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Exogeneity, Cointegration, and Economic Policy Analysis [PDF]
International Finance Discussion Papers, 1998 This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general; and these concepts are then applied to the use of econometric models in policy analysis when the ...
Neil R. Ericsson +2 more
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Variations in male height during the epidemiological transition in Italy: A cointegration approach
Demographic Research, 2023 Background: The historical demography literature has a longstanding interest in establishing a connection between human body development and the living conditions experienced during infancy and childhood.
Francesca Tosi +2 more
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Land, 2023 Land use changes are an important factor contributing to the increasingly severe deterioration of the ecological environment. Therefore, regional analyses of land use and ecological risk should be developed for the restoration of ecological functions. In
Kai Guo +6 more
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On the determinants of data breaches: A cointegration analysis [PDF]
Decisions in Economics and Finance, 2020 AbstractCyber risks and particularly data breaches constitute one of the new frontiers of risk modeling for insurers across the world. We use the cointegration methodology to uncover the relation between data breaches and Bitcoin-related variables. We perform our analyses on two different datasets of data breaches. In both cases, we provide statistical
De Giovanni D., Leccadito A., Pirra M.
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Macroeconomic determinants of corporate failures. Evidence from Romania and Spain
Journal of Business Economics and Management, 2020 The purpose of this study is to investigate the reaction of the insolvency rate to the various shocks in the economies of Romania and Spain through a Structural Vector Autoregressive model.
Ion Anghel +2 more
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Explaining Cointegration Analysis: Part II [PDF]
The Energy Journal, 2001 We describe the concept of cointegration, its implications in modelling and forecasting, and discuss inference procedures appropriate in integrated-cointegrated vector autoregressive processes (VARs). Particular attention is paid to the properties of VARs, to the modelling of deterministic terms, and to the determination of the number of cointegration ...
Hendry, David F., Juselius, Katarina
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Imported Inflation and the Wage-Price Nexus in Poland
Gospodarka Narodowa. The Polish Journal of Economics, 2023 Quantitative analysis is an appropriate tool to disentangle the impact of various recent shocks on price inflation in Poland. This article presents an econometric macro-model of prices and wages in which the direct impact of supply shocks transmitted ...
Robert Kelm, Izabela Sobiech Pellegrini
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Royal Society Open Science, 2022 Electroencephalogram (EEG) is a popular tool for studying brain activity. Numerous statistical techniques exist to enhance understanding of the complex dynamics underlying the EEG recordings.
Marie Levakova +2 more
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BULGARIA'S FOREIGN TRADE AND ITS INFLUENCE ON ECONOMIC GROWTH [PDF]
Trakia Journal of Sciences, 2023 There is also a growing body of literature on the relationship between foreign trade and economic growth, but many of these studies need to include the import variable.
E. Genchev
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Determinants of Economic Growth: The Case of The United States of America
JDE (Journal of Developing Economies), 2022 The purpose of this article is to find long- and short-term determinants of U.S. economic growth over the period 1970-2016. By using cointegration analysis and vector error correction models, we compensated for many variables that were not previously ...
Sayef Bakari, Sofien Tiba
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