This paper first reviews the potential causality from biomass energy to CO 2 emissions and
economic development within relevant literature. Later, the paper examines statistically the …

This chapter reviews inference about large autoregressive or moving average roots in
univariate time series, and structural change in multivariate time series regression. The …

Despite the fact that Asian economies have experienced robust economic growth in recent
decades, rising pollution emissions have raised worries among policymakers about the long …

In all countries, the priority of policymakers is to reduce carbon emissions without reducing
economic growth performance. Progress in innovation is one of the main measures that can …

This paper applies the quantile Granger causality test, to explore whether the economic
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …

We develop a cointegrating nonlinear autoregressive distributed lag (NARDL) model in
which short-and long-run nonlinearities are introduced via positive and negative partial sum …

We develop a unit‐root test based on a simple variant of Gallant's (1981) flexible Fourier
form. The test relies on the fact that a series with several smooth structural breaks can often …

In this paper we examine the impact of oil price shocks on stock returns in 12 oil importing
European economies using Vector Autoregressive (VAR) and Vector Error Correction …

We propose a test of the null hypothesis that an observable series is stationary around a
deterministic trend. The series is expressed as the sum of deterministic trend, random walk …

Praise for the Fourth Edition" The book follows faithfully the style of the original edition. The
approach is heavily motivated by real-world time series, and by developing a complete …