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 …

cointegration approach. The results suggest debt servicing, inflation and private investment to be negatively associated. The study …

cointegration approach and Engle Granger Error Corection Model (ECM), covering monthly time series data from January 2000 to April … 2010, both short run and long run relationships are investigated. It is found out that there is cointegration relationship …

The study employs cointegration, the standard Granger causality tests and vector error correction modeling technique to … cointegration tests show that there is no co-movement between the said variables for most of the examined firms. On the issue of …

(1990) and Johansen (1991) cointegration technique, this paper examines the long-run validity of the monetary exchange rate …

ASEAN+3 is assessed in this paper by examining the time-series stochastic behaviour and cointegration in a set of eight …

-series stochastic behaviour and cointegration in a set of eight ASEAN+3 currencies in pre-crisis, crisis and post-crisis periods … of cointegration analysis showed that the currencies are not cointegrated during the pre-crisis period. Evidence of … cointegration was found among a few Asian currencies in the crisis and post-crisis periods. These findings have important …