Results 251 to 260 of about 23,114,135 (294)
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, 2020
This study aims to inspect the impact of tourist’s arrivals, structural change, economic growth and energy use on carbon dioxide emissions in Pakistan over the period 1981–2017.
Wajahat Ali +5 more
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This study aims to inspect the impact of tourist’s arrivals, structural change, economic growth and energy use on carbon dioxide emissions in Pakistan over the period 1981–2017.
Wajahat Ali +5 more
semanticscholar +1 more source
Population ageing and FDI inflows in OECD countries: a dynamic panel cointegration analysis
, 2020Although population ageing has been of major socio-economic concern in industrialized economies, hardly any attempt has been made to study the direct effects of a declining population on FDI inflows in OECD countries based on panel cointegration analysis.
Rajarshi Mitra, M. Abedin
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Cointegration Analysis of Seasonal Time Series
Journal of Economic Surveys, 1998This paper reviews various recent approaches to cointegration analysis of seasonal time series. In addition to the usual decisions concerning data transformations and univariate time series properties, it is necessary to decide how seasonal variation is included in the multivariate model and how standard cointegration methods should accordingly be ...
Franses, Philip Hans, McAleer, Michael
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Cointegration analysis of the Fed model
Finance Research Letters, 2005The Fed Model assumes that, the equity earnings yield follows the bond yield in the long run. This effect can be used to predict changes in the equity prices when the yields are far apart. Our tests based on a cointegration analysis of the United States, United Kingdom and German data indicate that the Fed model has predictive power.
Matti Koivu +2 more
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BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
Econometric Theory, 2005Summary: A Bayesian reference analysis of the cointegrated vector autoregression is presented based on a new prior distribution. Among other properties, it is shown that this prior distribution distributes its probability mass uniformly over all cointegration spaces for a given cointegration rank and is invariant to the choice of normalizing variables ...
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Vertical price leadership: A cointegration analysis
Agribusiness, 2002AbstractHere we detail a method to test whether or not retailers allow suppliers to set the wholesale price not only on the basis of the costs faced by the suppliers but also on the basis of consumer demand. Using standard theory, long‐run price relationships between the stages in the channel are derived.
Kuiper, W.E., Meulenberg, M.T.G.
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Analysis of cointegrated VARMA processes
Journal of Econometrics, 1997zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lütkepohl, Helmut, Claessen, Holger
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Cointegration analysis using M estimators
Economics Letters, 2001zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Fisher Hypothesis Revisited: A Fractional Cointegration Analysis [PDF]
Emerging Markets Finance and Trade, 2006 This paper investigates the validity of the Fisher hypothesis using data from thirtythree developed and developing countries. Conventional cointegration tests do not provide strong evidence for a relation between nominal interest rates and inflation. Therefore, we use fractional cointegration analysis to test the long-run relationship between the two ...
Saadet Kirbas Kasman +2 more
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Spectral Analysis of Fractionally Cointegrated Systems
SSRN Electronic Journal, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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