نتایج جستجو برای: panel cointegration
تعداد نتایج: 87578 فیلتر نتایج به سال:
The banking sector plays a crucial role in the economic growth of nation. purpose this study is to examine long-term association between banks’ performance and developing economy: India. used panel data 20 public banks for period 2009 2019. It applied Pedroni Kao test co-integration, vector error correction model (VECM) dynamic, fully-modified ordinary least squires OLS (FMOLS), dynamic (DOLS) ...
This paper examines whether or not immigration has a positive influence on the duration of unemployment, in a macroeconomic perspective. We analyse also whether the degree of labor market integration can influence migration. The integration of immigrants into the labor market is a recurrence theme in the work on the economic consequences of immigration. However, to our knowledge, no researchers...
BACKGROUND Skilled labor force is very important in economic growth. Workers become skilled when they are healthy and able to be educated and work. In this study, we estimated the effects of health indicators on labor supply. We used labor force participation rate as the indicator of labor supply. We categorized this indicator into 2 indicators of female and male labor force participation rates...
The paper examines the copper consumption-economic growth nexus for 16 rich economies from the period 1966 to 2010. Various generations of panel unit root and cointegration tests are applied. Both series are found to be integrated of order one. Evidence of cointegration is found especially when controlling for breaks and long-run cross-sectional dependence. Causality is investigated using a vec...
This paper examines the causal relationships between carbon dioxide emissions, energy consumption and real economic output using panel cointegration and panel vector error correction modeling techniques based on the panel data for 28 provinces in China over the period 1995–2007. Our empirical results show that CO2 emissions, energy consumption and economic growth have appeared to be cointegrate...
This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a transformed likelihood function is proposed and shown to be consistent and asymptotically normally distributed irrespective of the unit root and cointegr...
This paper examines types of cointegration for bivariate seasonal time series, namely seasonal cointegration, periodic cointegration and nonperiodic cointegration. The admissable form(s) for any cointegration is shown to depend crucially on the univariate unit root properties of the series. When both processes are (conventionally) integrated, only nonperiodic cointegration is possible. Periodic...
The goal of this research is to consider the influences foreign direct investment and banking sector depth on economic growth, by analysing these factors in six Central Eastern European countries (Bulgaria, Croatia, Czech Republic, Hungary, Poland, Romania) period between 2000 2018. Cointegration among variables was confirmed using Westerlund panel cointegration test. outcomes autoregressive di...
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