Results 61 to 70 of about 25,351,427 (247)
Cointegration, exogeneity, and policy analysis: An overview [PDF]
Journal of Policy Modeling, 1991 This overview describes the concepts of cointegration and exogeneity, focusing on analytical structure, statistical inference, and implications for policy analysis. Examples help clarify the concepts. The remainder of the overview summarizes the articles in a special issue of the Journal of Policy Modeling entitled Cointegration, Exogeneity, and Policy
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Policy Implications and Risk Mitigation of Greenhouse Gas Management in the Renewable Energy Sector
RisksThe 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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Assessing the impact of military expenditures on economic growth: A case study of Azerbaijan [PDF]
Problems and Perspectives in ManagementAnalyzing 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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, 2018 This paper presents a cointegration-based method for condition monitoring of wind turbines. Analysis of cointegration residuals – obtained from cointegration process of wind turbine data – is used for operational condition monitoring and fault detection.
P. Dao
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Social Science Research Network, 2016 The aim of this article is to study the interdependence of military spending between US and a panel of European countries in the period 1988–2013. The empirical estimation is based on a: (1) unit root tests and a cointegration analysis and (2) fully ...
Raul Caruso, Marco Di Domizio
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A cointegration analysis of wine stock indexes
, 2018 How to cite this paper: Introvigne, S., Bacchiocchi, E., & Vandone, D. (2017).
Sabina Introvigne +2 more
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Fractional Cointegration Analysis of Securitized Real Estate [PDF]
SSRN Electronic Journal, 2009 This paper uses fractional cointegration analysis to examine whether long-run relations exist between securitized real estate returns and three sets of variables frequently used in the literature as the factors driving securitized real estate returns. That is, we examine whether such relationships are characterized by long memory (long-range dependence)
Serrano, Camilo, Hoesli, Martin
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US manufacturing imports from China and employment in the Mexican manufacturing sector
Cuadernos de Economía, 2016 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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Outlier robust cointegration analysis [PDF]
, 1995 Standard unit root tests and cointegration tests are sensitive to atypical events such as outliers and structural breaks. This paper uses outlier robust estimation techniques to reduce the impact of these events on cointegration analysis. As a byproduct of computing the robust estimator, we obtain weights for all observations in the sample.
Franses, Philip Hans, Lucas, André
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Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve [PDF]
We estimate a multivariate autoregressive fractionally-integrated moving-average (ARFIMA) model to illustrate a cointegration testing methodology based on joint estimates of the fractional orders of integration of a cointegrating vector and its parent ...
Michael Dueker, Richard Startz
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