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Manufacturing exports, mining exports and growth: cointegration and causality analysis for Chile (1960-2001) [PDF]

open access: yes
This study examines the export-led growth hypothesis using annual time series data from Chile in a production function framework. It addresses the problem of specification bias under which previous studies have suffered and focuses on the impact of ...
Boriss Siliverstovs, Dierk Herzer
core  

OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING APPROACH [PDF]

open access: yes
The paper examines the relationship between UK wholesale gas prices and the Brent oil price over the period 1996-2003. Tests for Unit Roots and Cointegration are carried out and it is discovered that a long run equilibrium relationship between UK gas and
Emilie Rutledge, Theodore Panagiotidis
core  

Rational bubbles in emerging stockmarkets [PDF]

open access: yes
We detected rational bubbles in 22 emerging stockmarkets using both standard and threshold cointegration. Eighteen stockmarkets experienced explosive bubbles (and some of them periodically collapsing bubbles as well).
Da Silva, Sergio, Nunes, Mauricio
core   +1 more source

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