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Editorial Introduction to the 40th Anniversary Special Issue

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We introduce this special issue, based on the proceedings of a conference held in the Department of Economics in the University of Oxford from 7 to 9 April 2025, organised to commemorate the 40th anniversary of cointegration. Following a setting of the scene and discussion of the motivation for the conference, the papers are summarised in ...
Anindya Banerjee, Sophocles Mavroeidis, Robert Taylor   +2 more
wiley   +1 more source

Intertemporal solvency of Turkey’s current account [PDF]

We test for sustainability of Turkey’s current account position between 1992 and 2007 using the intertemporal solvency model of Hakkio and Rush (1991) and Husted (1992).
Ayla Ogus, Niloufer Sohrabji
core  

How Regulation and Global Standing Shape Stock Market Co‐Movements: A G20 Panel Study

International Review of Finance, Volume 26, Issue 2, June 2026.
ABSTRACT Motivated by post‐2020 fragmentation and underexplored institutional‐geopolitical drivers, we examine how regulatory quality (RQ) and global power (GP) shape stock‐market co‐movements across 17 G20 economies. We estimate time‐varying correlations via ADCC‐GARCH, construct a scaled correlation index, and apply panel ARDL. We find that higher RQ
Sama Haddad, Rakesh Gupta, E. A. Selvanathan, Saroja Selvanathan, Tarlok Singh   +4 more
wiley   +1 more source

Causality between Exports and Economic Growth: Investigating Suitable Trade Policy for Pakistan [PDF]

Eurasian Journal of Business and Economics, 2012
This study investigates causal relationship between GDP and exports for the period of 1975 to 2010. The aim of this study is to check affectivity of export promotion policy adopted by Pakistan during 1990s.
Shujaat ABBAS
doaj  

AN ESTIMATION OF CHINESE RENMINBI EXCHANGE RATE IMPACT ON THE REAL EXPORTS OF INDONESIA TO THE US: IS THERE A J-CURVE?

Journal of Indonesian Applied Economics, 2016
This paper seeks whether a J-Curve exists on the impact of changes in the Chinese Renminbi (RMB) exchange rates on bilateral exports of Indonesia to the United States (US), particularly in the long run.
Diyah Putriani
doaj   +1 more source

An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application [PDF]

This paper presents likelihood analysis of the I(2) cointegrated vector autoregression with piecewise linear deterministic terms. Limiting behavior of the maximum likelihood estimators are derived, which is used to further derive the limiting ...
Anders Rahbek, Heino Bohn Nielsen, Takamitsu Kurita   +2 more
core  

Price Discovery in Bitcoin ETF Market

Financial Review, Volume 61, Issue 2, Page 435-449, May 2026.
ABSTRACT In this study, we explore price discovery across the following three Bitcoin markets: spot, futures, and exchange‐traded funds (ETFs). Employing the fractionally cointegrated vector autoregressive (FCVAR) model, we estimate price discovery in each market using minute‐level price data from October 19, 2021, the launch date of the first US ...
Kiana Kia, Bo Liu, Qian Li, Victor Song, Ke Xu   +4 more
wiley   +1 more source

An Analysis of Cointegration: Investigation of the Cost-Price Squeeze in Agriculture [PDF]

The differences in prices paid and prices received by farmers are examined using cointegration analysis. A Johansen cointegration test between prices paid and prices received revealed that the series were cointegrated.
Bryant, Henry L., Campiche, Jody L., Outlaw, Joe L., Richardson, James W.   +3 more
core   +1 more source

Permanent Revenue in an Energy‐Exporting Economy: A New Test for Fiscal Equilibrium

Review of Development Economics, Volume 30, Issue 2, Page 1102-1119, May 2026.
ABSTRACT Fiscal disequilibrium arises when permanent expenditures (PEXP) exceed permanent revenue (PREV), a frequent risk in energy‐exporting economies reliant on volatile windfall revenues. However, existing research lacks a clear measure of these concepts and an empirical test for fiscal equilibrium.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley   +1 more source

MACROECONOMIC DETERMINANTS OF MIGRATION: AN EMPIRICAL ANALYSIS FOR TURKIYE

Baltic Journal of Economic Studies
International migration is an increasingly widespread phenomenon of our age with macroeconomic determinants. There are many economic and non-economic forces behind the decision to migrate. This study estimates the impact of macroeconomic determinants on
Osman Cenk Kanca
doaj   +1 more source