Results 131 to 140 of about 603,802 (169)
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Credit, income, and causality: A contemporary co-integration analysis
European Journal of Operational Research, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Sources of Inflation in Egypt: A Multivariate Co-integration Analysis
Review of Middle East Economics and Finance, 2005The aim of this paper is to empirically investigate the sources of inflation in Egypt. For this, price dynamics is herein represented by a vector error-correction model, which we use to test for the existence of a long-run relationship between the consumer price index, real gross domestic product (GDP), the exchange rate, interest rate, money supply ...
M. I. T. El-Sakka, Khalifa H. Ghali
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Co-integration of RF Energy Harvesting
2013This chapter explores the possibilities for including an RF energy harvester with the previously presented TRX front-end. A fundamental problem that has to be resolved is the decoupling of the harvester from the TRX while using the same antenna. In the proposed architecture, the harvester is decoupled from the TX with an RF-switch that can be turned on
Jens Masuch, Manuel Delgado-Restituto
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Energy consumption and GDP in Turkey: Is there a co‐integration relationship?
Energy Economics, 2007Energy consumption and GDP are expected to grow by 5.9% and 7% annually until 2025 in Turkey. This paper tries to unfold the linkage between energy consumption and GDP by undertaking a co-integration analysis for Turkey with annual data over the period 1970-2003. The analysis shows that energy consumption and GDP are co-integrated.
van Montfort, C.A.G.M., Lise, W.
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Option Pricing for Co-Integrated Assets
2002Many financial data series are known to be co-integrated. The implications of this for option valuation are studied in this article. Since co-integration is commonly considered in a discrete time context, here we take a GARCH option pricing approach. In the course of doing so, we present new theoretical results for a discrete time price process to be ...
Jin-Chuan Duan, Stanley R. Pliska
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Co‐integrating currencies and yield differentials
Review of Financial Economics, 2005AbstractThis study investigates the relationship between currencies and interest rates of different maturity horizons. The real exchange rate is found to depend both on short‐term real domestic and foreign interest rate difference and on long‐term real domestic and foreign interest rate difference. Co‐integrating regressions of contemporaneous currency
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Liquidity and Profitability: A Co-Integration Study
Review of Pacific Basin Financial Markets and Policies, 2018This paper examines the relationship between liquidity and profitability of the non-financial firms listed in Dhaka Stock Exchange (DSE) for the period of 1998–2013. Pedroni and Johansen co-integration results show that liquidity, profitability, firm size and long-term debt (LTD) have significant co-integration relationship in the long run.
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Canonical decomposition and co-integration
1994Cet article propose une modélisation de l'espace état de la cointégration. On généralise la notion de variables cointégrées en n'imposant aucune restriction sur l'ordre d'intégration. Nous développons la notion d'agrégation dynamique d'un système qui est en parfaite relation avec le modèle à correction d'erreur et le modèle à tendances communes.
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Benchmarking atlas-level data integration in single-cell genomics
Nature Methods, 2021Malte D Luecken +2 more
exaly
DEVELOPMENT OF INDIA:A CO-INTEGRATION ANALYSIS [PDF]
Romanian Economic and Business Review, 2010 The function of planning in a predominantly market-driven economy has to be symptomatic, co-coordinative and authoritarian. That provides the good reason for India’s Planning Commission to engage in preparing development plans for the economy periodically even after liberalisation.
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