Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

English (EN)·Polski (PL)·Yкраїнський (UK)
Przejdź do strony domowej biblioteki Centralna Biblioteka Wojskowa Link otwiera się w nowym oknie Logo biblioteki Prolib Integro - strona głównaCentralna Biblioteka Wojskowa

Wyszukujesz frazę "Co-integration" wg kryterium: Temat

  Lista filtrów
Wyrównaj
    Wyświetlanie 1-5 z 5
    Tytuł:
    Empirical Verification of Dynamic Dependences Between Productivity and Economy Openness. The Case of Visegrad Countries
    Autorzy:
    Wojciechowski, Liwiusz
    Powiązania:
    https://bibliotekanauki.pl/articles/2109178.pdf
    Data publikacji:
    2016-10-01
    Wydawca:
    Uniwersytet Pedagogiczny im. Komisji Edukacji Narodowej w Krakowie
    Tematy:
    co-integration
    market openness
    productivity
    stationary
    VECM
    Opis:
    This study analyses one of the main postulates of the Endogenous Growth Theory, that suggests that international trade openness is capable to speed up growth-impacting productivity. ADF stationary tests, Johansen co-integration test and Vector Error Correction Model (VECM) procedures are applied on a yearly data set covering the period 1995-2014. Data for individual V4 countries were also compared with EU-15 benchmark. The main finding of the paper is that for all V4 countries there exists a long term relationship between economy openness and labour productivity and in case of Hungarian economy in the Granger sense - causality is one-directional and runs only from productivity to openness. It suggest, that the Endogenous Growth Theory in this case is no longer supported nevertheless further and deeper investigation is needed. Although huge differences in case of openness between V4 countries exist, strong positive linear correlation with productivity is observed. Also disturbing secondary result of conducted research is that however convergence in case of productivity between V4 and EU-15 is observed, assuming the current rate of catching-up (apart from existence of saturation level of productivity), EU-15 and V4 average productivity would equal in 6 decades.
    Źródło:
    Przedsiębiorczość - Edukacja; 2016, 12; 149-162
    2083-3296
    2449-9048
    Pojawia się w:
    Przedsiębiorczość - Edukacja
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Energy consumption and economic growth linkage: Global evidence from symmetric and asymmetric simulations
    Autorzy:
    Ali, Wajid
    Nathaniel, Solomon Prince
    Adekunle, Ibrahim Ayodaye
    Kumar, Bezon
    Powiązania:
    https://bibliotekanauki.pl/articles/15803490.pdf
    Data publikacji:
    2022-06-30
    Wydawca:
    Uniwersytet im. Adama Mickiewicza w Poznaniu
    Tematy:
    energy consumption
    economic growth
    NARDL
    co-integration
    Opis:
    The literature reveals that linear models do not accurately represent the asymmetric relationship between economic growth and energy consumption (EC). To fill this gap, we examined the asymmetric relationship between EC and economic growth in a non-linear panel autoregressive distributed lag (ARDL) framework of 85 countries as a whole sample and of Brazil, Russia, India, China, and South Africa (BRICS), the Next Eleven, Big Four in Western Europe, Asia-Pacific region, Group of Seven, South Asian Association for Regional Cooperation (SAARC), Economic Cooperation Organization (ECO) and the Arab League as a sub-sample analysis from 1977 to 2014. A second generational unit root test has been applied to check the problem of cross-sectional dependency. Asymmetric contegration was employed to analyse the co-integration between the variables of interest. Long-run and short-run estimates have been calculated using the non-linear panel ARDL method. Results indicate that positive shocks to energy use tend to have a growth-enhancing effect in ECO and the Next Eleven while in the rest of the regions, the effect is growth con- traction. Moreover, economic recovery from a positive shock to energy use is the case in the Arab League, Asia-Pacific region, Group of Seven and in the whole sample. However, a negative shock to EC is observed in the Group of Seven, Asia Pacific region, Big Four in Western Europe and ECO, and the whole sample worsens the economic contraction. We can deduct from this study’s results that information on the asymmetric relationship between the subject variables is needed to design sound economic policy decisions across different economic regions.
    Źródło:
    Quaestiones Geographicae; 2022, 41, 2; 67-82
    0137-477X
    2081-6383
    Pojawia się w:
    Quaestiones Geographicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Estimation of the price elasticity of petroleum products consumption in Ukraine
    Autorzy:
    Galchynskyi, Leonid
    Powiązania:
    https://bibliotekanauki.pl/articles/22444419.pdf
    Data publikacji:
    2020
    Wydawca:
    Instytut Badań Gospodarczych
    Tematy:
    petroleum product market
    elasticity
    volatility
    model
    co-integration
    Opis:
    Research background: The analysts of the petroleum product markets of industrial countries believe that the elasticity of demand varies at different periods, which gave rise to the hypothesis that behavioral and structural factors have changed the consumers? reaction during the last few decades, with a change in prices of petroleum products. Purpose of the article: The purpose of this article is to study the elasticity of demand and prices in order to identify changes in consumer behavior in the oil market after significant socio-economic shocks and to establish a correlation between changes in elasticity and price volatility, with the Ukrainian petroleum products market as an illustrative example. Methods: Based on the time series of the petroleum product market of Ukraine, static and dynamic models for assessing the demand elasticity were constructed. It was found that the time series of demand for petroleum products is non-stationary but then the time series of the first differences is stationary according to the extended Dickey-Fuller test; further, the fact of co-integration between time series of consumption, income, and prices was established by the Johansson test. This made it possible to construct co-integration dependence, allowing, in turn, the development of models for assessing the elasticity of demand for petroleum products, on the basis of which objective assessments of changes in consumer behavior were established. Analysis of the monthly calculation of petroleum products? price volatility during the period 2008 to 2018 has showed that the values of volatility increased abnormally in the period between the beginning of 2014 and the middle of 2015. The estimates of price and demand elasticities obtained for the two periods up to the beginning of 2014 and the second half of 2015 differ significantly from the values of the corresponding elasticities between the beginning of 2014 and the middle of 2015. Findings & Value added: Assessments of income elasticities and price elasticities for petroleum products in the Ukrainian market were obtained by three co-integration models, both short and long term, for each of the three previously defined time intervals. In one of them, characterized by a high level of price volatility conditionally referred to as a crisis, the value of elasticities differed markedly from the corresponding values in the other two periods, in particular, -0.383 for price elasticity and 1.068 for a long-term bond. In the other two periods, these were, respectively, 0.543 for price elasticity and 0.274 for long-term pre-crisis elasticity, and -0.470 for price elasticity and 0.235 for long-term post-crisis elasticity. Appropriate elasticity estimates were obtained for both the short-run and the dynamic model, for the same defined intervals. A comparison of these estimates showed the closeness of the values of elasticities for the pre-crisis and post-crisis intervals and a marked difference from the estimates of the elasticities in the crisis interval. Thus, it was found that a significant change in elasticities is accompanied by an increase in price volatility.
    Źródło:
    Equilibrium. Quarterly Journal of Economics and Economic Policy; 2020, 15, 2; 315-339
    1689-765X
    2353-3293
    Pojawia się w:
    Equilibrium. Quarterly Journal of Economics and Economic Policy
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Effects of climatic variability on cassava production in Nigeria
    Autorzy:
    Sowunmi, Fatai Abiola
    Adeyemi, Oluwaseun Temitope
    Bello, Abeeb Adetunji
    Powiązania:
    https://bibliotekanauki.pl/articles/1891923.pdf
    Data publikacji:
    2020-11-08
    Wydawca:
    Uniwersytet Przyrodniczy w Poznaniu. Wydawnictwo Uczelniane
    Tematy:
    cassava production
    co-integration
    agro-ecological zones
    climatic variables
    Opis:
    Climate change has brought about irregularity in pattern and intensity of climatic variables such as rainfall and temperature that are important in crop production; making planning in agriculture difficult. The importance of cassava in the diet of Nigerian and its industrial use necessitate the need to examine the effects of climatic variability on cassava production. Secondary data obtained from Nigerian Meteorological Agency (NIMET) were used for the study. Analysis of Variance and Error Correction model were utilized.  The study showed that the rainforest zone had the highest averages of annual rainfall (1709mm) and relative humidity (82.1%) while the Sahel savannah had the highest mean annual temperature (35.3oC). The variability in annual rainfall and relative humidity was low in the rainforest zone. The study showed that the rainforest zone had the least dispersion of average annual relative humidity (2.06%) while the guinea savannah had highest dispersion (4.68%). The average cassava output from the agro-ecological zones was 49,118,871MT per year. Rainforest and guinea savannah accounted for 56.3% and 41.9% of total cassava output respectively. There were significant variations in the climatic variables (rainfall and temperature) among the agro-ecological zones but not significant among the years (p>0.05).  The annual rainfall and solar radiation were the factors that influenced cassava output in all the agro-ecological zones. The need for affordable irrigation by cassava farmers and the adoption of Climate-Smart Agriculture are recommended to boost cassava production in Sudan savannah and Sahel savannah.
    Źródło:
    Journal of Agribusiness and Rural Development; 2020, 57, 3; 327-335
    1899-5241
    Pojawia się w:
    Journal of Agribusiness and Rural Development
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Water demand time series forecast by autoregressive distributed lag (ARDL) co-integration model
    Autorzy:
    Telfah, Duaa B.
    Louzi, Nawal
    AlBashir, Tala M.
    Powiązania:
    https://bibliotekanauki.pl/articles/1841955.pdf
    Data publikacji:
    2021
    Wydawca:
    Instytut Technologiczno-Przyrodniczy
    Tematy:
    autoregressive distributed lag
    ARDL
    co-integration
    forecast
    Jordan
    municipal water demand
    Opis:
    This article examines the short- and long-run effects of water price, system input, income, temperature on domestic water demand for Amman area over the period of 1980–2012. An empirical, dynamic autoregressive distributed lag (ARDL) model for water demand is developed on a yearly basis. This approach is capable of testing and analysing the dynamic relationship with time series data using a single equation regressions. Results show the ability of the model to predicting future trends (short- and long-run association). The main results indicate that water demand in limited water environment is partially captured in the long-run by the amount of water reaching the customer. The short- and long-run elasticities of water price (–0.061, –0.028) and high temperature (0.023, 0.054) indicate inelastic behaviour on water demand both in short- and long-run, while the lagged water price has a significant effect on demand. Income represented by gross domestic product (GDP) slightly affects water consumption in the long-run and insignificantly in the short-run (0.24, 0.24). Water consumption is strongly linked to consumption habits measured by lagged billed amount 0.35, and is strongly linked to amount of supplied water both in short- and long-run (0.47, 0.53). These results suggest that water needs should be satisfied first to allow controlling water demand through a good pricing system. Moreover, the association identified between demand and water system input, and the lesser elasticities of water price and other explanatory variables confirm the condition of water deficit in Amman area and Jordan. The results could be rolled out to similar cities suffering scarce water resources with arid and semi-arid weather conditions.
    Źródło:
    Journal of Water and Land Development; 2021, 50; 195-206
    1429-7426
    2083-4535
    Pojawia się w:
    Journal of Water and Land Development
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-5 z 5

      Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies