A panel cointegration analysis of linkages between international trade and tourism: case of India and South Asian Association for Regional Cooperation (SAARC) countries. [PDF]
Qual Quant, 2023 Azmi SN, Khan T, Azmi W, Azhar N.
europepmc +1 more source
DEMOGRAPHIC TRANSITION IN EUROPE [PDF]
Using panel cointegration analysis, we show that a cointegration relationship exists among fertility choice, infant mortality, real wages and real per capita output.
Evangelia Papapetrou +1 more
core
3-Step Analysis of Public Finances Sustainability: the Case of the European Union [PDF]
We use a 3-step analysis to assess the sustainability of public finances in the EU27. Firstly, we perform the SURADF specific panel unit root test to investigate the meanreverting behaviour of general government expenditure and revenue ratios.
António Afonso, Christophe Rault
core +3 more sources
The effects of environmental tax on Ecological Footprint and Carbon dioxide emissions: a nonlinear cointegration analysis on Turkey. [PDF]
Environ Sci Pollut Res Int, 2022 Telatar OM, Birinci N.
europepmc +1 more source
Cointegration Analysis: An International Enterprise.. [PDF]
Cointegration analysis is truly an international enterprise, with researchers from most continents and major countries participating. You will, of course, recognize that the very word is Danish, in the same sense as menu is English.
Hendry, David F
core +1 more source
Combined Use of Cointegration Analysis and Robust Outlier Statistics to Improve Damage Detection in Real-World Structures. [PDF]
Sensors (Basel), 2022 Turrisi S, Zappa E, Cigada A.
europepmc +1 more source
The Properties of Cointegration Tests in Models with Structural Change [PDF]
In this paper we examine, by means of Monte Carlo simulation, the properties of several cointegration tests when long run parameters are subject to structural changes.
Luis F. Martins, Vasco J. Gabriel
core
On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis. [PDF]
Resour Policy, 2022 Bejaoui A, Mgadmi N, Moussa W.
europepmc +1 more source
Health Care Expenditures in OECD Countries: A Panel Unit Root and Cointegration Analysis [PDF]
This paper examines the linkationship between health care expenditures and gdp for 21 oecd countries using panel cointegration techniques. the analysis accounts for the fact that health care expenditures are not solely driven by income, but also by ...
Dreger, C., Reimers, H.E.
core
Fractional Integration and Cointegration in US Financial Time Series Data [PDF]
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Guglielmo Maria Caporale +1 more
core +3 more sources