16
H index
22
i10 index
1064
Citations
Universiteit van Amsterdam (53% share) | 16 H index 22 i10 index 1064 Citations RESEARCH PRODUCTION: 38 Articles 40 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with H. Peter Boswijk. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 14 |
Oxford Bulletin of Economics and Statistics | 3 |
Economics Letters | 3 |
Econometric Theory | 2 |
Journal of Business & Economic Statistics | 2 |
Econometric Reviews | 2 |
Year | Title of citing document | |
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2020 | Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/010. Full description at Econpapers || Download paper | |
2020 | Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus ; Nathaniel, Solomon P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/013. Full description at Econpapers || Download paper | |
2020 | Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/010. Full description at Econpapers || Download paper | |
2020 | Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013. Full description at Econpapers || Download paper | |
2021 | Female Labour Force Participation in Saudi Arabia and its Determinants. (2021). Agboola, Mary Oluwatoyin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310288. Full description at Econpapers || Download paper | |
2021 | Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: Papers. RePEc:arx:papers:1610.00332. Full description at Econpapers || Download paper | |
2021 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2020 | Spectral Targeting Estimation of $\lambda$-GARCH models. (2020). Hetland, Simon. In: Papers. RePEc:arx:papers:2007.02588. Full description at Econpapers || Download paper | |
2021 | Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894. Full description at Econpapers || Download paper | |
2021 | Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486. Full description at Econpapers || Download paper | |
2022 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532. Full description at Econpapers || Download paper | |
2022 | Bootstrap Cointegration Tests in ARDL Models. (2022). Zoia, Maria Grazia ; Vacca, Gianmarco ; Bertelli, Stefano. In: Papers. RePEc:arx:papers:2204.04939. Full description at Econpapers || Download paper | |
2020 | Testing the nexus between renewable energy consumption and environmental quality in Nigeria: The role of broadâ€based financial development. (2020). Dabwor, Dalis T ; Goshit, Gideon G ; Iorember, Paul Terhemba. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:2:p:163-175. Full description at Econpapers || Download paper | |
2021 | Breaking the carbon curse: The role of financial development in facilitating low?carbon and sustainable development in Algeria. (2021). EFFIONG, EKPENO ; Okere, Ikechukwu Kingsley ; Okpoto, Sunday Ituma ; Nwani, Chinazaekpere. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:300-315. Full description at Econpapers || Download paper | |
2022 | Consumption?based carbon emissions, renewable energy consumption, financial development and economic growth in Chile. (2022). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Gungor, Hasan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1123-1137. Full description at Econpapers || Download paper | |
2022 | Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29. Full description at Econpapers || Download paper | |
2020 | Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281. Full description at Econpapers || Download paper | |
2020 | DOES EXCHANGE RATE HAVE ASYMMETRIC IMPACT ON TRADE BALANCE? FRESH INSIGHTS FROM COMBINED COINTEGRATION. (2020). Nathaniel, Solomon Prince. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:259-269. Full description at Econpapers || Download paper | |
2022 | Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1. Full description at Econpapers || Download paper | |
2022 | Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data. (2022). Wang, H ; Linton, O ; Bu, R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2218. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | The Nonlinear Effects of Oil Rent Dependence on Malaysian Manufacturing: Implications from Structural Change using a Markov-Regime Switching Model. (2021). Badeeb, Ramez ; Philip, Abey P ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:21/11. Full description at Econpapers || Download paper | |
2021 | Modelling the Impact of Energy Consumption, Natural Resources, and Urbanization on Ecological Footprint in South Africa: Assessing the Moderating Role of Human Capital. (2021). Bekun, Festus ; Faizulayev, Alimshan ; Nathaniel, Solomon Prince. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-16. Full description at Econpapers || Download paper | |
2021 | Does Energy Consumption Impact The Environment? Evidence from Australia Using the JJ Bayer-Hanck Cointegration Technique and the Autoregressive Distributed Lag Test. (2021). Khanal, Avishek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-23. Full description at Econpapers || Download paper | |
2021 | The Role of ICT and Energy Consumption on Carbon Emissions: An Australian Evidence Using Cointegration Test and ARDL Long-run and Short-run Methodology. (2021). Khanal, Avishek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-50. Full description at Econpapers || Download paper | |
2020 | Does the “uptick rule†stabilize the stock market? Insights from adaptive rational equilibrium dynamics. (2020). Radi, Davide ; Dercole, Fabio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303625. Full description at Econpapers || Download paper | |
2020 | Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885. Full description at Econpapers || Download paper | |
2021 | Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385. Full description at Econpapers || Download paper | |
2021 | A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749. Full description at Econpapers || Download paper | |
2021 | Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664. Full description at Econpapers || Download paper | |
2020 | Normalising cointegrating relationships subject to long-run exclusion. (2020). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301269. Full description at Econpapers || Download paper | |
2020 | Adaptive estimation of AR? models with time-varying variances. (2020). Wu, Jilin ; Zhang, Erhua. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304018. Full description at Econpapers || Download paper | |
2020 | Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:295-325. Full description at Econpapers || Download paper | |
2021 | An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276. Full description at Econpapers || Download paper | |
2021 | Nonparametric estimation of jump diffusion models. (2021). Wang, Bin ; Park, Joon Y. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:688-715. Full description at Econpapers || Download paper | |
2021 | Bootstrapping non-stationary stochastic volatility. (2021). Rahbek, Anders ; Cavaliere, Giuseppe ; Georgiev, Iliyan ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:161-180. Full description at Econpapers || Download paper | |
2022 | Occupation density estimation for noisy high-frequency data. (2022). Bollerslev, Tim ; Li, Jia ; Zhang, Congshan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:189-211. Full description at Econpapers || Download paper | |
2022 | Testing for episodic predictability in stock returns. (2022). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:85-113. Full description at Econpapers || Download paper | |
2021 | Bootstrap seasonal unit root test under periodic variation. (2021). Politis, Dimitris N ; Zou, Nan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:1-21. Full description at Econpapers || Download paper | |
2021 | Household Lifetime Strategies under a Self-Contagious Market. (2021). Jin, Zhuo ; Liu, Guo. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:935-952. Full description at Econpapers || Download paper | |
2021 | Cointegration of electricity consumption and GDP in the presence of smooth structural changes. (2021). Arčabić, Vladimir ; Imurina, Jurica ; Sonora, Robert J ; Gelo, Tomislav ; Arabi, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001018. Full description at Econpapers || Download paper | |
2021 | Gas flaring, ineffective utilization of energy resource and associated economic impact in Nigeria: Evidence from ARDL and Bayer-Hanck cointegration techniques. (2021). Adeleye, Bosede N ; Okoro, Emmanuel E ; Maxwell, Omeje ; Okoye, Lawrence U. In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001294. Full description at Econpapers || Download paper | |
2021 | Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491. Full description at Econpapers || Download paper | |
2020 | Bitcoin: Speculative asset or innovative technology?. (2020). Lee, Adrian ; Zheng, Huanhuan ; Li, Mengling . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300937. Full description at Econpapers || Download paper | |
2021 | 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337. Full description at Econpapers || Download paper | |
2021 | A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042. Full description at Econpapers || Download paper | |
2020 | Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265. Full description at Econpapers || Download paper | |
2020 | Confidence and decision-making in experimental asset markets. (2020). Roulund, Rasmus Pank ; Aragon, Nicolas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:688-718. Full description at Econpapers || Download paper | |
2021 | Heterogeneous expectations, housing bubbles and tax policy. (2021). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:555-573. Full description at Econpapers || Download paper | |
2021 | Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769. Full description at Econpapers || Download paper | |
2021 | Sentiment: The bridge between financial markets and macroeconomy. (2021). Chen, Zhenxi ; Lin, Yaheng ; Lien, Donald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1177-1190. Full description at Econpapers || Download paper | |
2021 | Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.. (2021). Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:626-673. Full description at Econpapers || Download paper | |
2021 | Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:117-136. Full description at Econpapers || Download paper | |
2020 | Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data. (2020). Kurita, Takamitsu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19300910. Full description at Econpapers || Download paper | |
2020 | Natural resources rents nexus with financial development in the presence of globalization: Is the “resource curse†exist or myth?. (2020). Zhang, Weike ; Bibi, Ayesha ; Kirikkaleli, Dervis ; Guan, Jialin. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720301033. Full description at Econpapers || Download paper | |
2020 | Are too many natural resources to blame for the shape of the Environmental Kuznets Curve in resource-based economies?. (2020). Shahbaz, Muhammad ; Lean, Hooi Hooi ; Badeeb, Ramez. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309213. Full description at Econpapers || Download paper | |
2020 | The effects of shale oil production, capital and labour on economic growth in the United States: A maximum likelihood analysis of the resource curse hypothesis. (2020). Solarin, Sakiru Adebola. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309249. Full description at Econpapers || Download paper | |
2020 | Crude oil price and private sector of Saudi Arabia: Do globalization and financial development matter? New evidence from combined cointegration test. (2020). Alotaibi, Mohammed Naif ; Abid, Mehdi. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719303770. Full description at Econpapers || Download paper | |
2021 | Asymmetries in the effect of oil rent shocks on economic growth: A sectoral analysis from the perspective of the oil curse. (2021). Szulczyk, Kenneth ; Badeeb, Ramez ; Lean, Hooi Hooi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003366. Full description at Econpapers || Download paper | |
2021 | Jumps at ultra-high frequency: Evidence from the Chinese stock market. (2021). Liu, Qiang ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305402. Full description at Econpapers || Download paper | |
2021 | Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178. Full description at Econpapers || Download paper | |
2020 | The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117. Full description at Econpapers || Download paper | |
2020 | Composite hedge and utility maximization for optimal futures hedging. (2020). Feng, Yun ; Cui, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:15-32. Full description at Econpapers || Download paper | |
2020 | Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). Zhang, Lin ; Zhao, Tiao ; Hu, Yingyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:74-89. Full description at Econpapers || Download paper | |
2020 | Edgeworth corrections for spot volatility estimator. (2020). Liu, Zhi ; He, Lidan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220301127. Full description at Econpapers || Download paper | |
2020 | Studying dynamic market size-based adoption modeling & product diffusion under stochastic environment. (2020). Singh, Ompal ; Anand, Adarsh ; Singhal, Shakshi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520311112. Full description at Econpapers || Download paper | |
2021 | How do technological innovation and fiscal decentralization affect the environment? A story of the fourth industrial revolution and sustainable growth. (2021). Ahmad, Shabbir ; Tan, Zhixiong ; Awan, Usama ; Cheng, YA. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312245. Full description at Econpapers || Download paper | |
2021 | Is technological innovation making world Greener? An evidence from changing growth story of China. (2021). Caglar, Ersin ; Akram, Rabia ; Umar, Muhammad ; Wang, Kai-Hua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:165:y:2021:i:c:s0040162520313421. Full description at Econpapers || Download paper | |
2020 | Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Uzuner, Gizem ; Ali, Hamisu S ; Nathaniel, Solomon P ; Sarkodie, Samuel A ; Bekun, Festus V. In: Working Papers. RePEc:exs:wpaper:20/010. Full description at Econpapers || Download paper | |
2020 | Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers. RePEc:exs:wpaper:20/013. Full description at Econpapers || Download paper | |
2021 | State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_10.rdf. Full description at Econpapers || Download paper | |
2022 | Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf. Full description at Econpapers || Download paper | |
2020 | Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. (2020). Bauer, Dietmar ; Li, Yuanyuan. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:38-:d:415196. Full description at Econpapers || Download paper | |
2020 | Financial Liberalisation, Political Stability, and Economic Determinants of Real Economic Growth in Kenya. (2020). Golam, Asan Ali ; Rehman, Syed Abdul ; Mardani, Abbas ; Mursitama, Tirta Nugraha ; Loganathan, Nanthakumar ; Yakubu, Zakaria. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:13:p:3426-:d:379730. Full description at Econpapers || Download paper | |
2020 | Oil Price, Energy Consumption, and CO 2 Emissions in Turkey. New Evidence from a Bootstrap ARDL Test. (2020). Samour, Ahmed ; Aga, Mehmet ; Abumunshar, Mohammed. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5588-:d:434882. Full description at Econpapers || Download paper | |
2021 | Nexus between Economic Policy Uncertainty and Renewable Energy Consumption in BRIC Nations: The Mediating Role of Foreign Direct Investment and Financial Development. (2021). Qamruzzaman, M D ; Zhang, Yongliang ; Jahan, Ishrat ; Karim, Salma. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4687-:d:607082. Full description at Econpapers || Download paper | |
2021 | Empirical Study on CO 2 Emissions, Financial Development and Economic Growth of the BRICS Countries. (2021). Wong, Wing-Keung ; Xing, Zhijie ; Wang, Mei-Chih ; Wu, Yang-Che ; Li, Fangjhy. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7341-:d:672267. Full description at Econpapers || Download paper | |
2021 | Insurance Market Development, Energy Consumption, and Turkey’s CO 2 Emissions. New Perspectives from a Bootstrap ARDL Test. (2021). Samour, Ahmed ; Danju, Danbala ; Altarhouni, Abdulsalam. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7830-:d:685397. Full description at Econpapers || Download paper | |
2021 | Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management. (2021). Yousfi, Mohamed ; Bouzgarrou, Houssam ; Dhaoui, Abderrazak. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:222-:d:554950. Full description at Econpapers || Download paper | |
2021 | The Impact of Public-Private Partnership Investment in Energy and Technological Innovation on Ecological Footprint: The Case of Pakistan. (2021). Memon, Javed Ahmed ; Chunling, LI ; Kirikkaleli, Dervis ; Ali, Minhaj ; le Thanh, Tiep. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10085-:d:631861. Full description at Econpapers || Download paper | |
2021 | Analysis of Housing Market Dynamics Considering the Structural Characteristics of Mortgage Interest. (2021). Kim, Jaejun ; Lee, Joosung ; Baek, Insoo. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10523-:d:640825. Full description at Econpapers || Download paper | |
2021 | Are Tourism and Energy Consumption Linked? Evidence from Australia. (2021). Velayutham, Eswaran ; Khanam, Rasheda ; Rahman, Mohammad Mafizur ; Khanal, Avishek. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10800-:d:645589. Full description at Econpapers || Download paper | |
2021 | Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey. (2021). Wong, Wing-Keung ; Adebayo, Tomiwa Sunday ; Odugbesan, Jamiu Adetola ; Rjoub, Husam. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1844-:d:495711. Full description at Econpapers || Download paper | |
2021 | A Multivariate VAR Model for Evaluating Sustainable Finance and Natural Resource Curse in West Africa: Evidence from Nigeria and Ghana. (2021). Enemona, Joseph Onuche ; Shobande, Olatunji Abdul. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2847-:d:511659. Full description at Econpapers || Download paper | |
2021 | Investigating the Causal Relationships among Carbon Emissions, Economic Growth, and Life Expectancy in Turkey: Evidence from Time and Frequency Domain Causality Techniques. (2021). Wong, Wing-Keung ; Adebayo, Tomiwa Sunday ; Odugbesan, Jamiu Adetola ; Rjoub, Husam. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2924-:d:512975. Full description at Econpapers || Download paper | |
2021 | Do Public–Private Partnership Investment in Energy and Technological Innovation Matter for Environmental Sustainability in the East Asia and Pacific Region? An Application of a Frequency Domain Causal. (2021). Kirikkaleli, Dervis ; Castanho, Rui Alexandre ; Gen, Sema Yilmaz ; Adebayo, Tomiwa Sunday. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3039-:d:514612. Full description at Econpapers || Download paper | |
2021 | Investigating the Linkage between Economic Growth and Environmental Sustainability in India: Do Agriculture and Trade Openness Matter?. (2021). Orhan, Ayhan ; Kirikkaleli, Dervis ; Gen, Sema Yilmaz ; Adebayo, Tomiwa Sunday. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:4753-:d:542095. Full description at Econpapers || Download paper | |
2020 | Assessing the long-term impact of agricultural research on productivity: Evidence from France. (2020). Schmitt, Bertrand ; Simioni, Michel ; Musolesi, Antonio ; Butault, Jean-Pierre ; Orozco, Valerie ; Lemarie, Stephane. In: Post-Print. RePEc:hal:journl:hal-02794533. Full description at Econpapers || Download paper | |
2020 | Listen to the Signals from an Interactive Agent-Based Model. (2020). Cheng, Po-Keng. In: Working Papers. RePEc:hal:wpaper:hal-02982908. Full description at Econpapers || Download paper | |
2022 | Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Than, Ei Thuzar ; Bassim, Mohga ; Ahmed, Rizwan ; Elheddad, Mohamed ; Murshed, Muntasir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7. Full description at Econpapers || Download paper | |
2021 | Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). LeBaron, Blake . In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8. Full description at Econpapers || Download paper | |
2022 | Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4. Full description at Econpapers || Download paper | |
2021 | Bubbles, crashes and information contagion in large-group asset market experiments. (2021). Sonnemans, Joep ; Hommes, Cars ; Kopanyi-Peuker, Anita. In: Experimental Economics. RePEc:kap:expeco:v:24:y:2021:i:2:d:10.1007_s10683-020-09664-w. Full description at Econpapers || Download paper | |
2020 | Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167. Full description at Econpapers || Download paper | |
2020 | On cointegration for processes integrated at different frequencies. (2020). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R ; Cubada, Ginaluca. In: MPRA Paper. RePEc:pra:mprapa:102611. Full description at Econpapers || Download paper | |
2021 | Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio Castro, Tomás. In: MPRA Paper. RePEc:pra:mprapa:106603. Full description at Econpapers || Download paper | |
2021 | Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio, Tomas. In: MPRA Paper. RePEc:pra:mprapa:112731. Full description at Econpapers || Download paper | |
2021 | Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. (2021). Taylor, Robert ; Rodrigues, Paulo ; Rubia, Antonio ; Balboa, Marina. In: Working Papers. RePEc:ptu:wpaper:w202102. Full description at Econpapers || Download paper | |
2022 | Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order. (2022). Nielsen, Morten ; Jansson, Michael ; Brien, Samuel. In: Working Paper. RePEc:qed:wpaper:1429. Full description at Econpapers || Download paper | |
2020 | Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers || Download paper | |
2020 | The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete?. (2020). USMAN, OJONUGWA ; Balcilar, Mehmet ; Musa, Muhammad Sani. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:1:p:151-172. Full description at Econpapers || Download paper | |
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