Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models

Boswijk, H. Peter; Cavaliere, Giuseppe; Angelis, Luca De; Taylor, A. M. Robert

doi:10.1080/07474938.2023.2222633

Cited by 1 publication

(1 citation statement)

References 29 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Technological innovation and changes in production concepts are based on the development of labor relations. However, the interpretations of the changes in labor and capital that contribute to economic growth vary depending on the different stages of economic and social development [7].…”

Section: Variable Selectionmentioning

confidence: 99%

Analysis of the Long-run Linkage Effect between Pension Insurance and Economic Growth Based on VAR Modeling

Chen

2023

FBEM

View full text Add to dashboard Cite

This paper conducts an empirical analysis based on the VAR model to explore the mechanism of the long-term spillover effects of our country's pension insurance on economic growth. The study reveals that the implementation of the pension insurance system can stimulate consumption and savings among the elderly, thus promoting economic growth. Additionally, it encourages increased labor supply and fosters the accumulation of human capital, exerting a positive impact on economic growth. The equity and sustainability of pension insurance can improve income distribution and reduce wealth disparity, leading to a favorable impact on economic growth. Furthermore, the empirical analysis demonstrates the long-term spillover effects of pension insurance on economic growth, providing significant support for the sustainable development of the pension insurance system and economic growth. This holds considerable theoretical and practical value for formulating pension insurance policies and promoting sustainable economic development.

show abstract

Section: Variable Selectionmentioning

confidence: 99%

Analysis of the Long-run Linkage Effect between Pension Insurance and Economic Growth Based on VAR Modeling

Chen

2023

FBEM

View full text Add to dashboard Cite

show abstract

Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models

Cited by 1 publication

References 29 publications

Analysis of the Long-run Linkage Effect between Pension Insurance and Economic Growth Based on VAR Modeling

Analysis of the Long-run Linkage Effect between Pension Insurance and Economic Growth Based on VAR Modeling

Contact Info

Product

Resources

About