Results 111 to 120 of about 25,351,427 (247)

Nacimientos y necesidades de vivienda en España. Un análisis de causalidad

Rect@, 2013
The study analyzes the relationship between the housing market and births in Spain (January 1986- December 2009).The process of analysis follows traditional patterns in time series studies. An error correction model is specified.
Díaz Fernández, Montserrat, Llorente Marrón, Mar   +1 more
doaj  

Domestic Financial Investment, Resource-Backed Capital Flows, and Economic Growth in Niger: An ARDL Approach

Resources
Using the Autoregressive Distributed Lag (ARDL) model cointegration framework, this paper examines the long- and short-run impact of domestic financial investment and natural resource rents on economic growth in Niger within the period 1990–2021.
Nesrine Gafsi
doaj   +1 more source

Unit roots and cointegration in panels [PDF]

This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T), and the cross section dimension (N) are relatively large.
Breitung, Jörg, Pesaran, Mohammad Hashem   +1 more
core  

Omitted variables in cointegration analysis [PDF]

, 2003
This paper investigates the effects of the omission of relevant variables from the statistical model on cointegration analysis, proposed by Johansen (1988, 1991). We show that underspecification of the statistical model leads to either failure in detecting cointegration or underestimation of the cointegrating rank.
openaire   +2 more sources

An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application [PDF]

This paper presents likelihood analysis of the I(2) cointegrated vector autoregression with piecewise linear deterministic terms. Limiting behavior of the maximum likelihood estimators are derived, which is used to further derive the limiting ...
Anders Rahbek, Heino Bohn Nielsen, Takamitsu Kurita   +2 more
core  

Informational inefficiency of the Brazilian stockmarket [PDF]

Employing both cointegration analysis and a variety of Granger causality tests, we examine whether the Brazilian stockmarket is efficient in processing new information about public macroeconomic data (semi-strong efficiency).
Da Silva, Sergio, Guttler, Caio, Meurer, Roberto   +2 more
core   +1 more source

Is the Fisher Effect Nonlinear? Some Evidence for Spain, 1963-2002 [PDF]

In this paper we examine the role of nonlinearities in the relationship between nominal interest rates and inflation, in order to shed some additional light on the mostly unfavorable evidence on the presence of a full Fisher effect.
Carmen Díaz Roldán, Vicente Esteve, Óscar Bajo Rubio   +2 more
core  

Residual-based tests for cointegration and multiple regime shifts [PDF]

In this paper we examine the properties of several cointegration tests when long run parameters are subject to multiple shifts, resorting to Monte Carlo methods.
Martin Sola, Vasco J. Gabriel, Zacharias Psaradakis   +2 more
core  

The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach [PDF]

We analyzed the relationship between wages and productivity in 1990 - 2007 period in Turkey. At the first stage we followed the traditional unit root tests and apply the analysis followed by unit root test procedure proposed by Caner and Hansen (2001 ...
Alp, Aykaç, Bildirici, Melike
core  

What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic. [PDF]

We assess the sustainability of public finances in the EU15 over the period 1970-2006 using stationarity and cointegration analysis. Specifically, we use panel unit root tests of the first and second generation allowing in some cases for structural ...
António Afonso, Christophe Rault
core