2024
DOI: 10.1016/j.resourpol.2023.104317
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Testing natural resource curse hypothesis amidst geopolitical risk: Global evidence using novel Fourier augmented ARDL approach

Qasim Raza Syed,
Farah Durani,
Khalid M. Kisswani
et al.
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Cited by 20 publications
(2 citation statements)
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“…Structural breaks and alterations tend to manifest as shifts in spectral density functions towards lower frequencies. In this vein, this study leverages the Fourier-Augmented Distributed Lag co-integration test, an approach introduced by Syed et al [151] and Zaghdoudi et al [152], to ascertain co-integration relationships among the time-series variables under consideration. The innovative Fourier-ADL method, which integrates considerations of time, structural integrity, and unanticipated structural breaks, serves as the analytical tool for detecting the presence of co-integration.…”
Section: Modelmentioning
confidence: 99%
“…Structural breaks and alterations tend to manifest as shifts in spectral density functions towards lower frequencies. In this vein, this study leverages the Fourier-Augmented Distributed Lag co-integration test, an approach introduced by Syed et al [151] and Zaghdoudi et al [152], to ascertain co-integration relationships among the time-series variables under consideration. The innovative Fourier-ADL method, which integrates considerations of time, structural integrity, and unanticipated structural breaks, serves as the analytical tool for detecting the presence of co-integration.…”
Section: Modelmentioning
confidence: 99%
“…In this study, we use the Pesaran, ( 2004) to diagnose CSD. Both tests detect this issue under the null hypothesis of "cross-sectional independence," (Ahmed et al, 2022;Syed et al, 2024).…”
Section: Cross Sectional Dependency Testmentioning
confidence: 99%