543 hasil
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Econometrics
Scopus
ISSN 2225-1146 · MDPI AG · 543 artikel di indeks
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The First-Exposure Effect in Social Programs: Evidence Against a Welfare Trap
We develop a framework for estimating a first-exposure effect (FEE) in a social program, defined as the difference between observed use and the counterfactual use absent any learning from first exposure. In administrative data, those never exposed are unobserved, so the counterfactual distribution…
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Domestic-Currency Oil Prices and Real Industrial Value Added in Oil-Importing Economies: Evidence from a CS-ARDL Panel
This study estimates the conditional short- and long-run association between domestic-currency oil prices and real industrial value added in a panel of ten selected oil-importing economies over 1993–2024. The analysis employs a cross-sectionally augmented autoregressive distributed lag mean-group…
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Wider Panels, Higher Hausman Test Specificity: A Monte Carlo Study Under Missing Data
This study aims to determine how panel architecture, model complexity, and missing data conditions jointly affect the specificity of the Hausman specification test. A Monte Carlo analysis was conducted using 192,000 simulations (192 scenarios, 1000 replications each). Wide panels achieved the…
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A Comparative Analysis of Narrow and Broad Money Demand in India: New Evidence from the ARDL Bounds Testing Approach
This paper evaluates the macroeconomic and financial determinants of the money demand of India from 1996: Q1 to 2024: Q4. The paper utilizes the Autoregressive Distributed Lags (ARDL) bounds testing framework and an Error Correction Model (ECM) to estimate the long-run equilibrium and the short-run…
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An Econometric Analysis of Alcohol Consumption and Its Relationship to Social, Gender, and Economic Factors
Alcohol consumption is associated with significant social and economic challenges for nations worldwide, including alcohol-related healthcare costs and alcohol-related crime. According to the U.S. Center for Disease Control (CDC), even moderate drinking correlates with greater health risks compared…
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Digital Adoption and Digital Maturity in Ecuadorian SMEs: A Cross-Sectional Econometric Analysis of the 2021 National Digital Skills Survey
The post-pandemic acceleration of digital tools has reshaped how small and medium-sized enterprises (SMEs) in Latin America compete, yet the resulting maturity gains remain poorly understood in individual emerging-market economies. Ecuador exemplifies this gap: SMEs account for over ninety per cent…
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Age–Earnings Profiles Among Secondary Education Graduates: A Comparison of Econometric and Machine Learning Approaches for General and Vocational Education in Greece
Understanding earnings differences across general and vocational education is important for assessing labor-market outcomes among secondary education graduates. This study examines cross-sectional age–earnings profiles among full-time private-sector workers in Greece using survey data collected in…
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Do Stablecoin Deviations Matter? A Bubble Crash–GARCH Approach to Risk Forecasting and Contagion with Traditional Cryptocurrencies
Although stablecoins occupy a segment of digital-asset markets in which price stability is central by design, their temporary departures from reference values may reveal important information about latent risk and market stress. In this paper, we examine whether bubble and crash signals extracted…
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Productivity, Crude Oil Supply Shocks and the Economy of Iran in a Dynamic Stochastic General Equilibrium Framework
This paper investigates the responses of key macroeconomic variables—including output, consumption, investment, capital accumulation, and employment—to productivity and oil market shocks in Iran. Using quarterly data from 1975 to 2024, we estimate an RBC DSGE model and further calibrate a variant…
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The Relationship Between Economic Activity and CO2 Emissions: Is There a GDP Growth Consistent with No Growth in CO2 Emissions?
This paper offers estimates of the per-capita GDP growth trajectories consistent with zero growth in per-capita CO2 emissions using Ordinary Least Squares (OLS) and Instrumental Variables (IVs). The focus is on six developed economies (Canada, Germany, Italy, Japan, Singapore, and the United…
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Exploring the Dynamics of ZAR/USD Exchange RateVolatility Using the fGARCH and First-Order Beta-Skew-T-EGARCH Models
This study investigates and explores the volatility dynamics of the South African rand against the US dollar (ZAR/USD) using the Family GARCH (fGARCH) model and the First-Order Beta-Skew-T-Generalised Autoregressive Conditional Heteroskedasticity (Beta-Skew-T-EGARCH) model. Currency volatility…
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Debt, Industry Structure, and Market Valuation: Sector-Specific Evidence from India’s IT and Automobile Firms
The relationship between capital structure and firm market valuation remains a central yet unresolved question in corporate finance, with outcomes shaped critically by industry-specific asset structures and financing environments. This study investigates how capital structure influences market…
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On Walter’s Model and Cash-Flow-Based Payout Ratio
We examine whether Walter’s model holds in that firms with greater growth opportunities would pay out less, using operating cash-flow-based payout measures that include only dividends, only repurchases or both. Two groups of explanatory variables are considered. The first group consists of firm…
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Impact of Fourth Industrial Revolution (4IR) Automation on Agricultural Employment in South Africa
The Fourth Industrial Revolution (4IR) has introduced modern, high technologies that are automated, such as precision farming, to enhance agricultural production. However, this comes at the cost of human labor being replaced by machines that are deemed efficient. This study investigated the impact…
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A Dynamic Panel Threshold Approach to Decarbonization by Neutral Fiscal Policy: Application to the OECD
This paper addresses the output and employment impacts of a climate self-financed taxation/subsidy policy on CO2 emission reduction. We model balanced climate fiscal expenditure using a two-regime CO2-based threshold autoregressive model that separates periods of rising emissions by positive CO2…
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External Debt and Economic Growth: The Role of Institutional Quality in Lower- and Upper-Middle-Income Countries
This study examines the moderating and threshold effects of institutional quality on the relationship between external debt and economic growth using panel data from 39 lower- and upper-middle-income countries over the period of 1996–2023. To address econometric challenges commonly found in…
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Fiscal Multipliers in a Diversifying Economy: Comparing Government Consumption and Infrastructure Investment Effects on Non-Oil GDP in Saudi Arabia a Quarterly SVAR Analysis
Saudi Arabia’s Vision 2030 aims to diversify the economy away from oil by reallocating public expenditure from current consumption toward infrastructure mega-projects. This research estimates and compares the fiscal multipliers of government consumption and government investment on non-oil GDP…
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Nonlinear Trading-Performance Patterns Among Novice Participants in an Incentivized Trading Simulation
This article analyses trading-performance patterns in a stock market simulation conducted with 134 second-year students at the University of Mons (Belgium) on 11 December 2025. Participants had a virtual capital of 100,000 euros and were free to trade CAC 40 securities without any restrictions on…
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General Data Protection Regulation (GDPR) and Cross-Border M&A by Chinese E-Commerce Firms
The General Data Protection Regulation (GDPR), adopted by the European Union in 2018, aims to enhance consumer trust and market efficiency by strengthening data protection. The concurrent stringent compliance requirements raise operational costs and could reshape competition by favoring larger…
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Threshold-Dependent Dominance in Tail Risk Approximation
Regulatory risk measurement under Basel III’s Fundamental Review of the Trading Book places Expected Shortfall (ES) at the center of market risk capital, yet the fourth-order Edgeworth expansion, still widely used for Value-at-Risk (VaR) and ES calculations, can produce negative densities in the…