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Adaptive LASSO estimation for ARDL models with GARCH innovations
(Taylor & Francis Inc, 2017)
In this paper, we show the validity of the adaptive least absolute shrinkage and selection operator (LASSO) procedure in estimating stationary autoregressive distributed lag(p,q) models with innovations in a broad class ...
Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries Panel/GMM and ARDL analyses
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major ...
Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries Panel/GMM and ARDL analyses
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major ...
The impact of economic growth, trade openness and manufacturing on CO2 emissions in India: an autoregressive distributive lag (ARDL) bounds test approach
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. The purpose of this study is to examine the impact of economic growth, trade openness and manufacturing on CO2 emissions in India. Design/methodology/approach. The study employed autoregressive distributive lag ...
The impact of economic growth, trade openness and manufacturing on CO2 emissions in India: an autoregressive distributive lag (ARDL) bounds test approach
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. The purpose of this study is to examine the impact of economic growth, trade openness and manufacturing on CO2 emissions in India. Design/methodology/approach. The study employed autoregressive distributive lag ...
The relevance of economic complexity and economic globalization as determinants of energy demand for different stages of development
(2022-05-01)
This study adds to the literature on energy studies on exploring for the first time to the best of our comprehension the importance of alternative measures of economic globalization indicators on energy-based demand in the ...
THE IMPACT OF WEALTH AND POVERTY ON GAMBLING EXPENDITURE IN THE UNITED STATES
(Universidade Federal de Mato Grosso, 2019)
Ensaios em política fiscal e monetária brasileiraEssays on brazilian fiscal and monetary policy
(Universidade Federal de UberlândiaBrasilPrograma de Pós-graduação em Economia, 2019)