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Quantile Cointegrating Regression

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Cited by:

  1. Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol, 2015. "Quantile cointegration in the autoregressive distributed-lag modeling framework," Journal of Econometrics, Elsevier, vol. 188(1), pages 281-300.
  2. Guo, Yawei & Li, Jianping & Li, Yehua & You, Wanhai, 2021. "The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US," Energy Economics, Elsevier, vol. 97(C).
  3. Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022. "Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, vol. 62(2), pages 605-634, February.
  4. Schweikert, Karsten, 2018. "Are gold and silver cointegrated? New evidence from quantile cointegrating regressions," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 44-51.
  5. Godil, Danish Iqbal & Sarwat, Salman & Sharif, Arshian & Jermsittiparsert, Kittisak, 2020. "How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique," Resources Policy, Elsevier, vol. 66(C).
  6. Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018. "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, vol. 73(C), pages 407-430.
  7. Christis Katsouris, 2023. "Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates," Papers 2302.05193, arXiv.org.
  8. Valérie Mignon & Jamel Saadaoui, 2022. "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Working Papers of BETA 2022-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  9. Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018. "Do house prices hedge inflation in the US? A quantile cointegration approach," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 15-26.
  10. Awasthi, Kritika & Ahmad, Wasim & Rahman, Abdul & Phani, B.V., 2020. "When US sneezes, clichés spread: How do the commodity index funds react then?," Resources Policy, Elsevier, vol. 69(C).
  11. Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2016. "Quantile Regression for Long Memory Testing: A Case of Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 693-724.
  12. Razzaq, Asif & Sharif, Arshian & Afshan, Sahar & Li, Claire J., 2023. "Do climate technologies and recycling asymmetrically mitigate consumption-based carbon emissions in the United States? New insights from Quantile ARDL," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
  13. Zhao, Xue & Huang, Lu, 2022. "Understanding the dynamic role of natural resources, green technology, economic integration and social globalization towards sustainable environment in China," Resources Policy, Elsevier, vol. 79(C).
  14. Gangopadhyay, Partha & Das, Narasingha & Alam, G.M. Monirul & Khan, Uzma & Haseeb, Mohammad & Hossain, Md. Emran, 2023. "Revisiting the carbon pollution-inhibiting policies in the USA using the quantile ARDL methodology: What roles can clean energy and globalization play?," Renewable Energy, Elsevier, vol. 204(C), pages 710-721.
  15. Zhao, Linhai & Chau, Ka Yin & Tran, Trung Kien & Sadiq, Muhammad & Xuyen, Nguyen Thi My & Phan, Thi Thu Hien, 2022. "Enhancing green economic recovery through green bonds financing and energy efficiency investments," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 488-501.
  16. Lee, Ji Hyung, 2016. "Predictive quantile regression with persistent covariates: IVX-QR approach," Journal of Econometrics, Elsevier, vol. 192(1), pages 105-118.
  17. Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2015. "House prices: bubbles, exuberance or something else? Evidence from euro area countries," Working Papers w201517, Banco de Portugal, Economics and Research Department.
  18. Chang, Lei & Moldir, Mukan & Zhang, Yuan & Nazar, Raima, 2023. "Asymmetric impact of green bonds on energy efficiency: Fresh evidence from quantile estimation," Utilities Policy, Elsevier, vol. 80(C).
  19. Cheng Jin & Asif Razzaq & Faiza Saleem & Avik Sinha, 2022. "Asymmetric effects of eco-innovation and human capital development in realizing environmental sustainability in China: evidence from quantile ARDL framework," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 35(1), pages 4947-4970, December.
  20. Zongwu Cai & Haiqiang Chen & Xiaosai Liao, 2020. "A New Robust Inference for Predictive Quantile Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202002, University of Kansas, Department of Economics, revised Feb 2020.
  21. David O. Cushman & Glauco De Vita & Emmanouil Trachanas, 2023. "Is the Fisher effect asymmetric? Cointegration analysis and expectations measurement," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3727-3748, October.
  22. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, vol. 187(1), pages 169-188.
  23. Jozef Baruník & Tobias Kley, 2019. "Quantile coherency: A general measure for dependence between cyclical economic variables," The Econometrics Journal, Royal Economic Society, vol. 22(2), pages 131-152.
  24. Gatfaoui, Hayette, 2017. "Equity market information and credit risk signaling: A quantile cointegrating regression approach," Economic Modelling, Elsevier, vol. 64(C), pages 48-59.
  25. Hung, Ngo Thai, 2023. "Green investment, financial development, digitalization and economic sustainability in Vietnam: Evidence from a quantile-on-quantile regression and wavelet coherence," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).
  26. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
  27. Fan, Rui & Lee, Ji Hyung & Shin, Youngki, 2023. "Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach," Journal of Econometrics, Elsevier, vol. 237(2).
  28. Song, Aifeng & Rasool, Zeeshan & Nazar, Raima & Anser, Muhammad Khalid, 2024. "Towards a greener future: How green technology innovation and energy efficiency are transforming sustainability," Energy, Elsevier, vol. 290(C).
  29. Jian Li & Jean‐Paul Chavas, 2023. "A dynamic analysis of the distribution of commodity futures and spot prices," American Journal of Agricultural Economics, John Wiley & Sons, vol. 105(1), pages 122-143, January.
  30. Mpho Bosupeng, 2015. "The Fisher Effect Using Differences in The Deterministic Term," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 5(4), pages 1031-1031.
  31. Kuriyama Nina, 2016. "Testing cointegration in quantile regressions with an application to the term structure of interest rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 107-121, April.
  32. Tomiwa Sunday Adebayo & Seyi Saint Akadiri & Usenobong Akpan & Bisola Aladenika, 2023. "Asymmetric effect of financial globalization on carbon emissions in G7 countries: Fresh insight from quantile-on-quantile regression," Energy & Environment, , vol. 34(5), pages 1285-1304, August.
  33. Yifei Cai, 2018. "Testing the Fisher Effect in the US," Economics Bulletin, AccessEcon, vol. 38(2), pages 1014-1027.
  34. Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
  35. Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2022. "Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model," International Economics, CEPII research center, issue 170, pages 66-78.
  36. Zhu, Huiming & Peng, Cheng & You, Wanhai, 2016. "Quantile behaviour of cointegration between silver and gold prices," Finance Research Letters, Elsevier, vol. 19(C), pages 119-125.
  37. Arshian Sharif & Subhan Ullah & Muhammad Shahbaz & Mantu Kumar Mahalik, 2021. "Sustainable tourism development and globalization: Recent insights from the United States," Sustainable Development, John Wiley & Sons, Ltd., vol. 29(5), pages 957-973, September.
  38. Chang, Lei & Taghizadeh-Hesary, Farhad & Chen, Huangen & Mohsin, Muhammad, 2022. "Do green bonds have environmental benefits?," Energy Economics, Elsevier, vol. 115(C).
  39. Burdekin, Richard C.K. & Siklos, Pierre L., 2012. "Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 521-541.
  40. Bohuang Pan & Tomiwa Sunday Adebayo & Ridwan Lanre Ibrahim & Mamdouh Abdulaziz Saleh Al-Faryan, 2023. "Does nuclear energy consumption mitigate carbon emissions in leading countries by nuclear power consumption? Evidence from quantile causality approach," Energy & Environment, , vol. 34(7), pages 2521-2543, November.
  41. Xile Hui & Zeeshan Rasool & Sajid Ali & Shaukat Hussain Bhatti, 2024. "Asymmetric Impact of Pandemic Uncertainty on Drug Crimes: A Comparative Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 173(3), pages 741-763, July.
  42. Solarin, Sakiru Adebola & Bello, Mufutau Opeyemi, 2020. "The impact of shale gas development on the U.S economy: Evidence from a quantile autoregressive distributed lag model," Energy, Elsevier, vol. 205(C).
  43. Diego Vílchez, 2015. "Assessing the House Price Dynamics in Lima," IHEID Working Papers 09-2015, Economics Section, The Graduate Institute of International Studies.
  44. Tae-Hwan Kim & Dong Jin Lee & Paul Mizen, 2020. "Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy," Working papers 2020rwp-164, Yonsei University, Yonsei Economics Research Institute.
  45. Liu, Lei & Rasool, Zeeshan & Ali, Sajid & Wang, Canghong & Nazar, Raima, 2024. "Robots for sustainability: Evaluating ecological footprints in leading AI-driven industrial nations," Technology in Society, Elsevier, vol. 76(C).
  46. Li, Degui & Li, Runze, 2016. "Local composite quantile regression smoothing for Harris recurrent Markov processes," Journal of Econometrics, Elsevier, vol. 194(1), pages 44-56.
  47. Yu, Jinna & Tang, Yuk Ming & Chau, Ka Yin & Nazar, Raima & Ali, Sajid & Iqbal, Wasim, 2022. "Role of solar-based renewable energy in mitigating CO2 emissions: Evidence from quantile-on-quantile estimation," Renewable Energy, Elsevier, vol. 182(C), pages 216-226.
  48. Liu, Zhen & Saydaliev, Hayot Berk & Lan, Jing & Ali, Sajid & Anser, Muhammad Khalid, 2022. "Assessing the effectiveness of biomass energy in mitigating CO2 emissions: Evidence from Top-10 biomass energy consumer countries," Renewable Energy, Elsevier, vol. 191(C), pages 842-851.
  49. Asif Razzaq & Arshian Sharif & Paiman Ahmad & Kittisak Jermsittiparsert, 2021. "Asymmetric role of tourism development and technology innovation on carbon dioxide emission reduction in the Chinese economy: Fresh insights from QARDL approach," Sustainable Development, John Wiley & Sons, Ltd., vol. 29(1), pages 176-193, January.
  50. Razzaq, Asif & Sharif, Arshian & Ozturk, Ilhan & Skare, Marinko, 2022. "Inclusive infrastructure development, green innovation, and sustainable resource management: Evidence from China’s trade-adjusted material footprints," Resources Policy, Elsevier, vol. 79(C).
  51. Mighri, Zouheir & Ragoubi, Hanen & Sarwar, Suleman & Wang, Yihan, 2022. "Quantile Granger causality between US stock market indices and precious metal prices," Resources Policy, Elsevier, vol. 76(C).
  52. Shahbaz, Muhammad & Lahiani, Amine & Abosedra, Salah & Hammoudeh, Shawkat, 2018. "The role of globalization in energy consumption: A quantile cointegrating regression approach," Energy Economics, Elsevier, vol. 71(C), pages 161-170.
  53. Lee, Chi-Chuan & Yu, Chin-Hsien & Zhang, Jian, 2023. "Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 99-109.
  54. Alhussaini, Abdullah & Parhi, Mamata, 2022. "How do economies adjust speed at uncertain times?," Research in International Business and Finance, Elsevier, vol. 63(C).
  55. Debdatta Pal & Subrata K. Mitra, 2017. "Diesel and soybean price relationship in the USA: evidence from a quantile autoregressive distributed lag model," Empirical Economics, Springer, vol. 52(4), pages 1609-1626, June.
  56. Li, Cong & Lin, Shiwei & Sun, Yihan & Afshan, Sahar & Yaqoob, Tanzeela, 2022. "The asymmetric effect of oil price, news-based uncertainty, and COVID-19 pandemic on equity market," Resources Policy, Elsevier, vol. 77(C).
  57. Abbass, Kashif & Sharif, Arshian & Song, Huaming & Ali, Malik Tayyab & Khan, Farina & Amin, Nabila, 2022. "Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach," Resources Policy, Elsevier, vol. 77(C).
  58. Razzaq, Asif & Wang, Yufeng & Chupradit, Supat & Suksatan, Wanich & Shahzad, Farrukh, 2021. "Asymmetric inter-linkages between green technology innovation and consumption-based carbon emissions in BRICS countries using quantile-on-quantile framework," Technology in Society, Elsevier, vol. 66(C).
  59. Muhammad Shahbaz & Arshian Sharif & Alaa M. Soliman & Zhilun Jiao & Shawkat Hammoudeh, 2024. "Oil prices and geopolitical risk: Fresh insights based on Granger‐causality in quantiles analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2865-2881, July.
  60. Chien-Chiang Lee & Chin-Yu Wang & Jhih-Hong Zeng, 2017. "Housing price–volume correlations and boom–bust cycles," Empirical Economics, Springer, vol. 52(4), pages 1423-1450, June.
  61. Li, Haiqi & Zheng, Chaowen & Guo, Yu, 2016. "Estimation and test for quantile nonlinear cointegrating regression," Economics Letters, Elsevier, vol. 148(C), pages 27-32.
  62. Fang, Zheng & Chang, Youngho, 2016. "Energy, human capital and economic growth in Asia Pacific countries — Evidence from a panel cointegration and causality analysis," Energy Economics, Elsevier, vol. 56(C), pages 177-184.
  63. Sinha, Avik & Shah, Muhammad Ibrahim & Sengupta, Tuhin & Jiao, Zhilun, 2020. "Analyzing Technology-Emissions Association in Top-10 Polluted MENA Countries: How to Ascertain Sustainable Development by Quantile Modeling Approach," MPRA Paper 100253, University Library of Munich, Germany, revised 2020.
  64. Luo, Shunjun & Chishti, Muhammad Zubair & Beata, Szetela & Xie, Peijun, 2024. "Digital sparks for a greener future: Unleashing the potential of information and communication technologies in green energy transition," Renewable Energy, Elsevier, vol. 221(C).
  65. Huang, Anzhong & Guo, Meiwen & Dai, Luote & Mirza, Aboubakar & Ali, Sajid, 2024. "Budgeting for a greener future: Asymmetric nexus between nuclear energy technology budgets and CO2 emissions," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
  66. Bertsatos, Georgios & Tsounis, Nicholas & Agiomirgianakis, George, 2024. "Handling asymmetries in the trade balance," Research in Economics, Elsevier, vol. 78(1), pages 1-13.
  67. Cai, Charlie X. & McGuinness, Paul B. & Zhang, Qi, 2011. "The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2123-2136, August.
  68. Cheng, Ya & Sinha, Avik & Ghosh, Vinit & Sengupta, Tuhin & Luo, Huawei, 2021. "Carbon Tax and Energy Innovation at Crossroads of Carbon Neutrality: Designing a Sustainable Decarbonization Policy," MPRA Paper 108185, University Library of Munich, Germany, revised 2021.
  69. Lee, Chi-Chuan & Lee, Chien-Chiang, 2023. "International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets," Journal of Asian Economics, Elsevier, vol. 84(C).
  70. Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Rong, Li, 2021. "Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach," Research in International Business and Finance, Elsevier, vol. 58(C).
  71. Luqman, Muhammad & Antonakakis, Nikolaos, 2021. "Guns better than butter in Pakistan? The dilemma of military expenditure, human development, and economic growth," Technological Forecasting and Social Change, Elsevier, vol. 173(C).
  72. Sharif, Arshian & Shahbaz, Muhammad & Hille, Erik, 2019. "The Transportation-growth nexus in USA: Fresh insights from pre-post global crisis period," Transportation Research Part A: Policy and Practice, Elsevier, vol. 121(C), pages 108-121.
  73. Abbas, Shujaat & Saqib, Najia & Mohammed, Kamel Si & Sahore, Nidhi & Shahzad, Umer, 2024. "Pathways towards carbon neutrality in low carbon cities: The role of green patents, R&D and energy use for carbon emissions," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
  74. Agbeyegbe, Terence D., 2015. "An inverted U-shaped crude oil price return-implied volatility relationship," Review of Financial Economics, Elsevier, vol. 27(C), pages 28-45.
  75. Zaighum, Isma & Aman, Ameenullah & Sharif, Arshian & Suleman, Muhammad Tahir, 2021. "Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach," Resources Policy, Elsevier, vol. 72(C).
  76. Yu, Jinna & Saydaliev, Hayot Berk & Liu, Zhen & Nazar, Raima & Ali, Sajid, 2022. "The asymmetric nexus of solar energy and environmental quality: Evidence from Top-10 solar energy-consuming countries," Energy, Elsevier, vol. 247(C).
  77. Honda, Toshio, 2013. "Nonparametric LAD cointegrating regression," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.
  78. Nusair, Salah A. & Olson, Dennis, 2019. "The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis," Energy Economics, Elsevier, vol. 78(C), pages 44-63.
  79. Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2013. "Testing for Autocorrelation in Quantile Regression Models," Working papers 2013rwp-54, Yonsei University, Yonsei Economics Research Institute.
  80. Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi, 2021. "Oil price shocks, geopolitical risks, and green bond market dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  81. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2015. "Identifying Asymmetries between Socially Responsible and Conventional Investments," Working Papers 201537, University of Pretoria, Department of Economics.
  82. Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Papers 2301.06631, arXiv.org.
  83. Serttas, Fatma Ozgu, 2010. "Essays on infinite-variance stable errors and robust estimation procedures," ISU General Staff Papers 201001010800002742, Iowa State University, Department of Economics.
  84. Tomiwa Sunday Adebayo, 2024. "Exploring the heterogeneous impact of technological innovation on income inequality: Formulating the SDG policies for the BRICS-T economies," Energy & Environment, , vol. 35(4), pages 1773-1792, June.
  85. Mishra, Shekhar & Sharif, Arshian & Khuntia, Sashikanta & Meo, Muhammad Saeed & Rehman Khan, Syed Abdul, 2019. "Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach," Resources Policy, Elsevier, vol. 62(C), pages 292-304.
  86. Troster, Victor & Shahbaz, Muhammad & Uddin, Gazi Salah, 2018. "Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis," Energy Economics, Elsevier, vol. 70(C), pages 440-452.
  87. Sahar Afshan & Arshian Sharif & Abdelmohsen A. Nassani & Muhammad M. Q. Abro & Rubeena Batool & Khalid Zaman, 2021. "The role of information and communication technology (internet penetration) on Asian stock market efficiency: Evidence from quantile‐on‐quantile cointegration and causality approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2307-2324, April.
  88. Sinha, Avik & Tiwari, Sunil & Saha, Tanaya, 2024. "Modeling the behavior of renewable energy market: Understanding the moderation of climate risk factors," Energy Economics, Elsevier, vol. 130(C).
  89. Andisheh Saliminezhad & Pejman Bahramian, 2021. "The role of financial stress in the economic activity: Fresh evidence from a Granger‐causality in quantiles analysis for the UK and Germany," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1670-1680, April.
  90. Chien-Chiang Lee & Chi-Chuan Lee & Chun-Ping Chang, 2015. "Globalization, Economic Growth and Institutional Development in China," Global Economic Review, Taylor & Francis Journals, vol. 44(1), pages 31-63, March.
  91. Jahanger, Atif & Zubair Chishti, Muhammad & Chukwuma Onwe, Joshua & Awan, Ashar, 2022. "How far renewable energy and globalization are useful to mitigate the environment in Mexico? Application of QARDL and spectral causality analysis," Renewable Energy, Elsevier, vol. 201(P1), pages 514-525.
  92. Bechir Raggad & Elie Bouri, 2023. "Quantile Dependence between Crude Oil Returns and Implied Volatility: Evidence from Parametric and Nonparametric Tests," Mathematics, MDPI, vol. 11(3), pages 1-23, January.
  93. Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin, 2023. "Recent developments of the autoregressive distributed lag modelling framework," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 7-32, February.
  94. Haiqi Li Author-Name-First: Haiqi & Jing Zhang & Chaowen Zheng, 2023. "Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression," Economics Discussion Papers em-dp2023-07, Department of Economics, University of Reading.
  95. Marilena Furno, 2021. "Cointegration tests at the quantiles," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1087-1100, January.
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  97. Maruotti, Antonello & Petrella, Lea & Sposito, Luca, 2021. "Hidden semi-Markov-switching quantile regression for time series," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
  98. Mishra, Brajesh & Ghosh, Sajal & Kanjilal, Kakali, 2023. "Policies to reduce India's crude oil import dependence amidst clean energy transition," Energy Policy, Elsevier, vol. 183(C).
  99. Lee, Dong Jin & Kim, Tae-Hwan & Mizen, Paul, 2021. "Impulse response analysis in conditional quantile models with an application to monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
  100. Bakhsh, Satar & Zhang, Wei & Ali, Kishwar & Anas, Muhammad, 2024. "Transition towards environmental sustainability through financial inclusion, and digitalization in China: Evidence from novel quantile-on-quantile regression and wavelet coherence approach," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
  101. Bilgin, Mehmet Huseyin & Gogolin, Fabian & Lau, Marco Chi Keung & Vigne, Samuel A., 2018. "Time-variation in the relationship between white precious metals and inflation: A cross-country analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 55-70.
  102. Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo, 2015. "Local Unit Root and Inflationary Inertia in Brazil," Working Papers Series 406, Central Bank of Brazil, Research Department.
  103. Yan, Han, 2024. "How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China," Resources Policy, Elsevier, vol. 90(C).
  104. Mustafa Kocoglu, 2023. "Drivers of inflation in Turkey: a new Keynesian Phillips curve perspective," Economic Change and Restructuring, Springer, vol. 56(4), pages 2825-2853, August.
  105. Lee, Chi-Chuan & Lee, Chien-Chiang, 2020. "Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS," Economic Modelling, Elsevier, vol. 92(C), pages 207-215.
  106. Wan, Lihong & Nazar, Raima & Ali, Sajid & Anser, Muhammad Khalid, 2024. "Environmental consequences of trade-induced uncertainty: Evidence from econometric estimation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
  107. Lee, Chien-Chiang & Zeng, Jhih-Hong, 2011. "Revisiting the relationship between spot and futures oil prices: Evidence from quantile cointegrating regression," Energy Economics, Elsevier, vol. 33(5), pages 924-935, September.
  108. Luqman, Muhammad & Mugheri, Adil & Ahmad, Najid & Soytas, Ugur, 2023. "Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices," Resources Policy, Elsevier, vol. 86(PA).
  109. Liu, Yanbo & Phillips, Peter C.B., 2023. "Robust inference with stochastic local unit root regressors in predictive regressions," Journal of Econometrics, Elsevier, vol. 235(2), pages 563-591.
  110. Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Hkiri, Besma & Hamed Al Yahyaee, Khamis, 2019. "Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach," Finance Research Letters, Elsevier, vol. 29(C), pages 101-110.
  111. Tillaguango, Brayan & Hossain, Mohammad Razib & Cuesta, Lizeth & Ahmad, Munir & Alvarado, Rafael & Murshed, Muntasir & Rehman, Abdul & Işık, Cem, 2024. "Impact of oil price, economic globalization, and inflation on economic output: Evidence from Latin American oil-producing countries using the quantile-on-quantile approach," Energy, Elsevier, vol. 302(C).
  112. Bonga-Bonga, Lumengo, 2023. "Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look," MPRA Paper 119196, University Library of Munich, Germany.
  113. Tomiwa Sunday Adebayo & Seyi Saint Akadiri & Joshua Sunday Riti & Ada Tony Odu, 2023. "Interaction among geopolitical risk, trade openness, economic growth, carbon emissions and Its implication on climate change in india," Energy & Environment, , vol. 34(5), pages 1305-1326, August.
  114. Apergis, Nicholas, 2016. "Environmental Kuznets curves: New evidence on both panel and country-level CO2 emissions," Energy Economics, Elsevier, vol. 54(C), pages 263-271.
  115. Bosupeng, Mpho, 2016. "On The Fisher Effect: A Review," MPRA Paper 77916, University Library of Munich, Germany, revised 2016.
  116. Chang, Chun-Ping & Lee, Chien-Chiang & Hsieh, Meng-Chi, 2015. "Does globalization promote real output? Evidence from quantile cointegration regression," Economic Modelling, Elsevier, vol. 44(C), pages 25-36.
  117. Sinha, Avik & Mishra, Shekhar & Sharif, Arshian & Yarovaya, Larisa, 2021. "Does Green Financing help to improve the Environmental & Social Responsibility? Designing SDG framework through Advanced Quantile modelling," MPRA Paper 108150, University Library of Munich, Germany, revised 2021.
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