The objective of this paper is to ascertain the impact Chinese FDI on economic growth in Pakistan. This study documents exploration determinants Pakistan by emphasizing significant role played and investments renewable energy particular. employs time series data analysis examine relationship between GDP FDI, inflation, trade openness, exchange rates, interest remittances, consumption from 1990 ...

In this work, we propose a novel method to model time-varying autoregressive impulsive signals, which possess skewed or symmetric Alpha Stable distributions. The main contribution of this work is its ability to model both the unknown autoregressive coefficients and the distribution parameters, where all of them are time-varying. This method is a generalization of previous work by the same autho...

In this Appendix, we provide the entire set of additional robustness checks mentioned throughout, but not included within, the original paper. The order in which the tables are presented corresponds to the order in which the results are mentioned in the original paper, with the exception of the table containing returns to various trading strategies, Table A10, which appears last and has its own...

In this paper we apply the recently developed fractionally cointegrated vector autoregressive (FCVAR) model to analyze price discovery in the spot and futures markets for five non-ferrous metals (aluminium, copper, lead, nickel, and zinc). The FCVAR model allows for long memory (fractional integration) in the equilibrium errors, and, following Figuerola-Ferretti and Gonzalo (2010), we allow for...

A time-varying autoregressive model with time-varying coefficients is introduced in this paper for parameter extraction from non-stationary vibration signals. With this model, the relationship between linear time-varying modal parameters, i.e., instantaneous frequencies and damping factors, and time-varying autoregressive model coefficients is established. The time-varying autoregressive modeli...

Over the last few years, empirical evidence has revealed that technological innovation plays a significant impact in reducing energy consumption and mitigation of carbon emission. But to achieve progress toward sustainability, depend on several other factors. To this end, study examines role outward foreign direct investment international trade openness innovation-energy nexus for 24 OECD count...

OBJECTIVES We examined whether the weekly number of newspaper articles reporting on influenza was related to the incidence of influenza in a large city. DESIGN Prospective, non-randomised, observational study. SETTING Registry data of influenza cases in Fukuoka City, Japan. PARTICIPANTS A total of 83,613 cases of influenza cases that occurred between October 1999 and March 2007 in Fukuoka...

We address the issue of time varying persistence of shocks to macroeconomic time series variables by proposing a new and parsimonious time series model. Our model assumes that this time varying persistence depends on a linear combination of lagged explanatory variables, where this combination characterizes the business cycle regimes. The key feature of our model is that an autoregressive parame...

External debt service is major variable in economic growth and public debate. However, this often ignored literature. This study investigated the relationship between external Nigeria from 1981 to 2020. A quantitative research approach was adopted for study. The method estimation Auto-Regressive Distributed Lags (ARDL) model. ARDL bound test results showed there co-integration. speed of change ...