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Cointegration and Nonstationarity in the Context of Multiresolution Analysis
Cointegration has established itself as a powerful means of projecting out long-term trends from time-series data in the context of econometrics. Recent work by the current authors has further established that cointegration can be applied profitably in the context of structural health monitoring (SHM), where it is desirable to project out the effects ...
Worden, K. +5 more
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Software and services export, IT investment and GDP nexus in India [PDF]
Purpose – The purpose of this paper is to investigate both long-run and short-run dynamics among the software and services export, investment in information technology (IT) and GDP in India and to investigate the direction of the relationship among the ...
Manzoor Hassan Malik, Nirmala Velan
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Forecasting multivariate time series is difficult because such data often show non-stationarity, autocorrelation, and structural shifts. An added challenge is cointegration, where variables share hidden long-term synchronization trends even if they move ...
Vishwambhar Pathak +3 more
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Cointegration analysis with state space models [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Assessing the impact of military expenditures on economic growth: A case study of Azerbaijan [PDF]
Analyzing the connection between military expenditure and economic growth is interesting due to its policy implications, particularly in geopolitically strategic regions.
Ramil Hasanov +4 more
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Policy Implications and Risk Mitigation of Greenhouse Gas Management in the Renewable Energy Sector
The transition toward renewable energy systems offers significant opportunities to reduce greenhouse gas (GHG) emissions, while also introducing new challenges in risk management and policy design.
Bogdan Firtescu +3 more
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US manufacturing imports from China and employment in the Mexican manufacturing sector
Since 2001 the manufacturing sector of Mexico has experienced a reduced growth rate. This study estimates the impact of U.S. and Chinese industrial activity on the demand for labor in the manufacturing sector of Mexico.
Jorge Eduardo Mendoza Cota
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The induced innovation test (co-integration analysis) of Iranian agriculture
Technological change is a determinant index for agriculture that can lead to the productivity growth by either increasing the total output or increasing the usage of relatively cheap inputs and reducing the relatively expensive inputs.
F. Shirani Bidabadi, M. Hashemitabar
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Inflation and price discovery in advanced economies
While the recent global inflation appears to be under control, significant uncertainty remains surrounding the future potential of disinflationary trends and the renewal of inflationary pressure.
Hany Guirguis +2 more
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Pensions and Growth: A Cointegration Analysis [PDF]
This article investigates the long-term relationship between economic growth and old-age provision using time series analysis, particularly the techniques of cointegration. The neoclassical growth model by Solow (1956) provides atheoretical basis for the empirical analysis. The results are based onquarterly data from 1970 to 2013 for the US-economy. In
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