Results 111 to 120 of about 29,321 (214)

Further evidence on the size and power of the Bierens and Johansen cointegration procedures [PDF]

Although both the Johansen (1991, 1994) trace test and Bierens (1997a,b) nonparametric lambda-min test for cointegration have good size properties in Monte Carlo studies by Hubrich, Lutkepohl, and Saikkonen (2001) and Boswijk, Lucas, and Taylor (2000 ...
David O. Cushman
core  

The Causal Relationship between Foreign Direct Investment and Current Account: An Empirical Investigation for Pakistan Economy [PDF]

This paper investigates relationship between FDI and current account (CA) in Pakistan using the Johansen-Juselius cointegration technique and the Granger causality test.
Ahmad, Mohsin Hasnain, Siddiqui, Danish Ahmed   +1 more
core   +1 more source

Asymmetric and non linear adjustment in the revenue expenditure models [PDF]

, 2002
The purpose of this paper is to empirically analyse the revenue-expenditure models of public finance by considering the possibility of non-linear and asymmetric adjustment.
Legrenzi, G, Milas, C
core   +1 more source

Oil and gas market in the UK: evidence from a cointegration approach [PDF]

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  

Bayesian Testing in Cointegration Models using the Jeffreys' Prior [PDF]

We develop a Bayesian cointegration test statistic that can be used under a Jeffreys' prior. The test statistic is equal to the posterior expectation of the classical score statistic.
Richard Kleijn
core  

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

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  

Export and Import Cointegration in Forestry Domain: The Case of Malaysia [PDF]

This study was undertaken to explore the relationship between the export and import in the category of Forestry domain for Malaysia which includes sub domain (1)industrial roundwood; (2)wood pulp; (3)wood fuel; (4) paper and paper board; (5) sawn wood ...
Baharom, A.H., Emmy, F.A., Illisriyani, I., Radam, Alias   +3 more
core   +1 more source

Financial Integration for India Stock Market, a Fractional Cointegration Approach [PDF]

The Indian stock market is one of the earliest in Asia being in operation since 1875, but remained largely outside the global integration process until the late 1980s. A number of developing countries in concert with the International Finance Corporation
Aman Agarwal, Jun Du, Wing-Keung Wong
core  

ULUSLARARASI TURİZM TALEBİNİN EŞBÜTÜNLEŞME ANALİZİ: ANTALYA İÇİN PANEL ARDL YAKLAŞIMI

Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2016
Bu çalışmada Antalya’ya yönelik uluslararası turizm talebi ile gelir (GSYİH) ve turizm fiyatı gibi ekonomik değişkenler arasındaki kısa ve uzun dönem ilişki bulunmak istenmiş ve 1996Q1 – 2014Q4 dönemlerini kapsayacak şekilde verilerine tam olarak ...
Sabriye Güven, Mehmet Mert
doaj  

Food Security-Climate Change-National Income Nexus: Insights from GCC Countries. [PDF]

Foods
Elzaki RM.
europepmc   +1 more source