Cointegration analysis of vulnerability index and standardised precipitation index in Mafeteng district, Lesotho. [PDF]
Jamba, 2017 Hlalele BM.
europepmc +1 more source
Long-term benefits from investing in international real estate [PDF]
This paper analyses long- and short-term co-movements between 14 international real estate stock markets based on bivariate testing for cointegration and correlation analysis.
Schindler, Felix
core
Spotting the Predictive Dynamics of Cyclically‐Adjusted Financial Ratios in the US Stock Market
Economic Notes, Volume 55, Issue 1, February 2026.ABSTRACT Predicting returns is a timeless and important economic topic. Fundamental analysts see identifying time‐varying predictive factors as a key goal in asset pricing. This paper provides strong evidence of time‐varying return predictability of the S&P 500 Index from 1929 to 2020, by proposing the construction of altered versions of the classical ...
Catherine Georgiou, Athanasios P. Fassas
wiley +1 more source
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION [PDF]
This paper re-examines the Cagan model of German hyperinflation during the 1920s under the twin hypotheses that the system contains variables that are I(2) and that a linear trend is required in the cointegrating relations. Using the recently developed I(
Dimitris Georgoutsos, George Kouretas
core
Shades of empire: Evidence from Swedish and Polish–Lithuanian partitions in the Baltics
The Economic History Review, Volume 79, Issue 1, Page 342-376, February 2026.Abstract In this study, we explore the long‐run effects of Swedish and Polish–Lithuanian imperial legacies in the Baltic region. Using a robust regression discontinuity design, we identify persistent differences in socio‐economic development across the South Livonia–Courland and the South Livonia–Lettgallia borders that emerged as a result of the ...
Theocharis N. Grigoriadis, Alise Vitola
wiley +1 more source
Retraction: Intersecting paths: Corporate and green innovation in Chinese firms-A panel cointegration analysis. [PDF]
PLoS OnePLOS One Editors.
europepmc +1 more source
Restoring Balance: The Intersection of Management and Fishing Sustainability in Indonesia
Fisheries Management and Ecology, Volume 33, Issue 1, Page 54-68, February 2026.ABSTRACT As the world's second‐largest fish producer, Indonesia plays a crucial role in global fishing. However, overfishing, habitat degradation, population growth, and container port traffic threaten the sustainability of the fishing industry. We examined the impacts of fishing, population growth, and container port traffic on Indonesia's fishing ...
Kirca Mustafa +3 more
wiley +1 more source
Correction: Intersecting paths: Corporate and green innovation in Chinese firms-A penal cointegration analysis. [PDF]
PLoS OneLiu Z, Hou D, Zahid RMA.
europepmc +1 more source
Modelling the Demand for Money in Pakistan [PDF]
The study estimates the dynamic demand for money (M2) function in Pakistan by employing cointegration analysis and error correction mechanism. The parameters of preferred model are found to be super-exogenous for the relevant class of interventions.
Qayyum, Abdul
core +1 more source