Results 21 to 30 of about 58,428 (305)
Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Empirical Economics, 2022 AbstractCointegrating polynomial regressions (CPRs), i.e., regressions that include deterministic terms, integrated processes and powers of integrated processes as explanatory variables and stationary errors, have become prominent in several fields of applications, e.g., in the analysis of environmental Kuznets curves.
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The Interrelation between Stock Prices and the Exchange Rate in Kazakhstan
Экономика: стратегия и практика, 2022 A strong economical link has arisen between stock markets and exchange rates as a consequence of increased capital flows between international financial markets.
G. Zh. Azretbergenova
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Sacrifice rate and labor precariousness in Mexico, 2005Q1-2019Q4
Cuadernos de Economía, 2022 Since 1998, the Mexican economy has clearly presented six disinflationary episodes. We estimate seven Phillips curves, to evaluate the social cost in terms of the sacrifice rate in GDP, unemployment rate and in the Rate of Critical Labor Conditions ...
Eduardo Loría, Raúl Cossio
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SSRN Electronic Journal, 2014 Cointegration analysis is used to estimate the long-run equilibrium relations between several time series. The coefficients of these long-run equilibrium relations are the cointegrating vectors. In this paper, we provide a sparse estimator of the cointegrating vectors.
Wilms, Ines, Croux, Christophe
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Internet Usage, Economic Growth and Electricity Consumption: The Case of EU-15
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2020 The purpose of this study is to examine the impacts of internet usage and economic growth on electricity consumption in EU-15 countries. In this study using panel cointegration test developed by Westerlund and Edgerton (2007), the existence of a ...
Mustafa Kırca, Ömer Akkuş
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Efficient posterior simulation in cointegration models with priors on the cointegration space [PDF]
, 2005 A message coming out of the recent Bayesian literature on cointegration is that it is important to elicit a prior on the space spanned by the cointegrating vectors (as opposed to a particular identied choice for these vectors). In this note, we discuss a
Leon-Gonzalez, Roberto +2 more
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Remote Sensing, 2022 This paper aims to both fit and predict crop biophysical variables with a SAR image series by performing a factorial experiment and estimating time series models using a combination of forecasts.
Ana E. Sipols +4 more
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Spatial Market Integration: A Case Study of the Polish–Czech Milk Market
Economies, 2022 Analyses of spatial market integration contributes to the knowledge about market efficiency and provides information to policymakers, as the spatial integration of markets contributes to competitiveness and economic development.
Monika Roman +1 more
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Universal Cointegration and Its Applications
iScience, 2019 Summary: Cointegration focuses on whether the long-term linear relationship between two or more time series is stationary even if this linear relationship does not exist or is not strong for the short term.
Chengyi Tu, Ying Fan, Jianing Fan
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Is There Any Sectoral Cointegration in Indonesia Equity Market?
International Research Journal of Business Studies, 2018 This research analyzes short and medium-run cointegration relationship among 9 sectoral indices in Indonesia equity market (JCI), using 2012-2016 weekly closing prices as the data.
Aileen Clarissa Surya, Gabriella Natasha
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