Financial Repression and Agricultural Growth: The Case of Islamic Republic of Iran (1962-2007) [PDF]
پژوهشهای اقتصادی, 2013 There have been few studies working on effects of financial repression policies on Iran’s economic growth. Considering the huge share of agricultural sector, we have been trying to fill this gap by the help of time series data from 1962 to 2007 on ...
Sanaz Mansouri +2 more
doaj
Pitfalls in testing for long run relationships [PDF]
, 1998 This paper analyzes the robustness of the two most commonly used cointegration tests: the single equation based test of Engle and Granger (EG) and the system based test of Johansen.
Gonzalo, Jesús, Lee, Tae-Hwy
core +5 more sources
FDI and Economic Growth in EU13 Countries: Cointegration and Causality Tests
Journal of Competitiveness, 2020 Foreign direct investments are seen as a prerequisite for gaining and maintaining competitiveness. The research objective of this study is to examine the relationship between foreign direct investment (FDI) and economic growth in “new” European Union ...
Vlatka Bilas
doaj +1 more source
Efficiency of Agricultural Investment and its Role in Economic Development in Egypt [PDF]
New Valley Journal of Agricultural Science, 2023 This research aims to study the standards of agricultural investment efficiency in Egypt, as well as estimate the economic growth function by studying the relationship between GDP and both government and private agricultural investment. This will be done
Gamal Kamel, Ahmed Mohamed, Moataz Eliw
doaj +1 more source
Is There Any Sectoral Cointegration in Indonesia Equity Market?
International Research Journal of Business Studies, 2018 This research analyzes short and medium-run cointegration relationship among 9 sectoral indices in Indonesia equity market (JCI), using 2012-2016 weekly closing prices as the data.
Aileen Clarissa Surya, Gabriella Natasha
doaj +1 more source
Rank Tests for Nonlinear Cointegration [PDF]
Journal of Business & Economic Statistics, 2001 A test procedure based on ranks is suggested to test for nonlinear cointegration. For two (or more) time series it is assumed that monotonic transformations exist such that the normalized series can asymptotically be represented as Wiener processes. Rank-test procedures based on the difference between the sequences of ranks are suggested.
openaire +3 more sources
The sustainability of current account in the presence of endogenous multiple structural breaks: Evidence from developed and developing countries [PDF]
Panoeconomicus, 2016 The purpose of this study is to test for the sustainability of current account in 18 developed and 10 developing countries. The stability of the relationship between export (inflows) and import (outflows) is assessed using the tests proposed by ...
Dülger Fikret
doaj +1 more source
Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests [PDF]
, 2006 In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Aparicio, Felipe M. +2 more
core +3 more sources
Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Empirical Economics, 2022 AbstractCointegrating polynomial regressions (CPRs), i.e., regressions that include deterministic terms, integrated processes and powers of integrated processes as explanatory variables and stationary errors, have become prominent in several fields of applications, e.g., in the analysis of environmental Kuznets curves.
openaire +2 more sources
Semi-nonparametric cointegration testing [PDF]
Journal of Econometrics, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Boswijk, H.P., Lucas, A.
openaire +7 more sources