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Listing, delisting, and financial norms: a quantile decomposition of firm balance sheets
In this paper, we show that the churning generated by listing and delisting is a key mechanism for disseminating new financial norms regarding cash...
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Public debt dynamics and fiscal sustainability in selected North African countries: new evidence from recurrent explosive behavior tests and quantile unit root analysis
In the aftermath of the COVID-19 pandemic crisis, government debt has surged to unprecedented levels in most countries, including those of North...
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Interest Rate Volatility and Economic Growth in Nigeria: New Insight from the Quantile Autoregressive Distributed Lag (QARDL) Model
This is a study on interest rate volatility, a crucial form of volatility which affects local and foreign investments in the real and financial...
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Quantile regression approach for measuring production inefficiency with empirical application to the primary production sector for the **njiang Production and Construction Corps in China
We propose a new method to measure production inefficiency by estimating the target and production technology of individual units using quantile...
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Financial Development and Unemployment in MENA: Evidence from Heterogeneous Panel Causality and Quantile via Moment Regression
The high rate of unemployment is one of the socio-economic problems bedevilling the MENA region. Theoretical and empirical arguments remain divided...
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Measuring Income Elasticity of Healthcare-Seeking Behavior in India: A Conditional Quantile Regression Approach
The paper evaluates the differential effect of income on healthcare payments according to the extent of need by estimating the income elasticity of...
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Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis
This paper examines the asymmetric effects of changes in oil price and economic policy uncertainty (EPU) on the stock market returns of the G7...
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Polarization in Indian Education: An Ordinal Variable Approach
This paper aims to see the direction in which the polarization of education in India is changing over time. The study is based on the five latest...
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Modelling Simultaneous Relationships Between Human Development, Energy, and Environment: Fresh Evidence from Panel Quantile Regression
The present study attempts to analyse the relationship between the human development index, carbon dioxide, energy consumption, and economic growth....
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Quantile spectral analysis of long-memory processes
This study examines the problem of robust spectral analysis of long-memory processes. We investigate the possibility of using Laplace and quantile...
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Spatial heterogeneity of marginal willingness to pay for air quality in PM2.5: analysis of buyers’ housing price in Bei**g through hedonic price, spatial regression, and quantile regression models
Valuing air quality can help governments better evaluate the economic benefits of policies related to air pollution. However, many studies ignore...
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Modelling systemic risk using neural network quantile regression
We propose a novel approach to calibrate the conditional value-at-risk (CoVaR) of financial institutions based on neural network quantile regression....
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Race to Top or Race to Bottom Approach: Disaggregated Effect of Fiscal Decentralization and Its Implications for Consumption-Based Carbon Emissions
Fiscal decentralization is a growing area of research, particularly for reducing carbon emissions and promoting environmental sustainability....
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The shadow prices of CO2, SO2 and NOx for U.S. coal power industry 2010–2017: a convex quantile regression method
Evaluating shadow prices is critical in devising environmental regulatory policies for pollutants. Compared to traditional frontier estimation...
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Impact of macroprudential policy on economic growth in Indonesia: a growth-at-risk approach
Macroprudential policy yields important benefits in terms of preventing and mitigating systemic risk, but it can also have an impact on economic...
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Dynamic Connectedness Among Oil, Food Commodity, and Renewable Energy Markets: Novel Perspective from Quantile Dependence and Deep Learning
The spillover effect between multiple markets is crucial in influencing the volatility of energy and food commodity prices. In this study, a...
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The role of crude oil prices in the movement of the Indonesian rupiah: a quantile ARDL approach
The linkages between oil prices and exchange rates have been researched considerably. However, studies to date typically assume symmetric responses...
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Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series
This chapter presents a survey of some recent methods used in economics and finance to account for cyclical dependence and account for their...