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001-es BibID:

BIBFORM089347

035-os BibID:

(WoS)000593271800001 (Scopus)85096476418

Első szerző:

Cím:

US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling / Muhammad Asif Khan, Masood Ahmed, József Popp, Judit Oláh

Dátum:

2020

ISSN:

2227-7390

Megjegyzések:

Since the introduction of the measure of economic policy uncertainty, businesses, policymakers, and academic scholars closely monitor its momentum due to expected economic implications. The US is the world's top-ranked equity market by size, and prior literature on policy uncertainty and stock prices for the US is conflicting. In this study, we reexamine the policy uncertainty and stock price nexus from the US perspective, using a novel dynamically simulated autoregressive distributed lag setting introduced in 2018, which appears superior to traditional models. The empirical findings document a negative response of stock prices to 10% positive/negative shock in policy uncertainty in the short-run, while in the long-run, an increase in policy uncertainty by 10% reduces the stock prices, which increases in response to a decrease with the same magnitude. Moreover, we empirically identified two significant thresholds: (1) policy score of 4.89 (original score 132.39), which negatively explain stock prices with high magnitude, and (2) policy score 4.48 (original score 87.98), which explains stock prices negatively with a relatively low magnitude, and interestingly, policy changes below the second threshold become irrelevant to explain stock prices in the United States. It is worth noting that all indices are not equally exposed to unfavorable policy changes. The overall findings are robust to the alternative measures of policy uncertainty and stock prices and o er useful policy input. The limitations of the study and future line of research are also highlighted. All in all, the policy uncertainty is an indicator that shall remain ever-important due to its nature and implication on the various sectors of the economy (the equity market in particular).
Khan, Asif Muhammad (1976-) (közgazdász): US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling : Reprinted from: Mathematics 2020, 8, 2073, doi:10.3390/math8112073

Tárgyszavak:

Társadalomtudományok Gazdálkodás- és szervezéstudományok idegen nyelvű folyóiratközlemény külföldi lapban
folyóiratcikk

Megjelenés:

Mathematics. - 8 : 11 (2020), p. 1-20. -

További szerzők:

Ahmed, Masood Popp József (1955-) (közgazdász) Oláh Judit (1973-) (agrárközgazdász, logisztika)

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001-es BibID:	BIBFORM096577
035-os BibID:	(cikkazonosító)2398 (WoS)000707863600001 (Scopus)85115926835
Első szerző:	Kovács Sándor (matematika tanár)
Cím:	Global Food Security, Economic and Health Risk Assessment of the COVID-19 Epidemic / Sándor Kovács, Mohammad Fazle Rabbi, Domicián Máté
Dátum:	2021
ISSN:	2227-7390
Megjegyzések:	This study addresses the complexity of global pandemic (COVID) exposures and explores how sustainable development relates to economic and health risks and food security. Multiple factor analysis (MFA) is applied to compute the links among blocks of variables, and results are validated by random sampling with bootstrapping, exhaustive and split-half techniques, and analysis of variance (ANOVA) to test the differences of the MFA factors within the different stages of competitiveness. Comparing the MFA factors suggests that higher competitiveness is correlated with better food security and natural resilience and the tremendous economic downturn; the most competitive countries have lower exposures to health risks. In addition, the risk of pandemics appears to be lower with well-established public health care (HC) system services and good health for the population. The study also underlines that the economic and health systems are unfortunately inadequate to deal with a crisis of this magnitude. Although the countries least affected by the epidemic are the most competitive, they cannot protect people and the economy effectively. Formulating appropriate global responses is a challenge, but the results may lead to more nuanced findings regarding treatment policies that can be addressed at the country level.
Tárgyszavak:	Társadalomtudományok Közgazdaságtudományok idegen nyelvű folyóiratközlemény külföldi lapban folyóiratcikk competitiveness economic risk food security health risk MFA method risk assessment sustainable development
Megjelenés:	Mathematics. - 9 : 19 (2021), p. 1-16. -
További szerzők:	Rabbi, Mohammad Fazle (1985-) (közgazdász) Máté Domicián (1976-) (közgazdász, informatika tanár)
Pályázati támogatás:	Bolyai János Ösztöndíj Egyéb
Internet cím:	Szerző által megadott URL DOI Intézményi repozitóriumban (DEA) tárolt változat
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001-es BibID:	BIBFORM100362
035-os BibID:	(cikkazonosító)613 (WoS)000769116000001 (Scopus)85124956810
Első szerző:	Kovács Tünde Zita (közgazdász)
Cím:	Convergence and the Matthew Effect in the European Union Based on the DESI Index / Kovács Tünde Zita, Bittner Beáta, Huzsvai László, Nábrádi András
Dátum:	2022
ISSN:	2227-7390
Megjegyzések:	The European Commission (EC) has monitored Member States' digital progress through the Digital Economy and Society Index (DESI) since 2014. The DESI index currently ranks the EU Member States and monitors their progress based on four core and 33 individual indicators. We sought to determine whether convergence between the Member States could be detected using the DESI's annual databases. By examining the variation in the indices, we propose the existence of a so-called "Matthew effect", i.e., the "rich get richer" syndrome among the 27 EU Member States. We also hypothesised that the COVID-19 pandemic would influence the change in the DESI. Issues investigated were those using bibliometric, statistical-mathematical methods. The ?-convergence analysis was used to estimate the reduction over time of the differences between the Member States, while the ?-convergence analysis was used to estimate the rate of catching up with the initial level of development. A PCA analysis was performed to verify the Mathew effect with additional ?-variances considering real GDP per capita change. The ?-convergence was confirmed over the period 2016?2021. The ?-convergence was significantly confirmed, and the research also revealed that the half-life of catching up is approximately 20 years. The suggestion of a Matthew effect in the 2016?2021 period, although not significantly confirmed, tends to suggest its existence. The COVID-19 pandemic's impact on the value of the DESI index is likely to be affected, but future studies are needed to find support for this hypothesis. The study concludes that convergence between the EU-27 Member States can be detected based on the DESI, but this does not imply convergence for all four core DESI indicators.
Tárgyszavak:	Társadalomtudományok Gazdálkodás- és szervezéstudományok idegen nyelvű folyóiratközlemény külföldi lapban folyóiratcikk digital economy economic growth digital transformation rich get richer convergence
Megjelenés:	Mathematics. - 10 : 4 (2022), p. 1-23. -
További szerzők:	Bittner Beáta (1980-) (közgazdász) Huzsvai László (1961-) (talajerőgazdálkodási szakmérnök, agrármérnök) Nábrádi András (1956-) (közgazdász, agrárökonómus)
Pályázati támogatás:	EFOP-3.6.3-VEKOP-16-2017-00007 EFOP
Internet cím:	Szerző által megadott URL DOI Intézményi repozitóriumban (DEA) tárolt változat
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