of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

investigation into the level and stability of money demand (M1) for Australia and New Zealand over the 1960-2009 period and … demonstrates that both countries experienced regime shifts; Australia also experienced an intercept shift. Application of four time …

). Autoregressive distributed lag bounds testing approach to cointegration provides empirical evidence for the existence of a long …

obtained for the USA is characterized by A1=4.0, A2=-0.03075, and t1=2 years. It provides a root mean square forecasting error …) and has a perfect parsimony - only one predictor. The relationship is tested for cointegration. Both variables are … methods of cointegration testing are applied - the Engle-Granger one based on the unit root test of the residuals including a …

between the growth rate of real GDP per capita and the number of 9-year-olds in the USA is tested for cointegration. For … cointegrating relation. Econometrically, the tests for cointegration show that the deviations of real economic growth in the USA …A two-component model for the evolution of real GDP per capita in the USA is presented and tested. The first component …

This paper disentangles between two hypotheses on the determinants of Australia's and the US' average tariffs levels …

This paper disentangles between two hypotheses on the determinants of Australia's and the US' average tariffs levels …

We use the unobserved components model of Harvey (1989 and 2011) to estimate the Phillips curve (PC) for the USA and … Australia, by augmenting it with oil prices. We found that the level coefficient of inflation and the coefficient of demand …