Results 91 to 100 of about 60,696 (265)
International Journal of Management Studies, 2004 There has been intense debate between outward-oriented and inward-oriented trade strategies to foster industrialisation and hence economic growth. This has prompted considerable number of studies on the export-led growth (ELG) hypothesis.
Ghin Yin Leow
doaj
Seasonal adjustment and cointegration [PDF]
We examine the effects of seasonal adjustment filters on the size and power of ADF and PP residual-based cointegration tests via a Monte Carlo and an empirical application.
Jesus Otero, Jeremy Smith
core
Industry Signals and the Dynamics of Stock Market Predictability
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate whether industry portfolios contain information that forecasts aggregate stock market returns. Earlier research reports evidence of their usefulness as predictors, yet later studies find weaker and unstable effects. Using updated U.S.
Michael Ellington +2 more
wiley +1 more source
Omitted variables in cointegration analysis
, 2003 This paper investigates the effects of the omission of relevant variables from the statistical model on cointegration analysis, proposed by Johansen (1988, 1991).
Pashourtidou, Nicoletta
core +1 more source
Health Care Expenditures in OECD Countries: A Panel Unit Root and Cointegration Analysis [PDF]
This paper examines the linkationship between health care expenditures and gdp for 21 oecd countries using panel cointegration techniques. the analysis accounts for the fact that health care expenditures are not solely driven by income, but also by ...
Dreger, C., Reimers, H.E.
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International Studies of Economics, EarlyView.Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley +1 more source
Cointegration and long-horizon forecasting [PDF]
It is widely believed that imposing cointegration on a forecasting system, if cointegration is, in fact, present, will improve long-horizon forecasts.
Francis X. Diebold +1 more
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International Studies of Economics, EarlyView.ABSTRACT South Africa's macroeconomic environment continues to be shaped by persistent structural imbalances, including high unemployment, inflationary pressures, and exchange rate fluctuations, all of which have important implications for the country's long‐term economic performance.
Thakhani Tshibalanganda +1 more
wiley +1 more source
Price and Income Elasticities of Russian Exports [PDF]
The European Journal of Comparative Economics, 2004 The paper gauges export demand elasticities for Russia using an Error Correction technique within a cointegration framework. An extended version of the Imperfect Substitutes Model has been implemented to estimate the sensitivity of Russian exports ...
Bernardina Algieri
doaj
MONTE CARLO EVIDENCE ON COINTEGRATION AND CAUSATION [PDF]
The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR
Zapata, Hector O., Rambaldi, Alicia N.
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