bivariate testing for cointegration and correlation analysis. The results indicate that there exist strong long … central markets. With respect to the efficient market hypothesis, the findings by cointegration analysis put some further …

-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …

long run relationships, applying three different cointegration tests. It covers the US, Canada, Australia, Japan, the …

, bivariate and multivariate cointegration techniques are used to assess the degree of integration in four loans and two deposit …

explains the concept of panel unit roots and panel cointegration and introduces the underlying empirical approach. Next …

, a cointegration analysis of productivity, prices, real wages, employment, and the unemployment rate reveals two long run …