Search Results - subject:"Johansen cointegration test"

Causal relationship between stock prices and gold rate : empirical evidence from India

Bhuvaneshwari, Dheyvendhren; Ramya, Krishnaraj - In: Afro-Asian Journal of Finance and Accounting : AAJFA 7 (2017) 4, pp. 305-316

Persistent link: https://www.econbiz.de/10011890432

Does fiscal policy spur economic growth? : empirical evidence from Algeria

Matallah, Amal; Matallah, Siham - In: Theoretical and applied economics : GAER review 24 (2017) 3, pp. 125-146

Persistent link: https://www.econbiz.de/10011795147

Remittance Flows and Economic Growth in Mexico: A Single Break Unit Root and Cointegration Analysis, 1970-2009

Ramirez, Miguel - Department of Economics, Trinity College - 2011

This paper gives an overview of remittance flows to Mexico during the 1980-2009 period in absolute terms, relative to GDP, in comparison to FDI inflows, and in terms of their regional destination. Next, the paper reviews the growing literature that assesses the impact of remittances on...

Persistent link: https://www.econbiz.de/10009151338

Causal relationship between stock market indices, gold prices, crude oil prices, and exchange rates

Tomar, Rohit Singh; Singh, Harendra - In: International journal of economic research 13 (2016) 1, pp. 53-65

Persistent link: https://www.econbiz.de/10011560524

Integration between the Asian REIT markets and macroeconomic variables

Wei Kang Loo; Melati Ahmad Anuar; Ramakrishnan, Suresh - In: Journal of property investment & finance 34 (2016) 1, pp. 68-82

Persistent link: https://www.econbiz.de/10011540598

Do exports lead economic output in five Asian countries? : a cointegration and Granger Causality analysis

Huang, Jiayin; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 2, pp. 30-50

Persistent link: https://www.econbiz.de/10011575379

Purchasing power parity : a time series analysis of the U.S. and Mexico, 1995-2007

Yee, Steven; Ramírez, Miguel D. - In: International advances in economic research : IAER ; an … 22 (2016) 4, pp. 409-419

Persistent link: https://www.econbiz.de/10011718492

Integration between the Asian REIT markets and macroeconomic variables

Loo, Wei Kang; Anuar, Melati Ahmad; Ramakrishnan, Suresh - In: Journal of Property Investment & Finance 34 (2016) 1, pp. 68-82

Johansen cointegration test and Granger causality test. Findings – The results showed that certain of the emerging REIT markets …

Persistent link: https://www.econbiz.de/10014899095

Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing?

Mallory, Mindy L.; Lence, Sergio H. - 2010

This study highlights some problems with using the Johansen cointegration statistics on data containing a negative moving average (NMA) in the error term of the data generating process. We use a Monte Carlo experiment to demonstrate that the asymptotic distribution of the Johansen cointegration...

Persistent link: https://www.econbiz.de/10009446152

Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing?

Mallory, Mindy L.; Lence, Sergio H. - Agricultural and Applied Economics Association - AAEA - 2010

Persistent link: https://www.econbiz.de/10009020679