.... Predrag Mimović can be contacted at: mimovicp@kg.ac.rs 26 01 2026 19 02 2026 21 02 2026 23 02 2026 25 02 2026 © Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Circular economy Waste management efficiency SBM-DEA ARDL...

... approach including three cointegration tests, ARDL technique and Breitung–Candelon causality tests. The results indicate long-run cointegration among the variables under study. Findings ARDL estimations reveal a negative effect of money supply on CO₂ procyclicality in the short run...

... lag (ARDL) model. This method is common in financial research and is particularly useful for analyzing how quickly the market reacts to changes in the economy or investor sentiment. By analyzing monthly dataset since 2011, we study the impact of social media sentiment on five major US stock indices...

... the risk of aggregation bias while capturing broader trends, this study examines the impact of aging on economic growth through the 15 largest global economies from 1991 to 2023. Both autoregressive distributed lag (ARDL) method and generalized method of moments (GMM) were employed for analysis...

... employ the Autoregressive Distributed Lag (ARDL) cointegration approach with UK time series data from 1970 to 2019. For robustness, a further analysis using panel data fixed effects estimation on a cross-country sample that also includes France and the USA is undertaken. We also use bootstrapping...

... study, Roach (2014) used a comprehensive list of US variables such as real GDP, manufacturing index, retail sales, and labour force and applied the autoregressive distributed lags (ARDL) model from 1997Q3 to 2013Q1. Findings from that paper suggest a weak procyclical relationship between US variables...

... testing procedure, developed by Pesaran and Shin (1999) and Pesaran et al. (2001) for cointegration analysis, is the next step. The cointegrated vector is estimated within an ARDL which is the order of integration of the variables in the cointegration equation could be I(0...