[HTML][HTML] Empirical Study on CO2 Emissions, Financial Development and Economic Growth of the BRICS Countries

F Li, YC Wu, MC Wang, WK Wong, Z **ng - Energies, 2021 - mdpi.com
This paper empirically examined relevant data on BRICS CO2 emissions, financial
development, and economic growth in the past 40 years, and analyzed the correlation …

The Green Engine of Growth: Assessing the Influence of Renewable Energy Consumption and Environmental Policy on China's Economic Sustainability

L Wang, Y He, R Wu - Sustainability, 2024 - mdpi.com
Utilizing Fourier autoregressive distributed lag and Fourier Toda–Yamamoto causality
methodologies, this research assesses the effects that renewable energy consumption and …

Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies: Insights from the Fourier non-linear quantile unit root approach

E Kilic, E Yavuz, S Pazarci, A Kar - Finance Research Letters, 2023 - Elsevier
We test the efficient market hypothesis (EMH) in Bitcoin (BTC) and Ethereum (ETH) using
the further Fourier nonlinear quantile (FNQKS) unit root test by Bahmani-Oskooee et …

Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence

S Nazlioglu, I Kucukkaplan, E Kilic… - Research in International …, 2022 - Elsevier
This study examines the financial market integration of emerging markets into international
financial markets with regards to the real interest rate parity hypothesis. We focus on …

Revisiting Purchasing Power parity in Emerging-7 Countries

V Yilanci, U Ursavaş, F Mike - Investigación Económica, 2024 - JSTOR
This paper introduces a newly developed unit root test procedure named the Fourier
Quantile AESTAR (FAESTAR-QKS) test that allows nonlinearity and structural changes. The …

Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity

S Nazlioglu, M Altuntas, E Kilic… - Applied Economic …, 2022 - emerald.com
Purpose This paper aims to test purchasing power parity (PPP) hypothesis for Greece, Italy,
Ireland, Portugal and Spain, which are known as the GIIPS countries. Design/methodology …

Examining the Dynamics of India's Major Exchange Rates Using Fourier Nonlinear Quantile Unit Root Test

K Kathuria, N Kumar - Asia-Pacific Financial Markets, 2024 - Springer
The paper empirically investigates the validity of Purchasing Power Parity (PPP) hypothesis
for India with its 20 major trading partners using the Fourier non-linear quantile unit root …

Revisiting purchasing power parity in OECD countries: New evidence from nonlinear unit root test with structural breaks

MS Uğur, AE Alper - Sosyoekonomi, 2023 - dergipark.org.tr
This study aims to investigate the purchasing power parity (PPP) hypothesis for 38 OECD
member countries over the period 1994: M1-2021: M9 by performing Hepsag's (2021) unit …

Persistence of shocks on sectoral non-methane volatile organic compound from 1820 to 2019: Insights from a fourier quantile unit root test

SA Solarin, UK Pata, S Erdogan, I Okumus - Journal of Environmental …, 2023 - Elsevier
Despite being directly related to anthropogenic consumption and production, researchers
have paid less attention to understanding the dynamics of non-methane volatile organic …

PPP in emerging markets: evidence from Fourier non-linear quantile unit root analysis

S Nazlioglu, M Altuntas, E Kilic - Applied Economics Letters, 2022 - Taylor & Francis
We test PPP in 27 emerging markets by using new Fourier non-linear quantile unit root test.
Conventional unit root tests support PPP at most in half of the countries. Fourier non-linear …