This study attempts to examine the linkage between environmental degradation and economic growth in Pakistan over the period 1972-2011. The main concern of this study is to test the validity of Environmental Kuznets Curve in case of Pakistan and aims to find out the total and per capita carbon efficiency of Pakistan. Moreover, this study estimates the tipping point of environmental Kuznets curv...

The study investigates the safe haven properties and sustainability of top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, Ripple) gold for BRICS stock markets during COVID-19 crisis period from 31 January 2020 to 17 September in comparison precrisis 1 2016 30 2020, a nonlinear asymmetric framework using Nonlinear Autoregressive Distributed Lag (NARDL) methodology. Our results show that...

This dissertation covers the two major parts of my PhD research: i) Modeling instantaneous correlation ii) Quantifying time-lag correlation iii) Modeling time-lag correlation iv) Modeling and application of heteroskedasticity. For modeling instantaneous correlation, we studied the limitations of random matrix theory (RMT), and proposed autoregressive random matrix theory (ARRMT) which take into...

The objective of this paper is to shed new light on the nonlinear relationship between real exchange rate changes and trade balance in Cote d’Ivoire. In examining issue, previous studies have relied autoregressive distributed lag model developed by Shin et al. (2014) where decomposed into partial sum positive negative changes. They fail examine response extreme rate. order investigate possible ...

This study examines the nexus between oil prices (Oil) and economic output (IIP) asymmetrically in Indian context using quarterly data from 1996–1997:Q1 to 2019–2020:Q4. To this end, we have used a nonlinear autoregressive distributed lag (NARDL) model. The main findings of are as follows—firstly, Wald test confirms nonlinearities among negative positive shocks Oil, EX IR long run. Secondly, NA...

This article investigates the asymmetric effects of both natural resource abundance and agriculture on economic growth in Guinea (also known as Conakry). Using nonlinear autoregressive distributed lag (NARDL) approach annual data from over period 1986-2020, findings tend to suggest that has a negative effect while promotes growth. More precisely, results show an increase rents leads decrease GD...

This study is an effort to investigate the asymmetric effects of privatization and digital economy on renewable energy consumption. The nonlinear quantile autoregressive distributed lag (QARDL) technique used estimate short long-run analysis. Findings QARDL model posit that positive shock in promotes consumption by increasing consumption, while negative demotes reducing In run, does not signifi...

The study aims to estimate an international reserves demand model for China using economic growth, propensity to import, real effective exchange rate and trade openness variables for quarterly period spanning from 1985Q1 to 2014Q4.The bounds testing technique to cointegration is used to test for a long run relationship, while the autoregressive distributed lag approach is used to estimate short...

his study attempts to examine the empirical relationship between gasoline taxes (as the most effective energy carrier of emissions) and labor productivities in the case of Iran using the time series data for the period 1990-2015  usingthe autoregressive distributed lag (ARDL) approach. This research tests the interrelationship between the variables using the bounds testing to cointegration proc...

In this study, the causality links between electricity consumption and economic growth are investigated for Turkey, the United Kingdom, Spain, Belgium and United States covering the period from 1964 to 2014. The results of autoregressive distributed lag (ARDL) approach, bounds testing and error correction model show that there is a positive one-way and statistically significant causality moving...