Results 121 to 130 of about 5,155 (224)

Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test [PDF]

In this study, we revisit the issue as to the presence of rational bubbles in the Taiwan stock market during the June 1991 to February 2005 period using the Bierens (1997) nonparametric cointegration tests.
Hsu-Ling Chang, Tsangyao Chang, Chi-Wei Su, Hsiao-Ping Chu   +3 more
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Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests

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
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An Analysis of Cointegration: Investigation of the Cost-Price Squeeze in Agriculture

The differences in prices paid and prices received by farmers are examined using cointegration analysis. A Johansen cointegration test between prices paid and prices received revealed that the series were cointegrated.
Campiche, Jody L., Bryant, Henry L., Outlaw, Joe L., Richardson, James W.   +3 more
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Partial Cointegration [PDF]

This paper proposes a simple procedure to test the hypothesis of no cointegration against both threshold cointegration and an intermediate possibility that we call partial cointegration. Asymptotic theory is devel- oped, the power of the proposed test is
David Neto, Jaya Krishnakumar
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Food Security-Climate Change-National Income Nexus: Insights from GCC Countries. [PDF]

Foods
Elzaki RM.
europepmc   +1 more source

Trade Sustainability in the Forestry Domain: Evidence from Malaysia using Johansen and Bound Test Method

This study was undertaken to explore the relationship between 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., Alias, Radam, Mohd Rusli, Yacob   +3 more
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AI readiness, STEM education, economic growth, and climate transition in China: a long-run systems analysis. [PDF]

Sci Rep
Liu S, Xu M, Xiang X.
europepmc   +1 more source

Export and economic growth in Southeast Asia current Newly Industrialized Countries: Evidence from nonparametric approach [PDF]

Nonlinearity in the nexus of export and economic growth has not been addressed in most of the previous studies. If the true relationship is nonlinear, then inference from linear model may be invalid.
Chong Mun Ho, Mohd Fahmi Ghazali, Shiok Ye Lim   +2 more
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Analysis of Financial Crowding Out in the Iraqi Economy for the Period 2004 - 2022. [PDF]

F1000Res
Jabbar A, Dikheel B.
europepmc   +1 more source

Explaining Cointegration Analysis: Part II [PDF]

We describe the concept of cointegration, its implications in modelling and forecasting, and discuss inference procedures appropriate in integrated-cointegrated vector autoregressive processes (VARs).
Katarina Juselius, David F. Hendry
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