The Role of Technology in the Impact of Non-Renewable Energy Consumption on Ecological Resilience: Application of Threshold Structural Vector Autoregression (TSVAR) Model
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Chien, FengSheng, 2022. "How renewable energy and non-renewable energy affect environmental excellence in N-11 economies?," Renewable Energy, Elsevier, vol. 196(C), pages 526-534.
- Bruce E. Hansen, 2000.
"Sample Splitting and Threshold Estimation,"
Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.
- Bruce E. Hansen, 1996. "Sample Splitting and Threshold Estimation," Boston College Working Papers in Economics 319., Boston College Department of Economics, revised 12 May 1998.
- Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Bootstrap Unit Root Tests For Time Series With Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 24(1), pages 43-71, February.
- Hansen, Bruce E, 1996.
"Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis,"
Econometrica, Econometric Society, vol. 64(2), pages 413-430, March.
- Hansen, B.E., 1991. "Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis," RCER Working Papers 296, University of Rochester - Center for Economic Research (RCER).
- Tom Doan, 2026. "HASBROUCKJOF1995: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995)," Statistical Software Components RTJ00043, Boston College Department of Economics.
- Tom Doan, 2025. "RATS programs to replicate Hansen's threshold estimation and testing results," Statistical Software Components RTZ00091, Boston College Department of Economics.
- Tom Doan, 2025. "TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect," Statistical Software Components RTS00209, Boston College Department of Economics.
- Isaac Appiah-Otoo & Alex O. Acheampong & Na Song & Xudong Chen, 2023. "The impact of information and communication technology (ICT) on carbon dioxide emissions: Evidence from heterogeneous ICT countries," Energy & Environment, , vol. 34(8), pages 3080-3102, December.
- Kilian, Lutz, 2006. "NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005," Econometric Theory, Cambridge University Press, vol. 22(5), pages 961-967, October.
- Lee, Chien-Chiang & He, Zhi-Wen & Xiao, Fu, 2022. "How does information and communication technology affect renewable energy technology innovation? International evidence," Renewable Energy, Elsevier, vol. 200(C), pages 546-557.
- Lee, Chien-Chiang & Yuan, Zihao & Wang, Qiaoru, 2022. "How does information and communication technology affect energy security? International evidence," Energy Economics, Elsevier, vol. 109(C).
- Bilgehan Tekin, 2024. "The catalyzing role of financial inclusion in decoding environmental challenges and fostering a sustainable future in BRICS‐T," Economics and Politics, Wiley Blackwell, vol. 36(3), pages 1572-1603, November.
- Karlsson, Sune, 2013.
"Forecasting with Bayesian Vector Autoregression,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897,
Elsevier.
- Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
- Nathan S. Balke, 2000.
"Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks,"
The Review of Economics and Statistics, MIT Press, vol. 82(2), pages 344-349, May.
- Tom Doan, 2025. "BALKE_RESTAT2000: RATS program to replicate Balke(2000)'s threshold VAR," Statistical Software Components RTZ00193, Boston College Department of Economics.
- Adeoluwa Akande & Pedro Cabral & Sven Casteleyn, 2019. "Assessing the Gap between Technology and the Environmental Sustainability of European Cities," Information Systems Frontiers, Springer, vol. 21(3), pages 581-604, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tena, Juan de Dios & Tremayne, A.R., 2009.
"Modelling monetary transmission in UK manufacturing industry,"
Economic Modelling, Elsevier, vol. 26(5), pages 1053-1066, September.
- Tena Horrillo, Juan de Dios & Tremayne, A. R., 2006. "Modelling monetary transmission in UK manufacturing industry," DES - Working Papers. Statistics and Econometrics. WS ws062911, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Julius Loermann, 2018. "The Impact of CHF/EUR Exchange Rate Uncertainty on Swiss Exports to the Eurozone: Evidence from a Threshold VAR," FIW Working Paper series 189, FIW, revised Feb 2019.
- Galyna Grynkiv & Lars Stentoft, 2018. "Stationary Threshold Vector Autoregressive Models," JRFM, MDPI, vol. 11(3), pages 1-23, August.
- Alessio Anzuini & Francesca Brusa, 2016. "Carry trades and exchange rate volatility: a TVAR approach," Temi di discussione (Economic working papers) 1046, Bank of Italy, Economic Research and International Relations Area.
- Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016. "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 548-574.
- Donayre Luiggi & Eo Yunjong & Morley James, 2018.
"Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
- Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014. "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples," Working Papers 2014-04, University of Sydney, School of Economics.
- Zhang, Xinmin & Wang, Miao & Zang, Hong, 2025. "Renewable energy technology innovation, climate risk, and carbon emission reduction: A cross-country analysis," Renewable Energy, Elsevier, vol. 240(C).
- Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010.
"Testing for co-integration in vector autoregressions with non-stationary volatility,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 7-24, September.
- Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2007. "Testing for co-integration in vector autoregressions with non-stationary volatility," Discussion Papers 07/02, University of Nottingham, Granger Centre for Time Series Econometrics.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," CREATES Research Papers 2008-50, Department of Economics and Business Economics, Aarhus University.
- Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," Discussion Papers 08-34, University of Copenhagen. Department of Economics.
- Peter Martey Addo, 2014. "Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input," Papers 1407.7738, arXiv.org.
- Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2009. "Co-integration rank tests under conditional heteroskedasticity," Discussion Papers 09/02, University of Nottingham, Granger Centre for Time Series Econometrics.
- Avom, Désiré & Ngounou, Borice Augustin, 2025. "Bright cities and intelligences: Can access to ICTs sustainably reduce energy poverty in Africa?," Energy Policy, Elsevier, vol. 202(C).
- Jesús Gonzalo & Jean-Yves Pitarakis, 2013.
"Estimation and inference in threshold type regime switching models,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 8, pages 189-205,
Edward Elgar Publishing.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2012. "Estimation and inference in threshold type regime switching models," UC3M Working papers. Economics we1204, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Ge Li & Da Gao & Xiao Xia Shi, 2024. "How does information and communication technology affect carbon efficiency? Evidence at China's city level," Energy & Environment, , vol. 35(8), pages 4272-4293, December.
- Meryem Türel & Ayhan Orhan, 2022. "Asymmetries in Exchange Rate Pass-through in Turkey: A Threshold VAR Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2022(3-4), pages 276-295.
- Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
- Baum, Anja & Koester, Gerrit B., 2011. "The impact of fiscal policy on economic activity over the business cycle - evidence from a threshold VAR analysis," Discussion Paper Series 1: Economic Studies 2011,03, Deutsche Bundesbank.
- Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010.
"Cointegration Rank Testing Under Conditional Heteroskedasticity,"
Econometric Theory, Cambridge University Press, vol. 26(6), pages 1719-1760, December.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, Department of Economics and Business Economics, Aarhus University.
- Andrey Sinyakov, 2013. "Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian)," Quantile, Quantile, issue 11, pages 91-106, December.
- Burke, William J. & Myers, Robert J., 2014. "Spatial equilibrium and price transmission between Southern African maize markets connected by informal trade," Food Policy, Elsevier, vol. 49(P1), pages 59-70.
- Chiu, Chien-Liang & Chang, Ting-Huan, 2009. "What proportion of renewable energy supplies is needed to initially mitigate CO2 emissions in OECD member countries?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 13(6-7), pages 1669-1674, August.
More about this item
Keywords
; ; ; ;JEL classification:
- Q35 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Hydrocarbon Resources
- Q50 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2026-01-05 (Energy Economics)
- NEP-ENV-2026-01-05 (Environmental Economics)
- NEP-ICT-2026-01-05 (Information and Communication Technologies)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:126834. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/pra/mprapa/126834.html