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Investigation of the Relationship between Technology Indices on Selected Stock Markets Using Johansen Cointegration Test

open access: yesBulletin of Economic Theory and Analysis
New technological products and methods not only have the potential to increase efficiency but also force business processes to change. Globalization has increased the speed of development and dissemination of current technologies, and their impact has deepened.
openaire   +1 more source

Canadian Money Demand Functions Cointegration¨CRank Stability [PDF]

open access: yes
This paper applies conventional tests (Johansen, 1995) and new tests (Chao and Phillips, 1999) for cointegration to long¨Crun money demand functions using historical Canadian data back to 1872.
Alfred A. Haug
core  

Detecting long memory co-movements in macroeconomic time series [PDF]

open access: yes
Cointegration analysis tests for the existence of a significant long-run equilibrium among some economic variables. Standard econometric procedures to test for cointegration have proven unreliable when the long-run relation among the variables is ...
Gianluca Moretti
core  

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