carbon emission using Tunisian data over the period 1971-2004. Cointegration procedure is used to analyze the time series …

pay attention to the notion of cointegration. Until recently, the methods proposed to estimate cointegration relationships …, have not explicitly considered time varying volatility in the data. Seo (2007) suggests an estimator of the cointegration …

movement restrictions. An exogenous regime switching cointegration model is estimated using a novel extension of the Johansen …

The paper attempts to examine the market integration with the help of cointegration test on the prices of potato of … retail markets. The cointegration test by Johansen and Jeselius (1990) applied to weekly prices of three important potato …

This paper attempts to examine the relationship between changes and volatility of China's RMB exchange rates and its … constraints including China's particular exchange rate system and TBT / SPS in agricultural trade. The model reveals that the net … depreciation) effect and exchange rate risk effect. Taking China’s agricultural exports to Japan as a case, this paper makes an …

There has been contentious debate surrounding the issue of undervaluation of the Chinese Renminbi, with continuous … international political pressure on China to appreciate its currency and the Chinese government resisting significant changes in its … policy. A key question underlining the debate is whether a Renminbi appreciation would deliver substantial gains for exports …

United States from Mexico using the maximum likelihood cointegration analysis. The results from the cointegration analysis …