Cointegration Analysis-Causality Testing and Wagner's Law The Case of Turkey, 1950-1990 [PDF]
This paper investigates statistically the existence of a long-run relationship between public expenditure and GNP (Wagner’s Law) using data for Turkey over the period 1950-1990.
Safa Demirbas
core
Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model [PDF]
Examine the integration between U.S. and Mexican cantaloupe and watermelon prices using cointegration and error correction model approach. Cointegration analysis shows significant post-2002 improvement in market integration, particularly in the speed at ...
Rosson, C. Parr, III +2 more
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Dynamic cointegration and relevant vector machine: the relationship between gold and silver [PDF]
We use the Relevant Vector Machine, a technique of supervised learning introduced by Tipping (2001), to conduct a dynamic cointegration analysis on the time series of the price of gold and silver over the period 1971-2004.
Isabella Procidano +2 more
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The induced innovation test (co-integration analysis) of Iranian agriculture
Agricultural Economics (AGRICECON), 2009 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
doaj +1 more source
Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share [PDF]
This paper tests for cointegration between regional output of an industry and national output of the same industry. An equilibrium economic theory is presented to argue for the plausibility of cointegration, however, regional economic forecasting using ...
N. Edward Coulson +2 more
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The Present Value Model, Farmland Prices and Structural Breaks [PDF]
We review the constant discount rate present value model of farmland prices using non-stationary panel data analysis. We use panel unit root and cointegration analysis to test if the present value model holds for a sample of 31 U.S.
Erickson, Kenneth W. +2 more
core +1 more source
Gold and silver as safe havens: A fractional integration and cointegration analysis. [PDF]
PLoS One, 2023 Caporale GM, Gil-Alana LA.
europepmc +1 more source
Tests for cointegration in panels with regime shifts [PDF]
In the paper we extend Gregory and Hansen’s (1996)ADF, Za, Zt cointegration tests to panel data, using the method proposed in Maddala and Wu (1999). We test the null hypothesis of no cointegration for all the units in the panel against the alternative ...
Luciano Gutierrez
core
A meta analytic approach to testing for panel cointegration [PDF]
We propose new tests for panel cointegration by extending the panel unit root of Choi [2001] and Maddala and Wu [1999] to the panel cointegration case. The tests are flexible, intuitively appealing and relatively easy to compute.
Hanck, Christoph
core
Inflation and price discovery in advanced economies
Journal of Applied EconomicsWhile 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
doaj +1 more source