This study investigates the relation and Granger causality among inflation, fiscal expenditure, energy consumption, economic growth, energy efficiency, renewable energy consumption, and environmental pollution in the G7 countries utilizing the PLSTRVAR model for 1975-2022. Our findings highlight the results that inflation and fiscal expenditure have impact on environmental pollution across different regimes. On the other hand, unlike some studies in the literature, it emphasizes that renewable energy consumption may have pollution-increasing effects on environmental pollution.
View Article and Find Full Text PDFThe cement industry is among the top three polluters among all industries and the examination of the nonlinear and cointegration dynamics between cement production and CO emissions has not been explored. Focusing on this research gap, the study employs a novel Markov-switching autoregressive distributed lag (MS-ARDL) model and its generalization to vector error correction, the MS-VARDL model, for regime-dependent causality testing. The new method allows the determination of nonlinear long-run and short-run relations, regime duration, and cement-induced-CO emission cycles in the USA for a historically long dataset covering 1900-2021.
View Article and Find Full Text PDFNonlinear Dynamics Psychol Life Sci
April 2022
This study was developed for two purposes. The first one is detection of the existence of chaotic structure and uncertainty behaviour of the total number of people infected with the COVID-19 outbreak, and the returns of precious metals and oil by using the Lyapunov exponent, Kolmogrov and Shannon entropy tests. The additional aim was to analyze the co-movement and contagion behavior among COVID-19 infected persons, returns of precious metals and oil for the period of between December 30, 2019 and October 26, 2020 by MSGARCH-copula and MSGARCH-multi-layer perceptron methods.
View Article and Find Full Text PDFRenewable energy is in the center for providing a sustainable energy future. Renewables are the key for overcoming the energy problems. This paper investigated the dynamic and causal relationship among renewable energy production, current account balance, energy imports, renewable energy consumption, and economic growth in the 1976-2019 period for G20 countries through panel Fourier bootstrapping ARDL model.
View Article and Find Full Text PDFEnviron Sci Pollut Res Int
June 2022
Although many variables that have adverse impacts on the sustainable environment are investigated from many aspects, some variables are missing. In this study, it will be simultaneously focused on the relation between refugees, governance, sustainable environment, economic growth, energy consumption, and supplementary explanatory variables, HDI, the trade deficit, and financial development, for Bangladesh, Ethiopia, Jordan, Lebanon, Pakistan, Sudan, and Uganda using the panel quantile autoregressive distributed lag (PQARDL) and causality methods for the 1996-2019 period. Long-run coefficients found by PQARDL method showed the evidence of the long-run relationship between the sustainable environment, refugee population, governance, economic growth, energy consumption, and explanatory variables.
View Article and Find Full Text PDFThis study investigated the existence of chaotic structure in voting behavior by considering non-economic and macroeconomic factors in Turkey during the period of 03.1986-01.2020.
View Article and Find Full Text PDFGovernance is one of the basic determinants of pollution levels through property rights, the effective judicial system, etc. it is accepted as that bad governance because of inefficient regulatory structures, government bureaucracy, weak law enforcement, etc. support environmental pollution.
View Article and Find Full Text PDFNonlinear Dynamics Psychol Life Sci
April 2021
The chaotic structure of air pollution, human health, the evidence of cointegration and causality between the air pollution, transportation, tourism, construction, and manufacturing industries and the evidence of cointegration and causality between the air pollution, transportation, tourism, construction, and manufacturing industries and mortality rate were explored for China, India, and Turkey in the period of 1975-2018 by using four different methods. Firstly, Lyapunov and Shannon tests were applied to determine chaotic dynamics. The maximum Lyapunov test, for the selected variables, found the evidence of chaotic dynamics.
View Article and Find Full Text PDFThe related literature reveal that the papers on environmental pollution do not sufficiently analyse the cement production which is an important determinant of air pollution and health problems by using econometric methods. To fill this gap, this paper aims to examine the relationship between cement production, air pollution, mortality rate, and economic growth by employing MS Bayesian Vector Autoregressive (MScBVAR) and Markov Switching Bayesian Granger causality (MScBGC) approaches from 1960 to 2017 for China, Brazil, India, Turkey and the USA. MSIA(2)-BVAR(1) model for China, MSIAH(2)-BVAR(3) models for India, MSIAH(3)-BVAR(2) for Brazil, and MSIAH(3)-BVAR(1) for Turkey, and MSIAH(2)-BVAR(2) for the USA were selected.
View Article and Find Full Text PDFNonlinear Dynamics Psychol Life Sci
July 2019
This article investigates the chaotic relationship among inflation rate, unemployment rate and oil prices over the period of January, 1974-October, 2018 in the USA. This study complements the previous studies on this subject. However, it differs from the existing literature in examination of inflation-unemployment trade-off by a neural network model in which oil prices are considered as an exogenous variable, and in analyzing the chaotic causality relation among the variables by Hristu-Varsakelis and Kyrtsou and Bai nonlinear causality tests.
View Article and Find Full Text PDFEnviron Sci Pollut Res Int
November 2018
The paper aims at evaluating the nonlinear and complex relations between CO emissions, economic development, and petrol prices to obtain new insights regarding the shape of the environmental Kuznets curve (EKC) in the USA and in the UK in addition to introducing a newly proposed nonlinear approach. Within this respect, the paper has three purposes: the first one is to combine the multilayer perceptron neural networks (MLP) with Markov-switching vector autoregressive (MS-VAR) type nonlinear models to obtain the MS-VAR-MLP model. The second is to utilize one of the largest datasets in the literature covering the 1871-2016 period, a long span of data starting from the late eighteenth century.
View Article and Find Full Text PDFEnviron Sci Pollut Res Int
May 2018
It was aimed to test the relation among the greenhouse gases emissions, economic growth, biofuels consumption, and militarization in G7 countries during the 1985-2015 period by Pedroni 1995 and panel Johansen tests and two long-run estimators-dynamic OLS and fully modified OLS. Long-run estimators found that economic growth and militarization have statistically significant positive impact on CO emission of G7 countries. Furthermore, the panel causality tests were applied: Dumitrescu and Hurlin (Econ Model 29(4):1450-1460, 2012) and panel Granger causality.
View Article and Find Full Text PDFThe study aims to combine the autoregressive distributed lag (ARDL) cointegration framework with smooth transition autoregressive (STAR)-type nonlinear econometric models for causal inference. Further, the proposed STAR distributed lag (STARDL) models offer new insights in terms of modeling nonlinearity in the long- and short-run relations between analyzed variables. The STARDL method allows modeling and testing nonlinearity in the short-run and long-run parameters or both in the short- and long-run relations.
View Article and Find Full Text PDFEnviron Sci Pollut Res Int
February 2017
This paper examines the long-run and the causal relationship among CO emissions, militarization, economic growth, and energy consumption for USA for the period 1960-2013. Using the bound test approach to cointegration, a short-run as well as a long-run relationship among the variables with a positive and a statistically significant relationship between CO emissions and militarization was found. To determine the causal link, MWALD and Rao's F tests were applied.
View Article and Find Full Text PDFScientificWorldJournal
June 2015
The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes. The second purpose of the study is to augment the MS-GARCH type models with artificial neural networks to benefit from the universal approximation properties to achieve improved forecasting accuracy.
View Article and Find Full Text PDFIn this study, development experiences toward economic development are investigated to provide an alternative analysis of economic development, human capital, and genetic inheritance in the light of consanguineous marriages. The countries analyzed in the study are discussed in accordance with consanguineous marriage practices and classified by their per capita gross domestic product (GDP) growth. A broad range of countries are analyzed in the study.
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