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Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient [PDF]
Econometrics, 2019 We consider cointegration tests in the situation where the cointegration rank is deficient. This situation is of interest in finite sample analysis and in relation to recent work on identification robust cointegration inference.
David H. Bernstein, Bent Nielsen
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Frontiers in Public Health, 2023 Obesity has considerably increased since 1980 and become a global epidemic. Obesity-related health problems and the negative social and economic implications of obesity have led international institutions and countries to combat it.
Gamze Sart +3 more
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Türkiye’de Enflasyonun Belirleyicilerinin VAR Yöntemi İle Analizi (2008-2019)
İzmir İktisat Dergisi, 2021 Çalışmanın amacı Türkiye için enflasyonun 2008 sonrası belirleyicilerini araştırmaktır. Değişkenler arasındaki ilişkiyi saptamak için 2008:1-2019:12 dönemini kapsayan aylık veriler zaman serisi analizi ile test edilmektedir.
Ali Çelik
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Numerically stable cointegration analysis [PDF]
Computational Statistics & Data Analysis, 2002 The authors discuss the cointegration in non-stationary time series and their statistical analysis using vector autoregression. Restricting on a reduced rank situation the analysis can be performed using maximum likelihood methods that require the solution of a generalized eigenproblem.
Jurgen, A. Doornik, O'Brien, R.J.
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Journal of Business Economics and Management, 2022 Entrepreneurship has become an important tool for job creation, economic growth, improvements in productivity and production, and innovation. Therefore, key country and individual-level factors driving entrepreneurship have been explored in the related ...
Yilmaz Bayar +3 more
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The Relationship Between Economic Growth and CO2 Emissions in EU Countries: A Cointegration Analysis
Frontiers in Environmental Science, 2022 This paper explores the dynamics of the relationship between economic growth and CO2 emissions in the 27 EU member states in a panel setting for the period 2000–2017.
Mihaela Onofrei +2 more
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Likelihood analysis of seasonal cointegration [PDF]
Journal of Econometrics, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Johansen, Søren, Schaumburg, Ernst
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Semiparametric fractional cointegration analysis [PDF]
Journal of Econometrics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
D Marinucci, Peter M Robinson
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The Analysis of the Impact of Depreciation on External Debt in Long Run: Evidence From Croatia [PDF]
Interdisciplinary Description of Complex Systems, 2018 The impact of exchange rate changes in small open economies has been a widely researched topic for decades. According to economic theory and relevant research, depreciation can have a positive impact on the economy through an increase in exports, and a ...
Irena Palić, Frane Banić, Laura Matić
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The Effect of Uncertains in European Economic Policies on the BIST 100 Index
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2021 Uncertainties are one of the factors affecting investors' investment decisions. In accordance with the wait-and-see policy, which is the best option for investors in an uncertain environment, investors can postpone their investment and consumption ...
Hakan Yıldırım, Saffet Akdağ
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