Natural resource development, economic policy uncertainty and urban residents\' consumption in China: a nonlinear ARDL and time-varying parameter vector autoregressive with stochastic volatility approach - 成果

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Natural resource development, economic policy uncertainty and urban residents' consumption in China: a nonlinear ARDL and time-varying parameter vector autoregressive with stochastic volatility approach

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作者信息关键词期刊信息基础信息归属信息摘要

成果类型：

期刊论文

作者：

Long, Tianxiang;Cui, Xiangying;Yan, Jiale;Isik, Cem;Pinzon, Stefania;...

通讯作者：

Isik, C

作者机构：

[Long, Tianxiang] Hunan City Univ, Coll Architecture & Urban Planning, Yiyang 413000, Peoples R China.

[Cui, Xiangying] Hong Kong Univ Sci & Technol, Hong Kong 999077, Peoples R China.

[Yan, Jiale] Irvine Valley Coll, Irvine, CA 92618 USA.

[Isik, Cem; Isik, C] Anadolu Univ, Fac Econ & Adm Sci, Dept Econ, Eskisehir, Turkiye.

[Isik, Cem; Irfan, Muhammad; Isik, C] Lebanese Amer Univ, Adnan Kassar Sch Business, Byblos, Lebanon.

通讯机构：

[Isik, C ] A

Anadolu Univ, Fac Econ & Adm Sci, Dept Econ, Eskisehir, Turkiye.

Lebanese Amer Univ, Adnan Kassar Sch Business, Byblos, Lebanon.

Azerbaijan State Univ Econ UNEC, Clin Econ, Istiqlaliyyat Str 6, Baku, Azerbaijan.

语种：

英文

关键词：

Economic policy uncertainty;Urban residents' consumption;Natural resource development;Asymmetry;Non-linearity

期刊：

Stochastic Environmental Research and Risk Assessment

ISSN：

1436-3240

年：

2024

DOI：

10.1007/s00477-024-02698-z

基金类别：

Anadolu University

机构署名：

本校为第一机构

摘要：

Increased risks of economic policy uncertainty and overexploitation of natural resources exist in China. At the same time, the growth rate of urban residents' consumption has generally declined. The paper analyses the role of economic policy uncertainty (EPU) and natural resource exploitation on the urban residents' consumption in China. Based on the data from the first quarter of 2002 to the third quarter of 2021, the paper uses a nonlinear autoregressive distributed lag model to verify the asymmetric effects. Then the paper constructs a time-varying parameter vector autoregressive model with...

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Natural resource development, economic policy uncertainty and urban residents' consumption in China: a nonlinear ARDL and time-varying parameter vector autoregressive with stochastic volatility approach

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