Results 211 to 220 of about 5,155 (224)

The Johansen cointegration method and several others during the evolution of the energy-growth nexus and the broader “X-variable”-growth nexus

2021
Angeliki N Menegaki
exaly  

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

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

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  

التكامل المشترك Cointegration test: Johansen Method مع التطبيق في Eviews

2020
openaire   +1 more source

A note on Johansen's cointegration procedure when trends are present

Empirical Economics, 1993
Pierre Perron, John Y Campbell, Campbell John Y   +2 more
exaly  

House prices and real estate bubbles in Brazil: an analysis through Johansen cointegration

International Journal of Applied Decision Sciences, 2015
Luiz Paulo Lopes Favero
exaly  

Modelling UK house prices using cointegration: an application of the Johansen technique

Applied Economics, 1993
Leigh Drake
exaly  

The Effects of Total Money Supply and Nominal Interest Rates on Consumer Price Inflation in Turkey: An Evaluation Using the Johansen Cointegration Test and Vector Error Correction

Bu çalışma, Türkiye’de toplam para arzı ve nominal faiz oranlarının tüketici fiyat enflasyonu üzerindeki etkilerini analiz etmektedir. Johansen Eşbütünleşme Testi ve Vektör Hata Düzeltme Modeli (VECM) kullanılarak yapılan analiz, para arzı ve enflasyon arasındaki uzun vadeli ilişkiyi ortaya koymaktadır.
openaire   +1 more source

A new criteria for selecting the optimum lags in Johansen's cointegration technique

Applied Economics, 2003
Mohsen Bahmani-Oskooee, Taggert J Brooks   +1 more
exaly  

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