This paper introduces the R package exuber for testing and date-stamping periods of mildly explosive dynamics (exuberance) in time series. The computes test statistics supremum augmented Dickey-Fuller (SADF) Phillips, Wu, Yu (2011), generalized SADF (GSADF) Shi, (2015a,b), panel GSADF proposed by Pavlidis, Yusupova, Paya, Peel, Martínez-García, Mack, Grossman (2016); generates finite-sample cri...

This paper employs time series techniques to analyse the effect of foreign direct investment and national on economic growth in Iraq. The study uses secondary annual data over period 2004-2020. gross domestic product )GDP( is dependent variable, )FDI( Investment )NI( are explanatory variables. empirical analysis starts with run ordinary least square )OLS(. result Augmented Dickey Fuller )ADF( P...

Knowing the relationship between Producer Price Index (PPI) and Consumer (CPI) is crucial for deciding fiscal policies which will be implemented within scope of combating inflation. This has been examined econometrically in this study. Engle-Granger cointegration Granger causation methods were used study, monthly data 1996-1 2020-9 periods obtained from Central Bank TURKSTAT used. The stationar...

Bu çalışmada Türkiye ekonomisinde işsizlik histerisinin varlığı genç kadın işsizliği bağlamında ampirik olarak test edilmiştir. Çalışmanın veri aralığı 2005Q1-2020Q2 dönemini kapsamaktadır ve analizler çeyrek dönemlik veriler kullanılarak gerçekleştirilmiştir. Literatürde histerisini araştırmak için geleneksel birim kök testleri sıklıkla kullanılmaktadır. Ancak testlerinin dezavantajları göz ön...

The purpose of taxation is to raise revenue pay for public goods. question how tax mix affects the size underground economy one most important issues its application policy. However, empirical evidence on this subject limited and also somewhat ambiguous. Empirically, study specifically aims evaluate effect corporate rate net taxes product shadow growth in Nigeria during period 1996–2020. It emp...

Recently, sustainable energy consumption has been a significant factor in reducing environmental degradation due to the high economic growth, and this phenomenon demands more attention of scholars policymakers. Thus, current literature examines impact factors such as foreign direct investment (FDI), inflation, population growth on (SEC), particularly renewable (REC) China. This study used secon...

Purpose: The goal of this study is to look at the determinants that contribute income inequality in Malaysia. Methodology: time series spans years 1990 - 2019, with 30 observations. empirical findings were obtained using three important econometrics tests through E-views software: Augmented Dickey-Fuller (ADF) test and Phillips-Perron (PP) test, JJ Cointegration Vector Error Correction Model (V...

The interconnectivity of global economies has created undue uncertainties in severeal domestic economies. As a result, this paper specifically investigates the trans-Atlantic transmission interest rate shocks with view to identifying any macroeconomic concern for Nigeria using Annual time series data from World Bank’s Development Indicators 2020. To achieve objectives study, various econometric...

The aim of the study is to examine impact macroeconomic variables on stock market performance in Sri Lanka. This uses yearly data collected from annual reports Central Bank Lanka for period 1990 2019. Macroeconomic used this are interest rate, inflation real exchange and money supply while All Share Price Index (ASPI) measure performance. Inflation rate found stationary at zero levels one Augme...