Do government outlays crowd-out private consumption? Evidence from the European Union. [PDF]
PLoS OneBölükbaşı ÖF, Çolak O.
europepmc +1 more source
Cointegration versus Spurious Regression in Heterogeneous Panels [PDF]
We consider the issue of cross sectional aggregation in nonstationary, heterogeneous panels where each unit cointegrates. We first derive the asymptotic properties of the aggregate estimate, and a necessary and sufficient condition for cointegration to ...
Giovanni Urga, Lorenzo Trapani
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Does road safety cointegrate with socio-economic conditions in rich developing countries? [PDF]
PLoS OneAlfaki IA, Grivna M, El Sadig M.
europepmc +1 more source
THE EFFICIENCY OF FOREIGN EXCHANGE FUTURES MARKETS: EVIDENCE FROM COINTEGRATION TESTS
, 1998 Ahmad Sohrabian
openalex +1 more source
Budgetary and external imbalances relationship: a panel data diagnostic [PDF]
We assess the cointegration relationship between current account and budget balances, and effective real exchange rates, using recent bootstrap panel cointegration techniques and SUR methods.
Afonso, António, Rault, Christophe
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The dynamic effects of irrigated land allocation on wheat production in Ethiopia. [PDF]
Sci RepWassihun AN, Zhu Y, Duguma AL.
europepmc +1 more source
When the cure leaks: corruption, health spending, and health outcomes in Malawi. [PDF]
Front Public HealthYusufu EG, Bangara BC, Banda LG.
europepmc +1 more source
Modelling the US$/A$ Exchange Rate Using Cointegration Techniques
, 1996 Costas Karfakis, A.J. Phipps
openalex +1 more source
Testing Cointegration and Market Power in the American Crude Oil Industry
, 2013 Corti Eliab Paul Lakuma
openalex +2 more sources
Fractional integration and cointegration in stock prices and exchange rates [PDF]
This paper examines the relationships between the CAC40 index, the Dow Jones index and the Euro/USD exchange rate using daily data over the period 1999-2008.
Anne Peguin-Feissolle +3 more
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