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CO2 emissions, energy consumption and economic growth in BRIC countries
Hsiao-Tien Pao,Chung Ming Tsai +1 more
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In this article, the authors examined dynamic causal relationships between pollutant emissions, energy consumption and output for a panel of BRIC countries over the period 1971-2005, except for Russia (1990-2005).About:
This article is published in Energy Policy.The article was published on 2010-12-01. It has received 722 citations till now. The article focuses on the topics: Energy consumption & Energy conservation.read more
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Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia
TL;DR: In this article, the authors examined the linkages among economic growth, energy consumption, financial development, trade openness and CO2 emissions over the period of 1975Q1-2011Q4 in the case of Indonesia.
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Multivariate Granger causality between CO2 emissions, energy consumption, FDI (foreign direct investment) and GDP (gross domestic product): Evidence from a panel of BRIC (Brazil, Russian Federation, India, and China) countries
Hsiao-Tien Pao,Chung Ming Tsai +1 more
TL;DR: In this paper, the impact of economic growth and financial development on environmental degradation using a panel cointegration technique for the period between 1980 and 2007, except for Russia (1992-2007).
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How economic growth, renewable electricity and natural resources contribute to CO2 emissions?
TL;DR: This article explored the relationship between economic growth and CO2 emissions in the so-called European Union 5 (EU-5) countries (Germany, France, Italy, Spain, and the United Kingdom) for the 1985-2016 period.
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Testing Environmental Kuznets Curve hypothesis in Asian countries
Nicholas Apergis,Ilhan Ozturk +1 more
TL;DR: In this article, the authors focused on how both income and policies in these countries affect the income-emissions (environment) relationship and found that an inverted U-shape association between emissions and income per capita, yielding empirical support to the presence of an Environmental Kuznet Curve hypothesis.
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Investigating the environmental Kuznets curve hypothesis in Vietnam
TL;DR: In this article, the authors investigated the existence of the environmental Kuznets curve (EKC) hypothesis in Vietnam during the period 1981-2011 and established a pollution model by applying the Autoregressive Distributed Lag (ARDL) methodology.
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Journal ArticleDOI
Co-integration and Error Correction: Representation, Estimation and Testing
TL;DR: The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and empirical examples.
Journal ArticleDOI
Testing for a Unit Root in Time Series Regression
TL;DR: In this article, the authors proposed new tests for detecting the presence of a unit root in quite general time series models, which accommodate models with a fitted drift and a time trend so that they may be used to discriminate between unit root nonstationarity and stationarity about a deterministic trend.
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Testing for unit roots in heterogeneous panels
TL;DR: In this article, a unit root test for dynamic heterogeneous panels based on the mean of individual unit root statistics is proposed, which converges in probability to a standard normal variate sequentially with T (the time series dimension) →∞, followed by N (the cross sectional dimension)→∞.
Journal ArticleDOI
Maximum likelihood estimation and inference on cointegration — with applications to the demand for money
Søren Johansen,Katarina Juselius +1 more
TL;DR: In this paper, the estimation and testing of long-run relations in economic modeling are addressed, starting with a vector autoregressive (VAR) model, the hypothesis of cointegration is formulated as a hypothesis of reduced rank of the long run impact matrix.
Journal ArticleDOI
Unit root tests in panel data: asymptotic and finite-sample properties
TL;DR: In this article, the authors consider pooling cross-section time series data for testing the unit root hypothesis, and they show that the power of the panel-based unit root test is dramatically higher, compared to performing a separate unit-root test for each individual time series.
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