cointegrated VAR (CVAR) framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating …

in a context of dollarization. In this study, a model shedding light on the determinants of inflation in the case of … research reveal the impact on inflation of the exchange rate variations and a measure of the excess of broad money. Then … adoption of these two strategies by Vietnamese authorities may be a significant explanation of their ability to fight inflation. …

affiliation plays a key role in everyday affairs. As a result academic careers in Greece are almost exclusively determined by …

We examine the value relevance of accounting fundamentals after the mandatory transition to IFRS in Greece. We find no …

Venezuela, for the period 1951-2011. By relying on cointegration techniques and applying Bernard and Durlauf's (1995) stochastic …

The aim of this paper is to study the performance of residual-based tests for cointegration in the presence of multiple … Westerlund and Edgerton (2007). This exercise allow us to cover a wide set of single-equation cointegration estimators. Monte …

classical co-integration methods and causality tests are based on OLS regresses. However the linear functional specification is …, significantly, have a better ability to identify long run co-integration and causal relationships than ordinary linear ones …

exchange rate, expressed in real terms. To this end, weproceed to a cointegration and causality study between the two variables …