Results 131 to 140 of about 5,155 (224)

Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests. [PDF]

open access: yes
In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Sipols, Ana E.   +2 more
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Long-run relationships between international stock prices: further evidence from fractional cointegration tests [PDF]

open access: yes
The recent empirical literature supports the view that most of the international stock prices are not pairwise cointegrated. However, by using fractional cointegration techniques, this paper shows that France, Germany, Hong Kong, and Japan stock prices ...
Mohamed Boutahar   +3 more
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Is inflation always a monetary phenomenon in Malaysia?

open access: yes
The purpose of this study is to empirically re-investigate the money-prices nexus for Malaysia through the cointegration and causality techniques. This study covered the monthly data from 1971:01 to 2008:03.
Tang, Chor Foon
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Causal links between trade, foreign direct investment and economic growth for Bangladesh [PDF]

open access: yes
This study investigates empirically the causal relationship between trade, foreign direct investment (FDI) and economic growth of Bangladesh for the period of 1973 to 2008.
Syed Imran Ali Meerza
core  

Hidden panel cointegration

open access: yes
This article extends the seminal work of Granger and Yoo (2002) on hidden cointegration to panel data analysis. It shows how cumulative negative and positive changes can be constructed for each panel variable.
Abdulnasser, Hatemi-J
core  

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