Stability of the Nigerian M2 Money Demand Function in the SAP Period [PDF]
This paper explores the stability of the M2 money demand function in Nigeria in the Structural Adjustment Program (SAP) period. The results from the Johansen and Juselius cointegration test suggest that real discount rate, economic activity and real M2 ...
Emmanuel Anoruo
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COINTEGRATION AND ASYMMETRIC ADJUSTMENT: SOME NEW EVIDENCE CONCERNING THE BEHAVIOUR OF THE US CURRENT ACCOUNT [PDF]
imports and exports and asymmetries in the adjustment of the US current account over the study period 1960Q4-2007Q2. We find evidence in favour of cointegration through the application of the standard Johansen methodology.
Mark J. Holmes, Theodore Panagiotidis
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An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan [PDF]
This note studies the long-run relationship between real estate and stock markets in the Taiwan context over the 1986Q3 to 2006Q4 period, using standard cointegration test of Johansen and Juselius (1990) and that of Engle-Granger (1987) as well as the ...
Tsangyao Chang +2 more
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Detecting long memory co-movements in macroeconomic time series [PDF]
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
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Testing for international financial markets integration [PDF]
, 2005 This paper examines the extent to which financial markets across the main international financial centres integrated between 1988 and 2001 in the face of technological change and capital market liberalisation.
Figueira, Catarina +2 more
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Exports as an engine for the economic growth: the case of Romania [PDF]
This paper explores the dynamic relation between the exports and the gross domestic product from Romania. We employ the Johansen cointegration procedure and the Granger causality test to identify the interactions between the two variables.
Dumitriu, Ramona +2 more
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Energy consumption, CO2 emissions and the economic growth nexus in Bangladesh: cointegration and dynamic causality analysis [PDF]
, 2011 The paper investigates the existence of dynamic causality between the energy consumption, environmental pollutions and economic growth using cointegration analysis for Bangladesh. First, we tested whether any long run relationship exist using Johansen bi-
Alam, Mohammad Jahangir +1 more
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The influence of economic globalization and economic growth on unemployment rate in Vienam
Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, 2020 The objective of this paper is to examine the influence of economic globalization and economic growth on unemployment rate in Viet Nam.
Nguyễn Quyết
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Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests [PDF]
This paper examines the relationships between the Russian and other Central European (CE) and developed countries’ equity markets over the 1995-2004 period.
M. Lucey, Brian, Voronkova, Svitlana
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