Results 221 to 229 of about 7,993 (229)

Multivariate Granger causality between macro variables and KSE 100 index: evidence from Johansen cointegration and Toda & Yamamoto causality

Economic Research-Ekonomska Istrazivanja, 2017
Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Streimikiene   +2 more
exaly  

Revisiting the tourism-led-growth hypothesis for Turkey using the bounds test and Johansen approach for cointegration

Tourism Management, 2009
Salih Katırcıoğlu
exaly  

Cointegration Analysis Using the Johansen Technique: A Practitioner's Guide to the Software

The Economic Journal, 1994
openaire   +1 more source

Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs

Communications in Statistics - Theory and Methods, 2019
exaly  

Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations

Econometric Reviews
Takamitsu Kurita, Mototsugu Shintani
openaire   +1 more source

Energy consumption and GDP in Tunisia: Cointegration and causality analysis

Energy Policy, 2009
Mounir Belloumi
exaly  

Health and Trade Contribution to Economic Growth of Pakistan: Insights from Johansen Cointegration and VECM

Asian Journal of Research in Social Sciences and Humanities, 2015
Najid Ahmad, Du Liangsheng
openaire   +1 more source

A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited

Economics Letters, 1995
exaly  

التكامل المشترك Cointegration test: Johansen Method مع التطبيق في Eviews

2020
openaire   +1 more source