The asymmetric effect of income and price changes on the consumption expenditures: evidence from G7 countries using nonlinear bounds testing approach

Wang, Xi; Chang, Bisharat Hussain; Uche, Emmanuel; Zhao, Qianli

doi:10.1007/s10258-022-00229-8

Cited by 13 publications

(3 citation statements)

References 25 publications

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“…This study's variables tested for cointegration are LNPE, TOR, FDI * TEC, FTO, LNY, LNACT, CDE, and FDI. Past studies like [ 16 , 17 ] also used the Kao and Pedroni tests and obtained the cointegration among the variables studied in emerging countries.…”

Section: Results Discussionmentioning

confidence: 99%

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Carbon emissions and the rising effect of trade openness and foreign direct investment: Evidence from a threshold regression model

Derindag,

Maydybura,

Kalra

et al. 2023

Heliyon

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Section: Results Discussionmentioning

confidence: 99%

“…[ 11 , 12 , 13 ] and [ 14 ] and the VECM approach by Refs. [ 15 , 16 , 17 ]. Due to the differences in the methodological approaches, selection of the variables, and countries, those studies provided different results.…”

Section: Introductionmentioning

confidence: 99%

Carbon emissions and the rising effect of trade openness and foreign direct investment: Evidence from a threshold regression model

Derindag,

Maydybura,

Kalra

et al. 2023

Heliyon

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“…Throughout the study time frame, the US dollar continuously exerted influence across the network, whereas the Japanese yen and the Euro alternated between affecting and being affected by shockwaves. Subsequent research by Wang et al (2024) and Gohar et al (2022c) supports these findings, highlighting the intricate dynamics of currency interconnectedness.…”

mentioning

confidence: 83%

Dynamic analysis of the relationship between exchange rates and oil prices: a comparison between oil exporting and oil importing countries

Chen,

Chang,

et al. 2024

Humanit Soc Sci Commun

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Addressing the interconnectedness of oil prices and foreign exchange rates poses a substantial challenge and raises significant questions within economic research. Existing studies reveal a fragmented understanding of the dynamics between these crucial variables, highlighting a need for deeper investigation. This study extends previous research by employing the time-varying parameter VAR extended joint connectedness model and using the baseline approach called the generalized connectedness approach. Our research findings indicate that exchange rates and crude oil prices exhibit pairwise and total connectedness, varying over time. Furthermore, this connectedness experiences substantial increases during severe crisis periods. We uncover that exchange rates and crude oil prices not only share a dynamic, pairwise, and total connectedness but these results are stronger for oil exporting countries. However, these methods yield inconsistent results for various countries. Moreover, there is compelling evidence that fluctuations in exchange rates and oil prices can cause bi-directional and time-dependent shocks.

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Exploring exchange rate sensitivity to crude oil futures: A study of selected global economies

Privara,

Gohar,

Alzoubi

et al. 2024

Int Econ Econ Policy

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The asymmetric effect of income and price changes on the consumption expenditures: evidence from G7 countries using nonlinear bounds testing approach

Cited by 13 publications

References 25 publications

Carbon emissions and the rising effect of trade openness and foreign direct investment: Evidence from a threshold regression model

Carbon emissions and the rising effect of trade openness and foreign direct investment: Evidence from a threshold regression model

Dynamic analysis of the relationship between exchange rates and oil prices: a comparison between oil exporting and oil importing countries

Exploring exchange rate sensitivity to crude oil futures: A study of selected global economies

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