Search
Search Results
-
Innovation and Sales Growth Among Heterogeneous Albanian Firms: A Quantile Approach
This study contributes to the stream of research that critically questions the relationship between innovation and firm’s growth performance. Using...
-
Calorie decomposition by gender, caste, and religion in India: an entitlement approach
This study investigates the existence of a calorie gap (CG) within gender, caste, and religion groups utilising an entitlement framework. We employed...
-
The extreme spillover from climate policy uncertainty to the Chinese sector stock market: wavelet time-varying approach
This study investigates the extreme return connectedness between five major Chinese stock prices and climate uncertainty between March 2010 and June...
-
Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression
Granger causality analysis emerges as a typical method for inferring causal interactions in economics variables. Yet the traditional pairwise...
-
Tourism-led growth asymmetries in Greece: evidence from quantile regression analysis
The paper provides fresh empirical evidence on the tourism-growth relationship for Greece over the period 1977Q1-2020Q2. We find that the long-run...
-
Impact of asset size on performance and outreach using panel quantile regression with non-additive fixed effects
This study focuses on the impact of asset size on financial performance and outreach. More specifically, we determine whether an increase in asset...
-
The impact of air pollution on birthweight: evidence from grouped quantile regression
Estimates of the average effect of pollution on birthweight might not provide a complete picture if more vulnerable infants are disproportionately...
-
A note on the estimation of competition-productivity nexus: a panel quantile approach
We study the impact of product market competition on total factor productivity in 462 US manufacturing sectors for the period 1958–2009 through the...
-
Vector quantile regression and optimal transport, from theory to numerics
In this paper, we first revisit the Koenker and Bassett variational approach to (univariate) quantile regression, emphasizing its link with latent...
-
Fast algorithms for the quantile regression process
The widespread use of quantile regression methods depends crucially on the existence of fast algorithms. Despite numerous algorithmic improvements,...
-
Heterogeneity in food expenditure among US families: evidence from longitudinal quantile regression
Empirical studies on food expenditure are largely based on cross-section data and for a few studies based on longitudinal (or panel) data the focus...
-
Dynamics of extreme spillovers across European sustainability markets
This study examines the asymmetric spillovers, quantile connectedness, and dynamic inter-dependence structures among the leading European Dow Jones...
-
Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
The aim of this study is to examine the extreme return spillovers among the US stock market sectors in the light of the COVID-19 outbreak. To this...
-
The dynamics and volatility of prices in multiple markets: a quantile approach
This paper presents an econometric investigation of price dynamics and volatility in multiple markets. The econometric approach relies on a quantile...
-
Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach
The US Federal Reserve has been using quantitative easing as an unconventional monetary policy tool for providing liquidity and credit-market...
-
Cross-sectional Quantile Regression
In this chapter, we illustrate the classical problem of quantile regression for cross-sectional data. We develop one practical exercise using R. We...
-
Quantile Regression Methods
In the last half-century, the evaluation of social and labor market policies has been usually limited to conditional mean effects and average...
-
The role of domestic and foreign economic uncertainties in determining the foreign exchange rates: an extended monetary approach
This study extends the monetary model of the exchange rate by incorporating news-based domestic and US economic policy uncertainties (EPUs). We...
-
Quantile Regression: A Methodological Overview
In this chapter, the main methodological concepts related to quantile regression are described. We provide the definition of conditional and...
-
Novel Approaches in Quantile Regression
In this chapter, we describe three recent lines of research in quantile regression, the first one is rather an extension of nonparametric regression...