ARASINDAKİ İLİŞKİ: ASYA PASİFİK ÜLKELERİ ÖRNEĞ&İ.

Publication Type:Academic Journal

Source(s):Electronic Journal of Social Sciences. Jul2022, Vol. 21 Issue 83, p1109-1130. 22p.

Abstract:Dünya genelinde ülkelerin ticaret hacmindeki artıĢlar çevre sorunlarını ön plana çıkarmaktadır. Bu çalıĢmada Çin, Endonezya, Malezya ve Tayland'ın ticari açıklık ile CO2 emisyonu değiĢkenleri arasındaki uzun dönemli iliĢki 1960-2016 dönemi dikkate alın...

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What Do International Reserves Mean for Turkey’s Economic Growth in the Long-run?

Publication Type:Academic Journal

Source(s):Ekonomik Yaklasim. 2022, Vol. 33 Issue 124, p275-294. 20p.

Abstract:Teorik değerlendirmeler, rezervlerin ekonomik büyüme üzerindeki net etkisi konusunda ikna edici bir yanıt vermemektedir; nitekim bu etki pozitif ya da negatif yönde ortaya çıkabilir. Benzer şekilde, ampirik literatür de bahsi geçen iki değişken arasınd...

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A Panel Data Analysis into the Impact of Regulations and Supervision on the African Banking Profitability and Risk Profile.

Publication Type:Academic Journal

Source(s):Economics & Business Quarterly Reviews. Jun2022, Vol. 5 Issue 2, p16-30. 15p.

Abstract:This paper investigated the effect of banking regulations and supervision on the profitability and risk profile of banks in selected African countries over the period 2009 to 2019. The study focused on 33 banks operating across 9 African countries, nam...

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ANALYSIS OF THE IMPACT OF FOREIGN INVESTORS ON ISTANBUL STOCK EXCHANGE WITH MAKI STRUCTURAL BREAK COINTEGRATION TEST.

Publication Type:Academic Journal

Source(s):Sakarya Journal of Economics / Sakarya Iktisat Dergisi. Sep2022, Vol. 11 Issue 3, p320-328. 9p.

Abstract:Yabancı yatırımlar, özellikle finansman ihtiyacı yüksek olan gelişmekte olan ülkeler için büyük önem taşımaktadır. Gelişmekte olan ülkelerin makroekonomik göstergeleri, kendileri için sermaye akımı fırsatı olarak görülen yabancı portföy yatırımlarından...

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Environmental, social and governance, corporate social responsibility, and stock returns: What are the short‐ and long‐Run relationships?

Publication Type:Academic Journal

Source(s):Corporate Social Responsibility & Environmental Management. Sep2022, Vol. 29 Issue 5, p1884-1895. 12p. 7 Charts, 2 Graphs.

Abstract:What are the relationships between corporate environmental, social, and governance (ESG), corporate social responsibility (CSR), and stock returns? Existing research has affirmed the impact of ESG or CSR on stock returns, but the discussion on the coin...

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ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R.

Publication Type:Academic Journal

Source(s):Journal of Applied Econometrics. Aug2022, Vol. 37 Issue 5, p1079-1090. 12p.

Abstract:Summary: This paper replicates the UK earnings equation using the autoregressive distributed lag (ARDL) modeling approach and the bounds test for cointegration by Pesaran et al. (Journal of Applied Econometrics, 2001, 16(3), 289–326). The findings from...

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Pairs trading under delayed cointegration.

Publication Type:Academic Journal

Source(s):Quantitative Finance. Sep2022, Vol. 22 Issue 9, p1627-1648. 22p.

Abstract:Continuous-time pairs trading rules are often developed based on the diffusion limit of the first-order vector autoregressive (VAR(1)) cointegration models. Empirical identification of cointegration effects is generally made according to discrete-time ...

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Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR.

Publication Type:Academic Journal

Source(s):Economic Change & Restructuring. Aug2022, Vol. 55 Issue 3, p1973-2010. 38p.

Abstract:Presidential approval in Peru depends on economic outcomes. However, voters are unable to distinguish between outcomes resulting from economic policies and those caused by exogenous external factors. Estimation results from seven Fractional Cointegrate...

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Nonlinear Cointegration and Asymmetric Adjustment in Purchasing Power Parity of the USA, Germany, and Pakistan.

Publication Type:Academic Journal

Source(s):Complexity. 12/21/2021, Vol. 2021, p1-7. 7p.

Abstract:The current study explores nonlinear cointegration as well as asymmetric adjustment to investigate the long-run purchasing power parity in three major trading partners of Pakistan. The ESTAR and LSTAR models were used to investigate the behavior of the...

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