Browsing by Subject "Frequency domain"

Now showing items 1-2 of 2

Persistence of CO2 emissions in G7 countries: a different outlook from wavelet-based linear and nonlinear unit root tests

Pata, Ugur Korkut; Aydin, Mucahit (SPRINGER HEIDELBERG, )

Today, environmental issues such as the inability to control rising carbon dioxide (CO2) emissions, climate change, and global warming are on the agenda of policy-makers and various organizations. The Paris Agreement, ...
Stock prices and economic activity nexus in OECD countries: new evidence from an asymmetric panel Granger causality test in the frequency domain

Yilanci, Veli; Ozgur, Onder; Gorus, Muhammed Sehid (SPRINGER, 2021)

This study investigates the stock price-economic activity nexus in 12 member countries of the Organization for Economic Cooperation and Development (OECD) by employing monthly data over the period 1981:1-2018:3. For this ...