Results 131 to 140 of about 7,993 (229)

Hidden panel cointegration

open access: yes
This article extends the seminal work of Granger and Yoo (2002) on hidden cointegration to panel data analysis. It shows how cumulative negative and positive changes can be constructed for each panel variable.
Abdulnasser, Hatemi-J
core  

A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis [PDF]

open access: yes
The methods listed in the title are compared by means of a simulation study and a real world application. The aspects compared in the simulations are: The performance of the tests of the different methods for the dimension of the cointegrating space and ...
Martin Wagner
core  

Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests

open access: yes
This study probes nexus between electricity consumption and GDP for the electricity community of Togo and Benin using ARDL bounds testing approach of cointegration. Long-run equilibrium has been established among these variables for Benin.
Alinsato, Alastaire Sèna
core  

International Market Integration for Natural Gas?: A Cointegration Analysis of Prices in Europe, North America and Japan [PDF]

open access: yes
We examine the degree of natural gas market integration in Europe, North America and Japan, between the mid 1990's and 2002. The relationship between the international gas marker prices, and their relation to the oil price, are investigated through ...
Anne Neumann   +3 more
core  

An aggregate import demand function for Australia: a cointegration approach [PDF]

open access: yes
This paper investigates the relationship among quantity of imports, relative import prices and real GDP in the aggregate import demand function for Australia during the period 1959Q3Ã’2006Q3.
Riaz Shareef, Vu Tran
core  

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