Results 271 to 280 of about 603,240 (292)

Co-integration constraint and forecasting: An empirical examination

Journal of Applied Econometrics, 1996
Does co-integration help long-term forecasts? In this paper, we use simulation, real data sets, and multi-step-ahead post-sample forecasts to study this question. Based on the square root of the trace of forecasting error-covariance matrix, we found that for simulated data imposing the ‘correct’ unit-root constraints implied by co-integration does ...
Lin, Jin-Lung, Tsay, Ruey S
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Co‐Integration in Systems of Equations

1993
AbstractCo‐integration in systems of equations is analysed. Linear co‐integrated systems are expressed in error‐correction form and maximum likelihood estimation and inference for co‐integrating vectors are discussed, focusing on the approach proposed by Johansen (1988).
Anindya Banerjee, Juan J. Dolado, John W. Galbraith, David F. Hendry   +3 more
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Co-integration of RF Energy Harvesting

2013
This 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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CO‐INTEGRATING VAR MODELS AND ECONOMIC POLICY

Journal of Economic Surveys, 2012
AbstractThis paper surveys some relevant contributions to the economic literature on co‐integrating vector autoregressive (VAR) models [vector error correction mechanisms (VECMs)], emphasizing their usefulness for economic policy. It further discusses some theoretical aspects that are necessary for a complete understanding of their potential.
Francesco Carlucci, Francesco Montaruli
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Assessing European stock markets (co)integration

Economics Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Are saving and investment co-integrated?

Economics Letters, 1988
Abstract The observation of a strong positive correlation between national saving and domestic investment rates calls into question the assumption of highly-mobile international capital. I re-examine the question of a high correlation by considering the time-series relationship between national saving and domestic investment rates in the U.S., using ...
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A Silicon Co-Integrated Light Source Module

IEEE Photonics Technology Letters, 2017
A room temperature silicon co-integrated light source module was realized by using a selective area metal bonding method, which is able to evanescently couple the light from InGaAsP multi-quantum well laser diodes into silicon waveguide. The module consists of a four-wavelength InGaAsP-Si hybrid laser array and a $4\times1$ silicon multimode ...
Xing Dai, Chaoyang Ge, Mengke Li, ZhaoSong Li, Zhibo Li, Xuliang Zhou, Weixi Chen, Guangzhao Ran, Hongyan Yu, Jiaoqing Pan   +9 more
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Revolutionizing Bullion Co-Integration Adaptability Approach

This study examines the relationship between the US and Indian prices of gold and silver. The purpose of the study is to examine the relationship between gold prices of US and India and the relationship between silver prices of US and India by using the data from 2009 to 2019.
Rohit Sood, Karan Jindal
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Bayesian Analysis of Co-Integrated Time Series

1992
Co-integration models have attained considerable interest over the past few years for modeling multivariate economic time series. One of the basic ideas behind these models is the reduction of non-stationary I (1) components of a vector AR process to a linear combination which is a stationary AR process.
Klaus Felsenstein, Klaus Pötzelberger, Wolfgang Polasek   +2 more
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Canonical decomposition and co-integration

1994
Cet 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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