Cointegrations in house price dynamics and ageing population risks.
PLoS ONEHow does the riskiness of an ageing population change with house price dynamics of rural areas? Why do rural house prices increase faster than cities despite their ageing populations?
William M Cheung
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Comparative Economic Research, 2023 The article shows the relationships between the COVID and non‑COVID deaths during the first year of the pandemic, compared with the stringency of restrictions imposed and the compulsory spending on healthcare.
Agata Kliber +1 more
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The causal relationship between current account and financial account balance in Western Balkan countries: The case of Serbia [PDF]
Bankarstvo, 2020 The Western Balkans (WB) countries registered an increase in the current account (CA) deficit and net capital inflow in the period before the outbreak of the global financial crisis of 2008. The external debt of these countries has increased.
Kovačević Radovan
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FRACTIONAL COINTEGRATION ANALYSIS OF STOCK MARKET AND EXCHANGE RATES: THE CASE OF TURKEY [PDF]
Financial Studies, 2016 The fluctuations and responses between the exchange rate and the stock market has been a topic of interest for both policy makers and market participants for a long time.
Deniz ERER, Elif ERER, Tuna Can GÜLEÇ
doaj
Bayesian Conditional Cointegration [PDF]
, 2012 Cointegration is an important topic for time-series, and describes a relationship between two series in which a linear combination is stationary. Classically, the test for cointegration is based on a two stage process in which first the linear relation ...
Barber, David, Bracegirdle, Chris
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Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
Aviation Demand and Economic Growth in the Czech Republic: Cointegration Estimation and Causality Analysis [PDF]
Statistika: Statistics and Economy Journal, 2014 The main purpose of the paper is to empirically examine the aviation-led growth hypothesis for the Czech Republic by testing causality between aviation and economic growth.
Bilal Mehmood, Amna Shahid
doaj
Price Bubble in the Iranian Housing Market Based on the Structural Model of Housing Price Determination [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2016 During two last decades, Iranians have faced with a wide and substantial increase in housing prices, especially in great metropolitans such as Tehran, Mashhad, Isfahan and Shiraz.
Javad Abedini +2 more
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Testing the foreign aid-led growth hypothesis in West Africa [PDF]
, 2013 This paper assesses the foreign aid-led growth hypothesis in a panel of West African countries using panel cointegration techniques ( Pendroni Residual Cointegration Test, Error Correction Model, Johansen Fisher Panel Cointegration Test) and then on a ...
Manty Jones, Yakama
core
Instrumental Variable Interpretation of Cointegration with Inference Results for Fractional Cointegration [PDF]
, 2002 In this paper we propose an alternative characterization of the central notion of cointegration, exploiting the relationship between the autocovariance and the cross-covariance functions of the series.
Aparicio, Felipe M. +2 more
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