Topic
Spillover effect
About: Spillover effect is a research topic. Over the lifetime, 7869 publications have been published within this topic receiving 167367 citations.
Papers published on a yearly basis
Papers
More filters
•
TL;DR: In this article, the authors investigated volatility spillover effects across agricultural input prices, agricultural output prices and retail food prices using the technique of generalized autoregressive conditional heteroscedastic (GARCH) models.
Abstract: This paper investigates volatility spillover effects across agricultural input prices, agricultural output prices and retail food prices using the technique of Generalised Autoregressive Conditional Heteroscedastic (GARCH) models. The empirical findings show that the volatility of both agricultural input and retail food prices exerts significant, positive spillover effects on the volatility of agricultural output prices. Moreover, the volatility of agricultural output prices has a significant, positive impact on its own volatility. Agricultural output prices are shown to be more volatile than agricultural input and retail food prices.
69 citations
••
TL;DR: In this article, the influence of country size and remoteness on the sources of growth and nature of the growth process in industrializing countries was investigated in the context of a model of disequilibrium growth which allows for technological spillover between sectors and between countries.
68 citations
••
TL;DR: Findings have clear policy implications: the government should be gradually reducing the labor-based FDI inflow or increasing stringency of environmental regulation in order to reduce or eliminate the negative spillover effect of the Labor- based FDI.
Abstract: This study examines the spillover effects of foreign direct investment (FDI) on green technology progress rate (as measured by the green total factor productivity). The analysis utilizes two measures of FDI, labor-based FDI and capital-based FDI, and separately investigates four sets of industry classifications—high/low discharge regulation and high/low emission standard regulation. The results indicate that in the low discharge regulation and low emission standard regulation industry, labor-based FDI has a significant negative spillover effect, and capital-based FDI has a significant positive spillover effect. However, in the high-intensity environmental regulation industry, the negative influence of labor-based FDI is completely restrained, and capital-based FDI continues to play a significant positive green technological spillover effects. These findings have clear policy implications: the government should be gradually reducing the labor-based FDI inflow or increasing stringency of environmental regulation in order to reduce or eliminate the negative spillover effect of the labor-based FDI.
68 citations
••
TL;DR: In this article, the effects of cooperative R&D in two vertically related duopolies, which are two final-good manufacturers and two input suppliers, with horizontal and vertical spillovers, were analyzed.
68 citations
••
TL;DR: In this article, the authors examined the asymmetric connectedness among green bonds and commodities in time and frequency domain using the spillover frameworks of Diebold and Yilmaz (2014) and Barunik and Křehlik (2018).
68 citations