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    Wyświetlanie 1-5 z 5
    Tytuł:
    Asymmetric Response to Oil Price and Dynamic Covariation between Exchange Rate and Stock Price: Evidence from China
    Autorzy:
    Ahmed, Nazeer
    Dingchou, Ma
    Onodje, Patrick
    Powiązania:
    https://bibliotekanauki.pl/articles/1193400.pdf
    Data publikacji:
    2021
    Wydawca:
    Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
    Tematy:
    Asymmetric Effects
    MGARCH
    NARDL
    Spillover effects
    Structural Breaks
    Opis:
    This paper's purpose is to test for asymmetry in the effect of oil price on China's exchange rate and stock price in the presence of structural breaks. It also sought to examine if dynamic covariation and volatility spillover exists between the exchange rate and stock price. We utilized weekly time series data on Brent and WTI prices, the USD-RMB exchange rate, and Shanghai composite index ranging from 2005-07-19 to 2020-09-22. We applied the Nonlinear ARDL for asymmetry tests and the BEKK-GARCH and DCC-GARCH for volatility spilloever analysis. Our methodology also accounts for possible breaks in the time paths of exchange rate and stock price that are likely to influence cointegration. The results show that oil price has asymmetric effects on exchange rate in the long-run only and on stock price in the short-run only. We also find that oil price cointegrates significantly with exchange rate and stock price only when structural breaks in the data are accounted for. The multivariate GARCH analyses provide no evidence of spillovers between exchange rate and stock prices but the DCC estimates showed evidence of dynamic correlation between both. Although several other studies have researched the nexus among the three variables for China, none, to the best of our knowledge, has explicitly tested for short-run and long-run asymmetries in the effect of oil price on exchange rate and stock market jointly. The paper's main contribution is the evaluation of asymmetry in oil price's effects on both markets vis-à-vis the theory while accounting for structural breaks.
    Źródło:
    World Scientific News; 2021, 156; 62-86
    2392-2192
    Pojawia się w:
    World Scientific News
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The Impact of Foreign Shocks on the Polish Economy
    Wpływ szoków zagranicznych na polską gospodarkę
    Autorzy:
    Sznajderska, Anna
    Powiązania:
    https://bibliotekanauki.pl/articles/2142096.pdf
    Data publikacji:
    2021-03-31
    Wydawca:
    Szkoła Główna Handlowa w Warszawie. Kolegium Analiz Ekonomicznych
    Tematy:
    efekty spillover
    model SVAR
    polska gospodarka
    spillover effects
    SVAR model
    Polish economy
    Opis:
    This study concerns the impact of foreign shocks on the Polish economy. We consider output shocks from China, the euro area, and the United States. We estimate structural vector autoregressive (SVAR) models with the level of foreign economic activity as an endogenous variable and foreign output shock as an exogenous variable. We identify foreign output shocks outside the model. Our results indicate that a euro-area output shock has the strongest effect on the Polish economy. Meanwhile, the spillover effects from China are similar for Poland and the euro area.
    W artykule zanalizowano wpływ szoków zagranicznych na polską gospodarkę – szoków popytowych pochodzących z Chin, strefy euro i Stanów Zjednoczonych. Estymowano strukturalny model wektorowej autoregresji (SVAR) z miarą aktywności gospodarczej za granicą jako zmienną endogeniczną i zagranicznym szokiem popytowym jako zmienną egzogeniczną. Szoki zagraniczne identyfikowane są na zewnątrz modelu. Otrzymane wyniki wskazują, że szok popytowy ze strefy euro najsilniej oddziałuje na polską gospodarkę. Natomiast szok popytowy z Chin podobnie oddziałuje na gospodarkę polską i gospodarkę strefy euro.
    Źródło:
    Gospodarka Narodowa. The Polish Journal of Economics; 2021, 305, 1; 33-52
    2300-5238
    Pojawia się w:
    Gospodarka Narodowa. The Polish Journal of Economics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Can recycling compensate for speeding on highways? Similarity and difficulty of behaviors as key characteristics of green compensatory beliefs
    Autorzy:
    Byrka, Katarzyna
    Kaminska, Katarzyna
    Powiązania:
    https://bibliotekanauki.pl/articles/430288.pdf
    Data publikacji:
    2015-09-01
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    Green compensatory beliefs
    difficulty of behaviors
    similarity
    compensatory behaviors
    spillover effects
    Opis:
    People believe that the effects of unecological behaviors may be compensated for by engaging in alternative conservation activities. The problem is, however, that those who hold such beliefs are less likely to engage in real behaviors. Understanding the structure of compensatory beliefs could potentially minimize this negative effect. In a pair of studies (qualitative and quantitative) we explored two aspects that appear key for compensatory beliefs 1) the similarity and 2) the relative difficulty of behaviors. We found that people spontaneously proposed compensatory behaviors which belonged to the same pro-ecological domain as the corresponding initial behaviors (Study 1). However, participants in the quantitative study agreed more often that they should compensate for one behavior with another when both behaviors belonged to the same cognitive category and simultaneously the compensatory behavior was relatively less demanding than the initial one (Study 2).
    Źródło:
    Polish Psychological Bulletin; 2015, 46, 3; 477-487
    0079-2993
    Pojawia się w:
    Polish Psychological Bulletin
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Stimulate economic growth by improving transport infrastructure – a lesson from China
    Stimuliertes wirtschaftliches Wachstum durch verbesserung der Transportinfrastrukutr - ein lektor aus China
    Autorzy:
    Wang, X.
    Deng, D.
    Wu, X.
    Powiązania:
    https://bibliotekanauki.pl/articles/374982.pdf
    Data publikacji:
    2014
    Wydawca:
    Politechnika Śląska. Wydawnictwo Politechniki Śląskiej
    Tematy:
    transport infrastructure
    economic growth
    spillover effects
    infrastruktura transportu
    wzrost gospodarczy
    efekty zewnętrzne
    Opis:
    This paper uses Feder model to test impacts of transport infrastructure on economic growth. With China provincial data from 1990-2010 the empirical models, including Basic model, Time-Lag model and Spatial model, demonstrate that transport infrastructure does have a positive Spillover Effect on economic growth. However, Direct Effect on economic growth is negative possibly due to Crowding-Out Effect and productivity difference between sectors. The research also proves the Spillover Effects are becoming weaker as time passed. Finally, Spatial Spillover Effect or Network Effects are confirmed.
    Diese Thesis benutzt Feder-Model, um die Auswirkung der Transportinfrastruktur, die auf das wirtschaftliche Wachstum zu untersuchen. Mit den Daten aus chinesischen Provinzen zwischen 1990 und 2010 durch das empirische Modell, in dem das Basic-Model, Time-Lag-Model und Spatial-Model beinhaltet, kann man dadurch demonstrieren, dass die Transportinfrastruktur eine positive Spillover-Effekt auf das wirtschaftliche Wachstum auswirkt. Direkte Effekt auf das wirtschaftliche Wachstum ist jedoch möglich negativ, durch die Crowding-Out Effekt und Unausgeglichenheit der Produktivität zwischen Sektoren. Diese Studie beweist auch, dass die Spillover-Effekte mit vergangener Zeit schwächt wird. Außerdem werden die Spatial-Spillover-Effekt oder Network-Effekt nachgewiesen.
    Źródło:
    Transport Problems; 2014, 9, 4; 63-72
    1896-0596
    2300-861X
    Pojawia się w:
    Transport Problems
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Why do skilled people migrate to cities? A spatial econometric analysis for understanding the impact of the social environment on the attraction of human capital to cities in Turkey
    Autorzy:
    Gonul, Dilcu
    Erkut, Gulden
    Powiązania:
    https://bibliotekanauki.pl/articles/623677.pdf
    Data publikacji:
    2019
    Wydawca:
    Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
    Tematy:
    Human capital
    human capital attraction
    relational approach
    spatial econometrics
    Turkey
    regional development
    spillover Effects
    Opis:
     The main focus of this study is on understanding the importance of social dynamics of cities for attracting human capital to urban regions. The principal research question of the article is “if there is a spatial dependency on neighbouring provinces’ social environmental qualities in human capital attraction for Turkey.” It is believed that developmental disparities among regions can be overcome with a balanced distribution of human capital. In this article, first the concept and importance of human capital and its evolution throughout economic history are explained in order to emphasize the relationship between development and human capital for urban regions. The literature review consists of migration models developed and used in previous studies and recent literature that together consider human capital and its flow with spatial analysis. A review of migration models helps structure the quantitative models’ building blocks, or the concepts to be quantified. Literature that discusses human capital and spatial analysis, at the same time, guides the study in implementing the most appropriate analysis technique. The literature discussed in the paper is focused on human capital migration and urban attractiveness. Its similarity with the current study work is the focus on the relationship between urban environment components and human capital. However, the cited studies lack the “spatial/relational” approach to urban regions which means that the effects of developments in settlements neighbouring the region were ignored. The contribution which we intend to make with the current study is to adapt the spatial econometric analysis to the problem of human capital attraction. Literature review is followed by data used in the empirical part of the study, and brief information on spatial econometric analysis. Next, findings of the empirical spatial econometric analysis of Turkey’s 81 urban regions are provided. Overall, the analysis indicated that undergraduate and post-graduate migrants care about the social prosperity of the neighbouring environment of destination province. The last part concludes with an interpretation of empirical study findings and discusses relevant urban and regional policy instruments.
    Źródło:
    European Spatial Research and Policy; 2019, 26, 1; 127-148
    1231-1952
    1896-1525
    Pojawia się w:
    European Spatial Research and Policy
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-5 z 5

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