cointegration - Robuta Search

https://ideas.repec.org/p/zbw/sfb373/20023.html A parametric approach to the estimation of cointegration vectors in panel data Downloadable! In this paper a parametric framework for stimation and inference in cointegrated panel data models is considered that is based on a cointegrated... to the https://ideas.repec.org/a/eee/enepol/v38y2010i6p3008-3014.html Examining carbon emissions economic growth nexus for India: A multivariate cointegration approach Downloadable (with restrictions)! The study probes cointegration and causality between carbon emissions and economic growth for India using ARDL bounds testing... carbon emissions economic growth https://www.econstor.eu/handle/10419/191682 EconStor: Exchange rate and external reserves in Nigeria: A threshold cointegration analysis EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. exchange rate external reserves https://www.econstor.eu/handle/10419/126663 EconStor: Local and Spatial Cointegration in the Wage Curve: A Spatial Panel Analysis for German... EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. https://ideas.repec.org/p/eui/euiwps/eco2004-21.html Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift Downloadable! In testing for the cointegrating rank of a vector autoregressive (VAR) process it is important to take into account level shifts that have... https://ideas.repec.org/p/hal/journl/hal-01447864.html Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence... Estimation methods of bivariate fractional cointegration models are numerous and have in most cases non-equivalent asymptotic and finite sample properties,... optimal estimation https://ideas.repec.org/p/hhs/lunewp/2005_012.html Testing for Panel Cointegration with Multiple Structural Breaks This paper proposes an LM test for the null hypothesis of cointegration that allows for the possibility of multiple structural breaks in both the level and... testing panel cointegration multiple structural https://ideas.repec.org/p/hal/wpaper/hal-04141871.html Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems Downloadable! We discuss cointegration relationships when covariance stationary observables exhibit unbalanced integration orders. Least squares type estimates... nonlinear least squares narrow band weighted https://ideas.repec.org/p/ctn/dpaper/2022-01.html Spillover Effects from External Shocks on Bank Credit Risk: Evidence from Cointegration Analysis... Downloadable! Over the last fifteen years, the presence of European banking groups in the banking systems of Western Balkan countries, has negatively affected... spillover effects https://ideas.repec.org/a/bla/obuest/v68y2006i1p101-132.html Testing for Panel Cointegration with Multiple Structural Breaks Downloadable! This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that allows for the possibility of multiple... testing panel cointegration multiple structural https://www.econstor.eu/handle/10419/200777 EconStor: Time-varying Cointegration Models and Exchange Rate Predictability in Korea EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. exchange rate econstor time varying cointegration https://www.econstor.eu/handle/10419/178598 EconStor: Are bootstrapped cointegration test findings unreliable? EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. cointegration test econstor bootstrapped findings unreliable https://ideas.repec.org/a/taf/applec/v37y2005i17p1979-1990.html The saving and investment nexus for China: evidence from cointegration tests Downloadable (with restrictions)! The saving and investment nexus as postulated by Feldstein and Horioka (FH) (1980) is revisited. The saving investment... saving and investment nexus https://www.iza.org/de/publications/dp/3306/mimic-models-cointegration-and-error-correction-an-application-to-the-french-shadow-economy MIMIC Models, Cointegration and Error Correction: An Application to the French Shadow Economy |... The analysis of economic loss attributed to the shadow economy has attracted much attention in recent years by both academics and policy makers. Often... https://www.scirp.org/journal/paperinformation?paperid=88921 Cointegration Based Regression to Analyse Linkage between Share Price Index and Macroeconomic... The main objective of the study is to investigate the long run performance of the All Share Price Index (ASPI) of the Colombo Stock Exchange, based on the... https://www.econstor.eu/handle/10419/289664 EconStor: Estimation of the aggregate import demand function for Mexico: A cointegration analysis EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. https://ideas.repec.org/a/bes/jnlbes/v21y2003i2p295-318.html Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models We propose a likelihood-based framework for cointegration analysis in panels of a fixed number of vector error-correction (VEC) models. We obtain likelihood... error correction likelihood based cointegration analysis https://www.econstor.eu/handle/10419/147757 EconStor: Asymmetric cointegration between exchange rate and trade balance in Nigeria EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. asymmetric cointegration exchange rate trade balance econstor https://ideas.repec.org/a/chb/bcchec/v3y2000i3p57-71.html Seasonal Cointegration in Money Demand Downloadable! Empirical estimates of the demand for money exhibit standard problems: model instability, parameter inconsistency with regard to theoretical... seasonal cointegration money demand https://ideas.repec.org/p/hal/wpaper/halshs-01065775.html Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets Downloadable! Technical abstract: A necessary condition for two time series to be nontrivially cointegrated is the equality of their respective integration... no arbitrage condition unbalanced fractional cointegration https://ideas.repec.org/a/eee/eneeco/v32y2010i3p524-531.html Electricity consumption and economic growth in Burkina Faso: A cointegration analysis Downloadable (with restrictions)! This study empirically establishes the direction of causality between electricity consumption and economic growth in Burkina... electricity consumption economic growth burkina faso https://ideas.repec.org/a/eee/ecmode/v22y2005i3p423-438.html Estimating income and price elasticities of imports for Fiji in a cointegration framework Downloadable (with restrictions)! No abstract is available for this item. https://ideas.repec.org/a/kap/iecepo/v10y2013i3p427-451.html A regional perspective on inequality and growth in Portugal using panel cointegration analysis Downloadable (with restrictions)! This paper examines the relationship between inequality and economic growth for thirty Portuguese NUTS3 regions within a... https://www.econstor.eu/handle/10419/188106 EconStor: Trade-off between inflation, interest and unemployment rate of Pakistan: A cointegration... EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. https://ideas.repec.org/a/eee/enepol/v37y2009i8p2926-2929.html Electricity supply, employment and real GDP in India: evidence from cointegration and... Downloadable (with restrictions)! This study probes nexus between electricity supply, employment and real GDP for India within a multivariate framework using... electricity supply real gdp in india employment https://studylib.net/doc/25550424/5.-cointegration Financial Econometrics: Cointegration Presentation Presentation on Cointegration in Financial Econometrics. Covers Present Value Model, Engle-Granger, ECM, and Vector ECMs. financial econometrics cointegration presentation https://www.econstor.eu/handle/10419/77326 EconStor: Fractional cointegration of voting and non-voting shares EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. econstor fractional cointegration voting non https://www.econstor.eu/handle/10419/259963 EconStor: Bandspectrum Cointegration EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. econstor cointegration https://ideas.repec.org/p/drm/wpaper/2019-14.html Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems Downloadable! We discuss cointegration relationships when covariance stationary observables exhibit unbalanced integration orders. Least squares type estimates... nonlinear least squares narrow band weighted https://ideas.repec.org/a/eee/ecmode/v26y2009i2p320-327.html Cointegration analysis for cross-sectionally dependent panels: The case of regional production... Downloadable (with restrictions)! This paper employs recently developed non-stationary panel methodologies that assume cross-section dependence to estimate a... https://ideas.repec.org/a/eee/eneeco/v26y2004i2p225-238.html Energy use and output growth in Canada: a multivariate cointegration analysis Downloadable (with restrictions)! No abstract is available for this item. energy use in canada output growth https://www.iza.org/publications/dp/4438/do-foreigners-replace-native-immigrants-evidence-from-a-panel-cointegration-analysis Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis | IZA@LISER... This paper examines the impact of the immigration of foreigners on domestic labour mobility. Since David Card's seminal study on the regional labour m... https://ideas.repec.org/p/pra/mprapa/1413.html A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous... Downloadable! We propose a new transaction-level bivariate log-price model, which yields fractional or standard cointegration. To the best of our knowledge,... price model https://ideas.repec.org/a/eco/journ2/2011-01-1.html Energy Consumption and Economic Growth in Vietnam: Threshold Cointegration and Causality Analysis Downloadable! This study investigates the energy consumption-growth nexus in Vietnam. The causal relationship between the logarithm of per capita energy... energy consumption economic growth in vietnam https://ideas.repec.org/a/bla/obuest/v54y1992i3p325-48.html The Power of Cointegration Tests A cointegration test statistic based upon estimation of an error-correction model can be approximately normally distributed when no cointegration is present.... the power of cointegration tests https://www.mdpi.com/2071-1050/15/8/6637 R&D Expenditures on Innovation: A Panel Cointegration Study of the E.U. Countries In academic discussions about how to achieve sustainable growth in the world, it is stated that this is not possible without spending on research and... https://ideas.repec.org/p/wlu/wpaper/97-5.html Regime Sensitive Cointegration with an Application to Interest rate Parity There exist a variety of reasons for the failure to find a unique cointegrating relationship between economic time series where one would normally be expected... interest rate regime sensitive cointegration application https://www.birmingham.ac.uk/news-archive/2018/testing-for-panel-cointegration-using-common-correlated-effects-estimators Testing for Panel Cointegration using Common Correlated Effects Estimators - University of... By Banerjee, Anindya and Carrion-i-Silvestre, Josep Lluis (Birmingham Business School Discussion Paper Series 2017-02). testing panel cointegration using https://www.econstor.eu/handle/10419/19627 EconStor: Unit roots and cointegration in panels EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. econstor unit roots cointegration panels https://ideas.repec.org/a/eee/ecolet/v97y2007i3p185-190.html A panel bootstrap cointegration test Downloadable (with restrictions)! No abstract is available for this item. panel bootstrap cointegration test https://www.bde.es/wbe/en/publicaciones/analisis-economico-investigacion/documentos-trabajo/internal-and-external-exchange-rate-equilibrium-cointegration-framework--an-application-to-spanish-peseta.html Internal and external exchange rate equilibrium in a cointegration framework. An application to the... Jul 23, 1999 - Internal and external exchange rate equilibrium in a cointegration framework. An application to the Spanish Peseta https://www.econstor.eu/handle/10419/316381 EconStor: Food price and inflation adjustments in Nigeria: Evidence from threshold cointegration EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. food price https://www.econstor.eu/handle/10419/67357 EconStor: Return performance, Cointegration and short run dynamics of Islamic and non-Islamic... EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. short run econstor return performance cointegration https://ideas.repec.org/p/arx/papers/2211.10235.html Fractional integration and cointegration Downloadable! In this chapter we present an overview of the main ideas and methods in the fractional integration and cointegration literature. We do not... fractional integration cointegration https://www.iza.org/en/publications/dp/3306/mimic-models-cointegration-and-error-correction-an-application-to-the-french-shadow-economy MIMIC Models, Cointegration and Error Correction: An Application to the French Shadow Economy |... The analysis of economic loss attributed to the shadow economy has attracted much attention in recent years by both academics and policy makers. Often... https://ideas.repec.org/a/eee/chieco/v19y2008i3p381-392.html An empirical test of the environmental Kuznets curve in China: A panel cointegration approach Downloadable (with restrictions)! This paper investigates the relationship between environmental pollution and economic growth in China based on the... https://www.preprints.org/manuscript/202407.1680 A Novel Approach for Testing Fractional Cointegration in Panel Data Models with Fixed Effects[v1] |... Fractional cointegration in time series data has been explored by several authors, but panel data applications have been largely neglected. A previous study of... https://ideas.repec.org/a/jae/japmet/v21y2006i4p419-438.html Tests of seasonal integration and cointegration in multivariate unobserved component models Downloadable! This paper considers tests of seasonal integration and cointegration for multivariate unobserved component models. First, the locally best... tests seasonal integration https://ideas.repec.org/p/cpr/ceprdp/9654.html Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series Downloadable (with restrictions)! We examine the effects of mixed sampling frequencies and temporal aggregation on standard tests for cointegration. We find... testing cointegration https://www.econstor.eu/handle/10419/92944 EconStor: Testing for cointegration in a double-LSTR framework EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. in a econstor testing cointegration double https://corporatefinanceinstitute.com/resources/data-science/cointegration/ Cointegration - Overview, History, Methods of Testing Nov 21, 2023 - A cointegration test is used to establish if there is a correlation between several time series in the long term. The concept was first introduced by Nobel cointegration overview history methods testing https://ideas.repec.org/a/ijr/beejor/v2y2014i3p85-90.html Central Bank Response to Rising Oil Prices: An ARDL Bounds Testing Approach to Cointegration Downloadable! The study empirically explores the relationships among energy use, economic growth and financial development for India and China on annual data...